This page reflects ENR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
ENR Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
10.00
12.00
11.30
12.80
-0.60
190
27
614.1%
0.957
0.0073
-0.189
0.002
0.001
12.50
10.00
9.30
10.40
0.05
90
12
250.0%
0.996
0.0022
-0.011
0.000
0.001
15.00
7.10
6.80
7.70
0.14
291
73
325.4%
0.933
0.0197
-0.144
0.003
0.001
17.50
5.13
4.50
5.20
0.86
1,440
228
115.6%
0.991
0.0100
-0.011
0.000
0.001
20.00
2.55
2.25
2.60
-0.36
1,448
965
84.4%
0.931
0.0777
-0.040
0.003
0.002
22.50
0.24
0.15
0.35
-0.01
113
3,174
45.9%
0.439
0.4243
-0.062
0.008
0.001
25.00
0.05
0.00
0.05
0.00
2
1,592
61.7%
0.024
0.0446
-0.012
0.001
0.000
30.00
0.06
0.00
0.00
0.00
2
0
50.0%
0.000
0.0000
0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
10.00
0.25
0.00
0.25
0.00
1
5
450.0%
-0.015
0.0041
-0.057
0.001
-0.000
12.50
0.25
0.00
0.05
0.00
2
814
256.3%
-0.004
0.0025
-0.011
0.000
-0.000
15.00
0.05
0.00
0.10
0.00
1
611
206.3%
-0.013
0.0081
-0.023
0.001
-0.000
17.50
0.08
0.00
0.10
0.00
4
657
135.9%
-0.021
0.0180
-0.023
0.001
-0.000
20.00
0.17
0.00
0.15
0.00
4
351
79.3%
-0.058
0.0720
-0.031
0.002
-0.000
22.50
0.40
0.50
0.80
0.00
16
68
60.0%
-0.542
0.3268
-0.079
0.008
-0.001
25.00
3.32
2.40
4.00
-0.08
1
79
152.3%
-0.772
0.0979
-0.153
0.006
-0.002
30.00
10.67
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.004
0.000
-0.002
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.