This page reflects GIL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
GIL 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
20.00
15.30
19.30
0.00
4
0
70.5%
0.972
0.0056
-0.017
0.010
0.030
42.50
18.20
21.60
25.30
0.00
0
6
271.9%
0.781
0.0068
-0.226
0.048
0.017
55.00
2.98
2.80
4.10
0.00
2
4
45.2%
0.652
0.0507
-0.050
0.060
0.026
57.50
0.95
1.55
2.50
0.00
6
13
40.8%
0.514
0.0607
-0.048
0.064
0.021
60.00
0.50
0.05
1.40
0.00
2
354
38.5%
0.359
0.0602
-0.042
0.060
0.015
62.50
0.40
0.00
0.80
-0.02
1
139
39.0%
0.233
0.0487
-0.035
0.049
0.010
65.00
1.22
0.00
0.70
0.00
2
27
46.0%
0.184
0.0359
-0.035
0.043
0.008
67.50
0.13
0.00
1.55
0.00
4
41
56.1%
0.170
0.0281
-0.041
0.041
0.007
70.00
1.17
0.00
1.55
0.00
1
12
63.7%
0.154
0.0231
-0.043
0.038
0.006
72.50
0.30
0.00
1.15
0.00
1
44
65.1%
0.118
0.0188
-0.036
0.032
0.005
75.00
0.10
0.00
0.95
0.00
6
119
68.1%
0.096
0.0156
-0.033
0.028
0.004
77.50
0.05
0.00
0.00
0.00
1
0
25.0%
0.000
0.0000
-0.000
0.000
0.000
80.00
0.15
0.00
0.00
0.00
6
0
25.0%
0.000
0.0000
0.000
0.000
0.000
85.00
0.31
0.00
0.00
0.00
0
0
25.0%
0.000
0.0000
0.000
0.000
0.000
90.00
0.05
0.00
0.00
0.00
1
0
25.0%
0.000
0.0000
0.000
0.000
0.000
95.00
0.05
0.00
0.00
0.00
0
0
50.0%
0.000
0.0001
-0.000
0.000
0.000
100.00
0.15
0.00
0.00
0.00
0
0
50.0%
0.000
0.0000
-0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.30
0.00
2.65
0.00
1
1
192.1%
-0.071
0.0044
-0.072
0.022
-0.004
32.50
0.35
0.00
2.75
0.00
1
1
174.7%
-0.081
0.0053
-0.072
0.024
-0.005
45.00
0.19
0.00
1.95
0.00
1
2
82.5%
-0.123
0.0153
-0.046
0.033
-0.006
47.50
0.40
0.00
0.80
0.00
2
3
52.0%
-0.087
0.0189
-0.022
0.026
-0.004
50.00
0.65
0.15
0.90
0.22
3
14
54.3%
-0.165
0.0284
-0.036
0.040
-0.008
52.50
0.82
0.55
0.80
0.00
2
9
39.2%
-0.197
0.0439
-0.029
0.045
-0.010
55.00
1.40
0.80
1.65
0.00
3
51
40.3%
-0.336
0.0561
-0.038
0.059
-0.016
57.50
2.60
1.90
2.80
0.00
3
33
40.0%
-0.487
0.0619
-0.041
0.064
-0.024
60.00
2.00
2.90
4.40
0.00
1
3
41.0%
-0.631
0.0572
-0.038
0.061
-0.032
65.00
4.79
7.40
9.90
0.00
1
13
72.3%
-0.696
0.0300
-0.064
0.056
-0.039
67.50
10.49
9.80
12.00
0.00
6
5
50.3%
-0.860
0.0275
-0.024
0.036
-0.048
70.00
15.48
0.00
0.00
0.00
2
0
0.0%
-1.000
0.0000
0.008
0.000
-0.055
72.50
7.25
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.009
0.000
-0.057
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.