This page reflects FRHC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
FRHC 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
160.00
16.00
12.70
16.20
0.00
3
73
63.4%
0.789
0.0151
-0.265
0.087
0.036
165.00
6.00
8.80
11.60
0.00
40
177
53.1%
0.727
0.0208
-0.255
0.100
0.035
170.00
8.00
5.50
8.00
5.05
10
152
49.1%
0.616
0.0258
-0.268
0.115
0.030
175.00
5.50
2.50
5.80
3.55
1
165
51.8%
0.485
0.0255
-0.292
0.120
0.024
180.00
1.85
0.50
4.10
0.00
2
176
53.8%
0.369
0.0233
-0.285
0.114
0.018
185.00
1.75
0.45
1.60
-0.25
1
47
42.9%
0.210
0.0223
-0.173
0.087
0.011
190.00
0.30
0.00
2.35
0.00
4
162
61.3%
0.215
0.0158
-0.250
0.088
0.011
195.00
2.10
0.00
2.25
0.00
1
2
55.5%
0.125
0.0123
-0.159
0.062
0.006
200.00
0.35
0.00
2.15
0.00
2
2
62.8%
0.108
0.0098
-0.161
0.056
0.005
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
100.00
0.20
0.00
2.35
0.00
100
510
194.8%
-0.036
0.0013
-0.209
0.024
-0.002
105.00
1.20
0.00
0.00
0.00
0
0
50.0%
0.000
0.0000
0.000
0.000
0.000
110.00
0.90
0.00
2.35
0.00
10
10
166.1%
-0.042
0.0018
-0.203
0.027
-0.002
115.00
2.00
0.00
2.30
0.00
0
0
151.9%
-0.045
0.0021
-0.196
0.028
-0.003
120.00
2.20
0.00
0.00
0.00
0
0
50.0%
-0.000
0.0000
-0.000
0.000
0.000
125.00
1.05
0.00
2.35
0.00
1
2
127.0%
-0.054
0.0029
-0.191
0.033
-0.003
130.00
1.55
0.00
2.15
0.00
5
12
112.3%
-0.057
0.0034
-0.174
0.034
-0.003
135.00
1.85
0.00
2.15
0.00
1
3
100.5%
-0.063
0.0041
-0.168
0.037
-0.004
140.00
2.51
0.00
2.95
0.00
1
26
97.0%
-0.086
0.0054
-0.207
0.047
-0.005
145.00
0.78
0.00
3.10
0.00
4
9
86.3%
-0.100
0.0068
-0.205
0.053
-0.006
150.00
3.40
0.00
3.10
0.00
56
90
74.3%
-0.115
0.0087
-0.195
0.058
-0.006
155.00
2.40
0.00
2.20
0.00
4
91
55.7%
-0.110
0.0112
-0.141
0.057
-0.006
160.00
2.10
0.00
2.15
0.00
68
146
57.2%
-0.190
0.0158
-0.209
0.082
-0.011
165.00
4.50
0.50
3.70
0.00
12
147
58.5%
-0.289
0.0194
-0.267
0.103
-0.016
170.00
4.50
2.50
4.80
0.00
50
121
51.5%
-0.387
0.0247
-0.261
0.115
-0.022
175.00
6.00
4.90
7.60
-4.49
40
13
54.1%
-0.513
0.0245
-0.284
0.120
-0.029
180.00
10.28
8.20
10.80
0.00
0
2
55.4%
-0.626
0.0227
-0.273
0.114
-0.036
190.00
23.10
16.00
19.10
0.00
2
1
63.8%
-0.774
0.0156
-0.245
0.090
-0.046
195.00
34.80
20.40
24.30
0.00
1
2
51.1%
-0.896
0.0117
-0.105
0.054
-0.053
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.