This page reflects FLNG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
FLNG Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
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
7.95
6.80
8.70
0.00
0
5
109.7%
0.850
0.0230
-0.043
0.021
0.015
28.00
4.20
3.60
5.70
0.00
10
17
78.1%
0.798
0.0391
-0.037
0.026
0.016
29.00
2.98
3.10
4.20
0.00
5
12
49.2%
0.833
0.0551
-0.022
0.023
0.018
30.00
2.40
2.45
3.20
0.15
31
278
40.2%
0.804
0.0746
-0.020
0.026
0.018
31.00
1.77
1.65
2.25
0.00
1
441
32.7%
0.749
0.1056
-0.019
0.029
0.018
32.00
1.25
1.10
1.25
0.00
41
586
22.6%
0.670
0.1740
-0.015
0.033
0.016
33.00
0.78
0.60
0.80
-0.01
215
1,042
24.7%
0.486
0.1749
-0.017
0.037
0.012
34.00
0.45
0.20
0.50
0.03
176
426
26.5%
0.335
0.1491
-0.017
0.034
0.008
35.00
0.34
0.10
0.35
0.06
88
313
29.6%
0.235
0.1127
-0.015
0.028
0.006
36.00
0.20
0.05
0.30
0.03
6
50
34.4%
0.184
0.0840
-0.015
0.025
0.005
37.00
0.25
0.00
0.35
0.00
1
7
42.6%
0.175
0.0657
-0.018
0.024
0.004
39.00
0.09
0.00
0.10
-0.01
1
2
39.1%
0.066
0.0356
-0.008
0.012
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
23.00
0.11
0.00
0.55
0.00
0
1
89.8%
-0.063
0.0149
-0.017
0.011
-0.002
24.00
0.05
0.00
0.50
0.00
1
0
79.2%
-0.065
0.0173
-0.016
0.012
-0.002
25.00
0.15
0.00
0.05
0.00
2
5
50.4%
-0.023
0.0118
-0.004
0.005
-0.001
26.00
0.24
0.05
0.25
0.00
1
7
55.3%
-0.057
0.0226
-0.010
0.011
-0.002
27.00
0.31
0.00
0.50
0.00
1
53
54.9%
-0.090
0.0320
-0.014
0.015
-0.003
28.00
0.32
0.05
0.25
0.00
32
886
47.1%
-0.102
0.0411
-0.013
0.016
-0.003
29.00
0.30
0.20
0.35
0.00
31
71
44.0%
-0.144
0.0557
-0.015
0.021
-0.004
30.00
0.40
0.35
0.45
-0.10
154
185
39.5%
-0.193
0.0751
-0.016
0.025
-0.005
31.00
0.70
0.50
0.75
-0.15
97
81
39.9%
-0.285
0.0921
-0.020
0.031
-0.008
32.00
1.00
0.90
1.15
-0.30
127
83
40.2%
-0.387
0.1033
-0.023
0.035
-0.011
33.00
2.10
1.40
1.95
0.00
2
74
48.2%
-0.487
0.0896
-0.029
0.037
-0.014
34.00
2.57
2.15
2.85
0.00
1
2
56.5%
-0.555
0.0758
-0.033
0.036
-0.017
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.