This page reflects GFS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
GFS Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
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
40.00
31.30
28.90
32.90
0.00
1
1
97.3%
0.987
0.0017
-0.016
0.007
0.031
45.00
29.06
24.00
27.40
0.00
1
17
144.7%
0.907
0.0058
-0.087
0.033
0.029
50.00
20.05
19.10
21.80
0.00
10
58
102.5%
0.913
0.0077
-0.061
0.032
0.034
55.00
12.30
14.70
17.00
0.00
5
306
85.8%
0.881
0.0116
-0.064
0.040
0.036
60.00
9.20
10.70
12.70
0.00
1
896
58.0%
0.867
0.0185
-0.049
0.043
0.039
65.00
7.30
7.70
8.90
1.50
45
722
62.8%
0.722
0.0268
-0.077
0.067
0.034
70.00
5.60
5.50
6.00
2.17
204
655
66.5%
0.568
0.0296
-0.094
0.078
0.027
75.00
3.55
3.50
3.80
1.50
3,164
1,380
66.1%
0.421
0.0297
-0.092
0.078
0.021
80.00
2.30
2.20
2.45
1.11
368
821
67.5%
0.298
0.0257
-0.083
0.069
0.015
85.00
1.38
1.30
1.55
0.63
42
405
68.3%
0.201
0.0206
-0.068
0.056
0.010
90.00
0.88
0.90
1.20
0.46
6
2,855
73.2%
0.148
0.0158
-0.059
0.046
0.008
95.00
0.60
0.50
0.90
0.35
3
613
75.2%
0.103
0.0119
-0.047
0.036
0.005
100.00
0.35
0.30
0.45
0.17
265
1,872
73.5%
0.061
0.0082
-0.031
0.024
0.003
105.00
0.20
0.10
0.65
0.00
3
54
81.3%
0.056
0.0069
-0.032
0.022
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.20
0.00
0.20
0.05
1
2
139.1%
-0.008
0.0008
-0.011
0.005
-0.001
40.00
0.30
0.00
0.20
0.00
1
115
95.9%
-0.012
0.0016
-0.010
0.006
-0.001
45.00
0.11
0.00
0.95
0.00
5
116
104.4%
-0.045
0.0045
-0.033
0.019
-0.003
50.00
0.30
0.15
0.45
0.00
1
425
75.9%
-0.040
0.0057
-0.022
0.017
-0.002
55.00
0.68
0.50
0.90
-0.02
14
1,676
72.4%
-0.088
0.0110
-0.039
0.032
-0.005
60.00
1.75
1.20
1.55
0.05
1,335
1,658
67.6%
-0.163
0.0183
-0.056
0.049
-0.010
65.00
3.00
2.50
2.75
-0.80
80
2,865
64.5%
-0.281
0.0262
-0.072
0.067
-0.018
70.00
5.00
4.50
5.00
-1.60
90
1,114
63.9%
-0.432
0.0308
-0.082
0.078
-0.028
75.00
9.03
7.60
7.90
-0.32
1
4,155
64.7%
-0.582
0.0302
-0.081
0.078
-0.039
80.00
11.40
11.20
11.80
0.01
30
46
67.0%
-0.704
0.0259
-0.073
0.069
-0.048
85.00
16.50
15.20
17.10
2.30
1
9
76.9%
-0.764
0.0201
-0.073
0.061
-0.056
100.00
32.54
29.20
31.00
0.00
3
2
89.6%
-0.890
0.0105
-0.047
0.037
-0.074
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.