Home Options FCNChain

FCN

FTI Consulting, Inc.Close $153.59EOD only

Max Pain

$145.00

Next expiry Jul 17, 2026

Expected Move

±$3.50

2.3% from close

Price Gap

-8.59

Distance to max pain

IV Rank

Low premium

P/C OI

1.09

Balanced positioning

Consensus

—

No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

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

Published Snapshot

Jul 2, 2026 close

FCN Options Chain

Data as of market close Jul 2, 2026

Expiration

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	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
150.00	5.63	4.40	7.90	1	3	48.3%	0.623	0.0261	-0.208	0.114	0.034
155.00	1.10	2.10	4.90	0	3	44.7%	0.483	0.0296	-0.200	0.120	0.027
160.00	1.40	0.10	3.40	2	2	47.9%	0.355	0.0258	-0.198	0.112	0.020
165.00	3.70	0.00	2.40	1	2	51.2%	0.259	0.0210	-0.182	0.097	0.014
170.00	2.25	0.00	1.10	2	2	46.6%	0.147	0.0164	-0.118	0.069	0.008
175.00	1.65	0.00	2.15	0	1	54.8%	0.126	0.0125	-0.124	0.062	0.007
180.00	1.00	0.00	2.15	0	1	62.7%	0.112	0.0101	-0.130	0.057	0.006
185.00	0.50	0.00	2.15	0	1	70.2%	0.102	0.0084	-0.136	0.053	0.006

Puts

Strike	Last	Ask	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
120.00	0.20	2.15	1	2	91.6%	-0.070	0.0049	-0.131	0.040	-0.004
125.00	0.61	2.15	1	1	79.7%	-0.080	0.0062	-0.125	0.045	-0.005
130.00	1.25	2.15	0	1	68.1%	-0.092	0.0080	-0.119	0.050	-0.006
135.00	0.40	2.45	1	3	58.9%	-0.117	0.0111	-0.122	0.059	-0.007
145.00	8.00	3.80	8	4	60.6%	-0.288	0.0187	-0.216	0.103	-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.