thetaOwl

FERG

Ferguson Enterprises Inc.Close $244.47EOD only
Max Pain
$250.00
Next expiry Aug 21, 2026
Expected Move
±$6.75
2.8% from close
Price Gap
+5.53
Distance to max pain
IV Rank
27
Middle-high premium
P/C OI
0.66
Slightly call-heavy
Consensus
No reports available
Published snapshot: Aug 18, 2026 close
End-of-day snapshot

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

Published Snapshot
Aug 18, 2026 close
FERG 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
125.00124.20117.90121.200.0001251.6%0.9990.0001-0.0490.0010.010
130.00134.90112.60116.200.0051382.7%0.9770.0006-0.7860.0120.010
140.00109.20103.00105.700.0001320.3%0.9810.0007-0.5740.0100.011
210.0050.8232.6036.200.0011123.6%0.9220.0053-0.6910.0320.016
220.0032.7823.3025.600.0042283.7%0.9240.0077-0.4660.0320.016
230.0016.9013.4015.800.0015360.3%0.8750.0154-0.4830.0460.016
240.009.084.306.600.00538339.3%0.7080.0395-0.5180.0760.014
250.000.700.051.10-1.005536430.2%0.2140.0436-0.3310.0650.004
260.000.150.000.850.002812151.4%0.0980.0152-0.3310.0380.002
270.000.050.000.05-0.1521,03842.4%0.0050.0016-0.0240.0030.000
280.000.050.001.150.006525082.9%0.0390.0046-0.2590.0190.001
290.000.050.000.200.0011,06374.0%0.0060.0011-0.0470.0040.000
300.000.050.000.050.002127173.4%0.0010.0002-0.0110.0010.000
310.000.160.000.600.00124114.8%0.0130.0013-0.1430.0070.000
320.000.100.000.650.00117128.9%0.0120.0011-0.1540.0070.000
330.002.700.002.500.0002179.6%0.0390.0021-0.5640.0190.001
340.002.450.002.300.0013189.8%0.0340.0018-0.5270.0170.001
350.000.040.000.000.0020050.0%0.0000.00000.0000.0000.000
360.000.950.002.250.0002213.8%0.0290.0014-0.5210.0150.001

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
130.000.10-2.150.0001401.6%-0.0280.0007-0.9400.014-0.001
135.000.10-2.150.0001381.2%-0.0290.0008-0.9370.015-0.001
140.000.10-2.150.0001361.4%-0.0310.0009-0.9320.015-0.001
145.000.10-2.150.0001342.3%-0.0330.0010-0.9280.016-0.001
150.000.200.000.050.001416166.4%-0.0000.0000-0.0100.000-0.000
155.002.400.002.800.0001277.3%-0.0260.0010-0.6220.013-0.001
160.000.10-2.150.0001288.3%-0.0400.0013-0.9120.019-0.001
165.000.100.002.150.0013231.8%-0.0240.0011-0.4830.013-0.001
170.000.050.002.150.00510217.1%-0.0260.0012-0.4810.013-0.001
175.000.150.002.150.0052202.6%-0.0280.0014-0.4780.014-0.001
180.000.840.002.150.0017188.5%-0.0300.0016-0.4750.015-0.001
185.000.760.002.150.001229174.7%-0.0330.0019-0.4720.016-0.001
190.000.250.002.150.0014103161.1%-0.0360.0022-0.4670.017-0.001
195.000.050.002.150.0051,036147.7%-0.0390.0026-0.4620.019-0.001
200.000.200.002.150.00467134.5%-0.0440.0031-0.4570.020-0.001
210.002.100.002.151.70591108.4%-0.0550.0046-0.4430.025-0.001
220.000.050.001.40-0.05113473.6%-0.0530.0066-0.2910.024-0.001
230.000.400.051.500.02626750.6%-0.0870.0141-0.2920.035-0.002
240.001.201.051.55-0.2131948332.8%-0.2590.0445-0.3840.072-0.005
250.005.505.808.500.0036351.1%-0.6740.0318-0.6600.080-0.014
260.0013.5015.2018.000.001016855.2%-0.8850.0159-0.3700.043-0.019
270.0017.9025.3028.200.0020479.6%-0.9090.0093-0.4510.036-0.020
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.