This page reflects FITB options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
FITB 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
43.00
13.60
12.90
15.10
0.00
5
0
130.6%
0.894
0.0125
-0.100
0.021
0.014
44.00
12.60
11.90
14.20
0.00
1,065
0
127.1%
0.881
0.0139
-0.105
0.022
0.014
45.00
11.40
10.90
13.20
0.00
40
0
119.3%
0.874
0.0155
-0.103
0.023
0.014
47.00
9.50
9.70
11.10
0.00
15
2
67.3%
0.941
0.0156
-0.037
0.013
0.017
48.00
8.50
8.70
10.10
0.00
270
0
61.5%
0.936
0.0182
-0.036
0.014
0.017
49.00
7.70
7.60
9.20
0.00
405
0
55.9%
0.930
0.0214
-0.035
0.015
0.017
50.00
7.50
6.60
8.20
0.00
10
34
50.2%
0.923
0.0256
-0.034
0.016
0.017
55.00
2.74
2.55
2.95
-0.56
7
3,486
36.4%
0.726
0.0819
-0.053
0.037
0.015
60.00
0.40
0.30
0.45
-0.20
12
887
30.6%
0.226
0.0878
-0.038
0.034
0.005
65.00
0.05
0.00
0.55
0.04
5
0
59.9%
0.153
0.0353
-0.058
0.026
0.003
70.00
0.06
0.00
0.50
0.00
0
1
66.6%
0.070
0.0180
-0.036
0.015
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
40.00
0.10
0.00
0.35
0.00
15
23
102.7%
-0.030
0.0059
-0.028
0.008
-0.001
41.00
0.15
0.00
0.30
0.00
1
26
93.9%
-0.028
0.0062
-0.024
0.007
-0.001
42.00
0.38
0.00
0.30
0.00
1
12
88.1%
-0.030
0.0069
-0.024
0.008
-0.001
43.00
0.10
0.00
0.30
0.00
5
12
82.4%
-0.032
0.0077
-0.023
0.008
-0.001
44.00
0.12
0.00
0.30
0.00
10
19
77.0%
-0.034
0.0088
-0.023
0.008
-0.001
45.00
0.05
0.00
0.15
0.00
4
76
62.9%
-0.022
0.0074
-0.013
0.006
-0.001
46.00
0.17
0.00
0.55
0.00
11
84
75.5%
-0.060
0.0141
-0.036
0.013
-0.001
47.00
0.10
0.00
0.15
0.00
3
194
52.9%
-0.025
0.0099
-0.012
0.007
-0.001
48.00
0.08
0.00
0.20
0.00
1
44
50.8%
-0.034
0.0133
-0.015
0.008
-0.001
49.00
0.15
0.00
0.15
0.00
1
150
50.0%
-0.051
0.0186
-0.020
0.012
-0.001
50.00
0.12
0.10
0.20
0.00
2
298
47.9%
-0.068
0.0245
-0.025
0.015
-0.002
55.00
0.75
0.40
0.85
0.15
1
471
37.9%
-0.281
0.0796
-0.049
0.038
-0.006
70.00
18.28
11.90
13.60
0.00
1
0
89.6%
-0.855
0.0227
-0.074
0.026
-0.024
75.00
22.50
17.00
19.10
0.00
1
0
80.3%
-0.949
0.0116
-0.025
0.012
-0.028
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.