This page reflects EIX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
EIX Options Chain
Data as of market close May 20, 2026
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
55.00
16.70
14.70
17.20
0.00
0
1
82.6%
0.875
0.0127
-0.063
0.040
0.036
62.50
9.40
7.60
8.90
1.40
1
1
57.7%
0.781
0.0260
-0.063
0.058
0.036
65.00
6.00
5.50
6.30
0.00
4
12
44.4%
0.743
0.0369
-0.054
0.063
0.036
67.50
4.79
3.80
4.50
0.59
4
51
41.5%
0.643
0.0457
-0.057
0.073
0.032
70.00
2.54
2.20
2.55
-0.11
18
683
33.5%
0.518
0.0605
-0.049
0.078
0.027
72.50
1.43
1.00
1.75
-0.27
153
906
36.0%
0.383
0.0539
-0.049
0.075
0.020
75.00
0.64
0.50
0.75
-0.16
26
1,328
31.0%
0.227
0.0494
-0.033
0.059
0.012
77.50
0.25
0.15
0.45
-0.05
2
826
32.7%
0.144
0.0353
-0.026
0.045
0.008
80.00
0.15
0.00
0.60
0.00
1
235
42.7%
0.146
0.0273
-0.034
0.045
0.008
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
50.00
0.10
0.00
0.90
-0.06
6
33
80.4%
-0.055
0.0071
-0.030
0.022
-0.003
55.00
0.46
0.00
0.55
0.00
1
46
54.7%
-0.051
0.0097
-0.019
0.020
-0.003
60.00
0.45
0.25
0.65
0.02
53
499
48.8%
-0.117
0.0206
-0.032
0.039
-0.007
62.50
0.59
0.40
0.80
-0.16
54
367
42.3%
-0.157
0.0289
-0.033
0.047
-0.009
65.00
1.00
0.85
1.15
0.05
71
2,105
38.1%
-0.229
0.0405
-0.037
0.060
-0.014
67.50
1.50
1.25
1.65
-0.05
123
1,630
33.4%
-0.334
0.0554
-0.038
0.071
-0.020
70.00
2.50
2.10
2.60
0.30
8
281
30.9%
-0.484
0.0657
-0.037
0.078
-0.029
72.50
3.70
3.60
4.30
0.00
3
149
33.2%
-0.630
0.0579
-0.037
0.074
-0.038
80.00
8.52
8.20
12.00
0.00
0
0
63.1%
-0.747
0.0258
-0.061
0.063
-0.051
100.00
31.22
28.20
32.10
0.00
1
0
113.9%
-0.829
0.0113
-0.087
0.050
-0.071
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.