This page reflects FRPT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 5, 2026 close
FRPT Options Chain
Data as of market close Oct 5, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 11)
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
50.00
9.80
9.40
12.80
0.00
4
19
133.0%
0.843
0.0170
-0.159
0.026
0.012
55.00
4.50
4.60
7.00
0.00
2
47
65.5%
0.848
0.0338
-0.080
0.025
0.014
57.50
2.40
3.20
5.90
0.00
0
2
85.5%
0.697
0.0383
-0.149
0.037
0.011
60.00
1.30
1.50
4.30
0.00
55
75
82.0%
0.593
0.0444
-0.158
0.041
0.010
62.50
0.60
0.00
3.40
0.00
3
4
88.5%
0.485
0.0423
-0.174
0.042
0.008
65.00
0.70
0.00
1.80
0.00
2
51
72.7%
0.349
0.0478
-0.132
0.039
0.006
67.50
1.52
0.00
1.35
0.00
11
13
58.3%
0.188
0.0435
-0.077
0.029
0.003
70.00
0.50
0.00
2.30
0.00
1
167
86.7%
0.213
0.0315
-0.124
0.031
0.004
72.50
0.05
0.00
2.25
0.00
1
12
98.8%
0.189
0.0257
-0.131
0.029
0.003
75.00
0.71
0.00
2.15
0.00
1
5
109.0%
0.168
0.0216
-0.134
0.027
0.003
77.50
0.89
0.00
0.65
0.00
0
1
86.7%
0.071
0.0147
-0.057
0.014
0.001
80.00
0.05
0.00
0.65
0.00
1
15
95.3%
0.065
0.0125
-0.059
0.013
0.001
82.50
0.63
0.00
2.15
0.00
0
1
140.0%
0.137
0.0147
-0.150
0.023
0.002
85.00
1.40
0.00
2.15
0.00
0
1
149.2%
0.130
0.0133
-0.154
0.023
0.002
90.00
0.30
0.00
2.15
0.00
0
120
166.3%
0.119
0.0112
-0.161
0.021
0.002
100.00
0.45
0.00
2.15
0.00
1
1
196.5%
0.104
0.0086
-0.172
0.019
0.002
105.00
0.30
0.00
1.75
0.00
67
64
199.9%
0.085
0.0073
-0.151
0.017
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
50.00
0.36
0.00
2.25
0.00
1
1
120.1%
-0.138
0.0172
-0.127
0.023
-0.003
52.50
0.85
0.00
1.20
0.00
0
126
80.2%
-0.116
0.0229
-0.075
0.021
-0.002
55.00
0.40
0.10
0.45
0.00
3
1,171
57.0%
-0.122
0.0334
-0.055
0.022
-0.002
57.50
0.50
0.00
2.00
0.00
10
5
57.1%
-0.238
0.0509
-0.084
0.033
-0.005
60.00
1.60
0.65
3.40
0.00
5
105
60.1%
-0.392
0.0600
-0.109
0.041
-0.008
65.00
6.24
2.95
5.70
0.00
2
2
78.2%
-0.637
0.0451
-0.137
0.040
-0.013
67.50
2.90
5.20
8.60
0.00
70
452
60.1%
-0.803
0.0433
-0.074
0.029
-0.017
70.00
8.98
7.70
11.00
-0.62
1
2
71.5%
-0.840
0.0320
-0.077
0.026
-0.018
72.50
10.20
9.90
13.40
0.00
3
41
75.1%
-0.887
0.0240
-0.062
0.020
-0.020
75.00
10.40
12.40
15.10
0.00
5
7
58.6%
-0.972
0.0102
-0.009
0.007
-0.022
77.50
12.20
14.10
18.30
0.00
5
29
57.4%
-0.989
0.0048
0.001
0.003
-0.023
95.00
32.60
32.00
35.80
0.00
0
0
130.9%
-0.965
0.0056
-0.038
0.008
-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.