This page reflects FVRR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
FVRR Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
2.00
6.80
6.00
7.50
0.00
1
5
1653.1%
0.959
0.0066
-0.193
0.001
0.000
3.00
5.80
5.00
6.50
0.00
2
13
1209.4%
0.938
0.0126
-0.199
0.001
0.000
4.00
4.80
4.20
5.40
0.00
1
1
865.6%
0.920
0.0213
-0.172
0.001
0.000
5.00
3.95
3.20
4.40
0.00
1
25
672.7%
0.894
0.0340
-0.166
0.001
0.000
7.00
1.90
1.45
2.15
0.00
0
2
283.6%
0.853
0.1007
-0.088
0.002
0.000
8.00
1.00
0.55
1.15
0.15
1
2
176.6%
0.766
0.2157
-0.073
0.002
0.000
9.00
0.20
0.10
0.20
0.05
5
111
55.9%
0.399
0.8597
-0.029
0.003
0.000
10.00
0.06
0.05
0.10
0.01
411
2,634
106.3%
0.116
0.2292
-0.028
0.002
0.000
11.00
0.05
0.00
0.20
0.00
3
2,766
171.9%
0.097
0.1238
-0.040
0.001
0.000
12.00
0.03
0.00
0.05
0.01
1
966
160.9%
0.023
0.0420
-0.012
0.000
0.000
13.00
0.04
0.00
0.05
-0.01
10
1,793
193.8%
0.018
0.0290
-0.012
0.000
0.000
14.00
0.05
0.00
0.30
0.00
1
383
321.9%
0.078
0.0565
-0.063
0.001
0.000
15.00
0.02
0.00
0.20
0.00
5
223
323.4%
0.050
0.0397
-0.045
0.001
0.000
16.00
0.05
0.00
0.05
0.00
1
21
275.0%
0.013
0.0147
-0.012
0.000
0.000
17.00
0.05
0.00
0.15
0.00
3
9
356.3%
0.032
0.0251
-0.034
0.001
0.000
18.00
0.05
0.00
0.05
0.00
0
2
318.8%
0.011
0.0110
-0.012
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
2.00
0.10
0.00
0.40
0.00
1
1
1100.0%
-0.023
0.0062
-0.081
0.000
-0.000
3.00
0.10
0.00
0.05
0.00
2
2
525.0%
-0.006
0.0040
-0.012
0.000
-0.000
5.00
0.10
0.00
0.55
0.00
1
1
525.0%
-0.074
0.0334
-0.099
0.001
-0.000
6.00
0.10
0.00
0.15
0.00
0
8
267.2%
-0.041
0.0411
-0.032
0.001
-0.000
7.00
0.13
0.00
0.55
0.00
2
11
281.3%
-0.145
0.1008
-0.086
0.002
-0.000
8.00
0.04
0.00
0.05
-0.01
31
110
71.9%
-0.052
0.1851
-0.010
0.001
-0.000
9.00
0.25
0.20
0.50
-0.10
4
4,023
75.0%
-0.569
0.6514
-0.039
0.003
-0.000
10.00
1.06
0.95
1.25
-0.17
100
349
125.0%
-0.841
0.2411
-0.040
0.002
-0.001
11.00
2.10
2.00
2.30
-0.01
1
64
118.8%
-0.974
0.0634
-0.008
0.000
-0.001
12.00
3.35
2.75
3.60
0.00
1
8
179.7%
-0.962
0.0575
-0.019
0.001
-0.001
13.00
4.30
3.90
4.60
0.00
1
2
268.8%
-0.926
0.0649
-0.049
0.001
-0.001
14.00
5.15
4.80
5.40
0.30
1
0
378.9%
-0.876
0.0671
-0.102
0.002
-0.001
15.00
3.37
5.60
7.00
0.00
0
0
365.6%
-0.922
0.0496
-0.070
0.001
-0.001
18.00
9.10
8.60
9.30
0.00
0
0
450.0%
-0.937
0.0342
-0.073
0.001
-0.001
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.