thetaOwl

FLUT

Flutter Entertainment plcClose $106.03EOD only
Max Pain
$100.00
Next expiry Jul 17, 2026
Expected Move
±$7.65
7.2% from close
Price Gap
-6.03
Distance to max pain
IV Rank
1
Low premium
P/C OI
1.66
Slightly put-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

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

Published Snapshot
Jul 2, 2026 close
FLUT 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
55.0053.2449.3053.200.0014162.9%0.9870.0010-0.0470.0070.020
60.0046.4044.3048.100.0042137.9%0.9880.0011-0.0390.0070.022
65.0039.9139.7043.300.0021144.2%0.9700.0023-0.0800.0140.024
80.0028.4025.1027.607.9010484.0%0.9640.0045-0.0580.0160.029
85.0018.9620.2022.800.001175.0%0.9440.0072-0.0720.0230.030
90.0015.5015.4017.700.00113261.0%0.9260.0111-0.0730.0290.031
95.0011.2510.8013.10-0.75130254.2%0.8650.0193-0.0970.0450.031
100.008.386.909.100.00813652.1%0.7390.0300-0.1340.0670.027
105.006.303.505.101.30259453.5%0.5640.0354-0.1630.0820.021
110.002.701.502.85-0.30141,14652.3%0.3850.0352-0.1530.0790.015
115.001.501.001.550.00216853.1%0.2380.0280-0.1250.0640.009
120.000.700.550.85-0.05639252.0%0.1250.0191-0.0810.0430.005
125.000.400.300.600.106432456.6%0.0790.0125-0.0630.0310.003
130.000.200.000.500.0311,17358.8%0.0450.0077-0.0420.0200.002
135.000.060.000.40-0.04227564.6%0.0340.0056-0.0360.0150.001
140.000.080.000.350.0044970.8%0.0270.0043-0.0330.0130.001
145.000.700.003.000.0025122.1%0.1190.0078-0.1810.0410.004
150.000.100.002.150.0016120.5%0.0890.0065-0.1450.0340.003

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
55.000.100.000.050.0001123.4%-0.0020.0003-0.0060.001-0.000
70.000.100.000.750.0013120.0%-0.0290.0027-0.0590.014-0.001
75.001.140.000.750.000280103.0%-0.0340.0035-0.0570.016-0.002
80.000.400.050.750.00164388.0%-0.0420.0049-0.0580.019-0.002
85.000.150.000.15-0.2596153.1%-0.0140.0033-0.0140.007-0.001
90.000.340.100.35-0.28152,14650.2%-0.0420.0085-0.0330.018-0.002
95.001.050.350.900.201034453.8%-0.1330.0193-0.0840.045-0.006
100.001.651.501.90-0.45737651.1%-0.2570.0304-0.1190.067-0.011
105.004.553.003.700.65724949.2%-0.4340.0385-0.1380.082-0.019
110.006.305.806.900.007915053.2%-0.6120.0346-0.1430.080-0.027
115.0011.809.1011.400.00111665.6%-0.7110.0251-0.1560.071-0.033
120.0016.2013.3015.700.0011270.7%-0.7920.0195-0.1380.060-0.038
125.0016.4517.9020.400.003078.6%-0.8370.0151-0.1310.051-0.042
140.0029.9032.6035.200.0010106.6%-0.8880.0086-0.1350.039-0.049
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.