This page reflects EWTX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
EWTX 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
25.00
16.36
12.20
16.70
0.00
1
3
284.3%
0.866
0.0098
-0.172
0.017
0.007
28.00
13.40
9.20
14.00
0.00
1
3
82.8%
0.987
0.0053
-0.011
0.003
0.011
30.00
5.37
7.30
12.00
0.00
0
2
78.3%
0.971
0.0110
-0.018
0.005
0.011
32.00
4.95
5.30
10.00
0.00
4
16
62.9%
0.964
0.0163
-0.017
0.006
0.012
33.00
6.10
5.30
8.50
0.00
8
22
77.0%
0.901
0.0291
-0.040
0.013
0.011
34.00
2.70
3.50
7.80
0.00
2
5
151.6%
0.747
0.0272
-0.137
0.025
0.008
35.00
4.70
2.90
6.90
-1.10
1
33
58.2%
0.874
0.0459
-0.037
0.016
0.011
36.00
5.83
1.70
5.90
0.00
1
8
126.9%
0.695
0.0356
-0.125
0.027
0.008
37.00
2.74
1.60
4.80
1.19
1
17
51.9%
0.766
0.0763
-0.047
0.024
0.010
38.00
4.25
0.60
4.60
0.00
6
13
54.5%
0.672
0.0856
-0.057
0.028
0.009
39.00
1.15
0.60
4.90
0.00
6
9
77.5%
0.572
0.0653
-0.087
0.030
0.008
40.00
2.11
0.25
4.50
0.00
3
25
80.6%
0.508
0.0639
-0.091
0.031
0.007
41.00
1.37
0.05
4.80
0.00
1
2
95.1%
0.464
0.0539
-0.106
0.031
0.006
42.00
2.33
0.10
2.25
0.00
1
37
66.2%
0.350
0.0722
-0.069
0.029
0.005
45.00
0.90
0.00
1.85
-0.33
1
65
83.8%
0.244
0.0483
-0.074
0.024
0.003
50.00
0.30
0.05
4.80
0.00
3
63
176.3%
0.308
0.0258
-0.173
0.027
0.004
55.00
0.06
0.00
4.80
0.00
0
1
207.6%
0.273
0.0207
-0.192
0.026
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
28.00
1.70
0.00
1.35
0.00
0
1
152.4%
-0.095
0.0143
-0.071
0.013
-0.002
29.00
0.70
0.00
1.35
0.00
4
2
140.8%
-0.102
0.0163
-0.069
0.014
-0.002
30.00
1.00
0.00
1.35
0.00
1
8
129.5%
-0.110
0.0188
-0.067
0.015
-0.002
31.00
0.95
0.00
1.35
0.00
15
15
118.4%
-0.120
0.0218
-0.065
0.015
-0.002
32.00
0.46
0.00
1.55
0.00
2
4
112.9%
-0.141
0.0255
-0.069
0.017
-0.002
33.00
0.50
0.00
4.70
0.00
303
1,000
170.2%
-0.237
0.0234
-0.144
0.024
-0.004
34.00
0.82
0.00
1.40
0.00
1
37
87.1%
-0.163
0.0365
-0.058
0.019
-0.003
35.00
0.89
0.00
1.95
0.00
4
48
88.3%
-0.211
0.0422
-0.069
0.022
-0.004
36.00
1.75
0.00
4.80
0.00
0
1
129.0%
-0.306
0.0351
-0.124
0.027
-0.006
38.00
1.50
0.55
1.45
0.00
0
7
53.1%
-0.325
0.0874
-0.051
0.028
-0.005
40.00
2.30
0.40
4.90
0.00
0
10
75.4%
-0.496
0.0683
-0.081
0.031
-0.008
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.