This page reflects EWBC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
EWBC Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 15)
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
95.00
38.69
32.40
35.90
0.00
1
6
127.0%
0.915
0.0049
-0.189
0.039
0.032
100.00
20.15
11.40
14.50
0.00
2
2
0.0%
1.000
0.0000
-0.012
0.000
0.038
105.00
9.20
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.012
0.000
0.040
110.00
15.00
16.10
19.50
0.00
5
5
46.6%
0.967
0.0063
-0.044
0.019
0.040
115.00
18.10
12.60
16.80
0.00
10
19
77.1%
0.806
0.0141
-0.202
0.070
0.034
120.00
9.30
8.70
11.40
-2.15
50
156
55.2%
0.776
0.0214
-0.160
0.076
0.034
125.00
6.00
4.20
7.20
0.00
17
33
46.1%
0.669
0.0310
-0.161
0.092
0.030
130.00
3.39
1.65
2.95
0.00
1
116
31.4%
0.488
0.0502
-0.120
0.101
0.023
135.00
0.92
0.10
2.80
0.00
2
156
48.3%
0.348
0.0302
-0.166
0.094
0.016
140.00
0.81
0.00
2.55
0.00
5
14
60.3%
0.274
0.0218
-0.185
0.084
0.013
145.00
0.20
0.00
2.25
0.00
0
1
53.8%
0.154
0.0174
-0.118
0.060
0.007
155.00
0.81
0.00
3.60
0.00
0
1
84.5%
0.158
0.0113
-0.186
0.061
0.007
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
50.00
0.15
0.00
1.35
0.00
2
3
267.0%
-0.019
0.0007
-0.110
0.012
-0.001
60.00
0.80
0.00
2.50
0.00
1
2
250.7%
-0.035
0.0012
-0.174
0.020
-0.002
65.00
1.10
0.00
2.60
0.00
1
3
230.0%
-0.040
0.0015
-0.177
0.022
-0.002
70.00
0.95
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
75.00
2.50
0.10
3.20
0.00
1
1
200.5%
-0.056
0.0022
-0.204
0.029
-0.003
90.00
0.42
0.00
1.35
0.00
1
4
116.1%
-0.043
0.0031
-0.096
0.023
-0.002
95.00
1.90
0.00
3.10
0.00
0
1
125.8%
-0.084
0.0048
-0.174
0.039
-0.005
100.00
2.55
0.00
3.30
0.00
0
1
111.9%
-0.099
0.0061
-0.174
0.044
-0.005
105.00
7.30
0.00
0.00
0.00
0
0
25.0%
-0.000
0.0000
-0.000
0.000
0.000
110.00
1.80
0.00
2.25
0.00
1
4
71.0%
-0.107
0.0102
-0.117
0.047
-0.006
115.00
2.30
0.00
2.35
0.00
1
18
57.6%
-0.133
0.0148
-0.110
0.055
-0.007
120.00
0.64
0.10
0.80
0.00
1
12
37.3%
-0.140
0.0235
-0.073
0.056
-0.007
125.00
1.14
0.00
3.10
-0.24
1
9
48.2%
-0.336
0.0299
-0.154
0.092
-0.018
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.