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DXPE

DXP Enterprises, Inc.Close $146.67EOD only

Max Pain

$140.00

Next expiry Jun 18, 2026

Expected Move

±$16.10

11.0% from close

Price Gap

-6.67

Distance to max pain

IV Rank

Low premium

P/C OI

0.27

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: May 20, 2026 close

End-of-day snapshot

This page reflects DXPE options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

May 20, 2026 close

DXPE Options Chain

Data as of market close May 20, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 29)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
130.00	17.90	17.00	21.00	0.00	0	1	51.1%	0.825	0.0122	-0.106	0.107	0.081
140.00	12.90	9.50	13.80	0.00	12	13	61.8%	0.646	0.0146	-0.173	0.154	0.064
145.00	10.40	6.50	11.00	0.00	0	3	60.9%	0.568	0.0156	-0.179	0.162	0.057
150.00	6.00	4.00	8.00	-1.60	3	12	56.5%	0.484	0.0171	-0.168	0.165	0.050
160.00	3.86	1.00	5.40	0.00	1	2	61.6%	0.347	0.0145	-0.167	0.153	0.036
165.00	4.45	0.00	4.80	0.00	1	3	66.2%	0.302	0.0127	-0.169	0.144	0.031
170.00	15.60	0.00	4.80	0.00	2	0	55.6%	0.200	0.0122	-0.114	0.116	0.021
175.00	3.25	0.00	4.80	0.00	0	4	62.0%	0.183	0.0103	-0.120	0.110	0.019
180.00	0.86	0.00	4.80	0.00	1	2	68.1%	0.170	0.0090	-0.126	0.105	0.018
190.00	7.00	0.00	4.80	0.00	1	1	79.3%	0.151	0.0072	-0.135	0.097	0.016
195.00	3.50	0.00	4.80	0.00	1	2	84.5%	0.144	0.0065	-0.139	0.094	0.015
200.00	2.70	0.00	4.80	0.00	0	1	89.4%	0.138	0.0060	-0.142	0.091	0.014
210.00	1.70	0.00	4.80	0.00	1	3	98.7%	0.127	0.0051	-0.149	0.086	0.013
220.00	1.80	0.00	4.80	0.00	1	2	107.3%	0.119	0.0045	-0.154	0.082	0.012
230.00	1.10	0.00	4.80	0.00	0	1	115.3%	0.113	0.0040	-0.159	0.079	0.011

Puts

Strike	Last	Bid	Ask	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
110.00	0.75	0.00	4.80	0	1	92.9%	-0.107	0.0048	-0.120	0.076	-0.014
115.00	0.90	0.00	4.80	1	2	82.3%	-0.119	0.0059	-0.115	0.082	-0.016
120.00	1.40	0.00	4.80	0	1	72.0%	-0.134	0.0073	-0.108	0.089	-0.017
125.00	1.80	0.00	4.80	0	1	61.9%	-0.153	0.0092	-0.101	0.098	-0.020
135.00	2.40	1.15	6.00	1	1	50.4%	-0.249	0.0152	-0.109	0.131	-0.032
145.00	7.25	5.20	9.50	5	7	61.9%	-0.432	0.0154	-0.165	0.162	-0.058
155.00	15.40	11.00	15.00	0	3	59.8%	-0.588	0.0157	-0.154	0.161	-0.080
165.00	6.00	18.40	22.50	0	1	61.8%	-0.715	0.0133	-0.135	0.140	-0.101
175.00	23.83	27.50	31.50	2	2	68.6%	-0.788	0.0102	-0.125	0.120	-0.116
220.00	70.50	71.40	76.00	1	0	72.9%	-0.968	0.0024	-0.012	0.030	-0.171
240.00	90.50	91.40	96.00	1	0	85.3%	-0.972	0.0018	-0.011	0.026	-0.187

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.