This page reflects FLNG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
FLNG Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
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
29.00
2.66
1.90
2.85
0.00
1
1
59.9%
0.797
0.0864
-0.044
0.015
0.007
30.00
1.50
1.15
1.85
0.00
30
45
44.5%
0.742
0.1330
-0.038
0.018
0.006
31.00
0.79
0.75
1.00
0.00
450
617
34.5%
0.607
0.2046
-0.035
0.021
0.005
32.00
0.40
0.30
0.40
0.06
221
416
28.5%
0.373
0.2434
-0.028
0.021
0.003
33.00
0.17
0.05
0.35
0.00
57
1,763
40.3%
0.257
0.1467
-0.033
0.018
0.002
34.00
0.05
0.00
0.10
-0.02
2
764
34.6%
0.102
0.0946
-0.016
0.010
0.001
35.00
0.05
0.00
0.10
0.00
5
259
43.4%
0.083
0.0649
-0.017
0.008
0.001
36.00
0.07
0.00
0.20
0.00
4
12
51.4%
0.071
0.0483
-0.017
0.007
0.001
37.00
0.10
0.00
0.40
0.00
2
5
69.9%
0.101
0.0462
-0.031
0.010
0.001
40.00
0.05
0.00
0.40
0.00
0
2
92.6%
0.078
0.0290
-0.034
0.008
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
25.00
0.03
0.00
0.40
0.00
0
1
94.1%
-0.069
0.0258
-0.031
0.007
-0.001
27.00
0.10
0.00
0.20
0.00
2
5
57.6%
-0.058
0.0367
-0.016
0.006
-0.001
28.00
0.12
0.00
0.40
0.00
2
9
56.5%
-0.109
0.0605
-0.026
0.010
-0.001
29.00
0.15
0.00
0.30
0.00
55
60
51.0%
-0.168
0.0904
-0.031
0.014
-0.002
30.00
0.20
0.05
0.30
0.00
40
224
36.9%
-0.221
0.1475
-0.026
0.016
-0.002
31.00
0.54
0.30
0.50
0.07
21
416
30.4%
-0.382
0.2303
-0.027
0.021
-0.004
32.00
1.04
0.70
1.20
0.00
50
640
38.1%
-0.590
0.1871
-0.034
0.021
-0.006
33.00
1.83
1.45
2.10
0.00
10
38
48.6%
-0.701
0.1309
-0.039
0.019
-0.007
34.00
2.87
2.30
3.30
0.00
5
5
72.0%
-0.713
0.0868
-0.058
0.019
-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.