thetaOwl

FTAI

FTAI Aviation Ltd.Close $167.03EOD only
Max Pain
$177.50
Next expiry Oct 9, 2026
Expected Move
±$9.85
5.9% from close
Price Gap
+10.47
Distance to max pain
IV Rank
18
Low premium
P/C OI
0.62
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Oct 2, 2026 close
End-of-day snapshot

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

Published Snapshot
Oct 2, 2026 close
FTAI 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 7)

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
150.0017.8013.7022.20-13.352563.2%0.9000.0120-0.1990.0410.025
160.0011.806.8011.900.00101152.6%0.7380.0267-0.2960.0750.022
165.005.303.508.70-3.7050251.2%0.5870.0329-0.3400.0900.018
167.504.474.205.00-8.23391053.0%0.5040.0326-0.3580.0920.015
172.502.601.555.50-1.3011058.4%0.3640.0278-0.3690.0870.011
175.001.650.003.20-1.0042663.5%0.3170.0242-0.3800.0820.010
177.501.551.201.65-0.203315152.4%0.2150.0241-0.2570.0680.007
180.001.380.701.35-1.1231354.7%0.1740.0203-0.2350.0590.005
182.502.100.055.100.00156378.1%0.2250.0166-0.3910.0690.007
185.000.650.450.70-0.751131751.9%0.0840.0129-0.1340.0360.003
187.504.150.001.050.0001055.5%0.0730.0108-0.1280.0320.002
190.000.380.000.70-0.2261,13755.0%0.0500.0081-0.0950.0240.002
192.500.320.000.50-0.2414955.4%0.0360.0062-0.0730.0180.001
195.003.080.002.150.0012012082.5%0.0980.0091-0.2380.0400.003
200.000.100.001.25-0.281880.6%0.0610.0064-0.1610.0280.002
205.002.500.002.100.0012100.2%0.0810.0065-0.2490.0350.002
210.003.200.001.900.0011106.2%0.0700.0054-0.2360.0310.002
212.502.100.001.900.0002110.2%0.0670.0051-0.2390.0300.002
215.002.400.001.900.00115114.2%0.0650.0048-0.2410.0290.002
220.000.050.001.05-0.15315107.8%0.0390.0034-0.1500.0190.001
225.003.340.002.100.0001132.1%0.0630.0040-0.2700.0290.002
245.000.050.000.100.0037101.2%0.0040.0005-0.0200.0030.000
250.000.200.000.200.00511114.5%0.0070.0007-0.0370.0040.000
260.000.050.000.050.001010107.0%0.0020.0002-0.0100.0010.000
290.001.100.004.900.0002251.0%0.0790.0025-0.6130.0340.002

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
155.000.850.002.50-0.707254.6%-0.1500.0184-0.2070.054-0.005
160.003.110.802.20-0.4911051.2%-0.2570.0272-0.2670.075-0.009
165.003.502.803.90-1.00256649.5%-0.4110.0340-0.3090.090-0.014
167.504.922.008.50-1.7641550.7%-0.4970.0340-0.3240.092-0.017
170.006.093.206.50-2.4553449.0%-0.5850.0344-0.3030.090-0.020
172.507.684.9010.301.68551272.2%-0.6040.0231-0.4470.089-0.021
175.009.108.7011.20-0.401062863.9%-0.6820.0241-0.3620.082-0.024
177.508.458.1015.500.00111192.0%-0.6580.0173-0.5430.085-0.024
180.0013.859.6017.602.20203095.5%-0.6890.0160-0.5420.082-0.025
185.0018.6115.3021.302.28101694.5%-0.7610.0142-0.4670.072-0.028
187.5020.8316.2024.70-0.17511112.3%-0.7450.0123-0.5780.074-0.028
190.0021.8018.9027.100.0014117.6%-0.7590.0114-0.5870.072-0.029
195.0010.0023.5031.400.0012120.7%-0.7990.0101-0.5400.065-0.031
200.0015.2528.4036.900.0018138.9%-0.7980.0088-0.6250.065-0.033
230.0044.2058.4066.900.0000197.2%-0.8490.0051-0.7390.054-0.040
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.