This page reflects GKOS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
GKOS 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
80.00
57.75
62.00
65.80
0.00
2
3
86.3%
0.995
0.0004
-0.019
0.006
0.063
120.00
23.50
25.00
27.40
0.00
1
1
67.5%
0.857
0.0083
-0.118
0.092
0.077
130.00
16.12
16.30
18.90
0.00
2
4
58.0%
0.764
0.0131
-0.136
0.125
0.073
135.00
7.90
12.70
14.70
0.00
1
7
53.9%
0.697
0.0160
-0.142
0.142
0.069
145.00
7.00
6.80
8.80
0.00
10
7
50.8%
0.515
0.0194
-0.149
0.162
0.053
150.00
6.20
4.40
6.40
0.00
5
8
54.6%
0.431
0.0178
-0.156
0.159
0.044
155.00
4.20
3.00
4.80
0.00
0
10
54.8%
0.350
0.0167
-0.147
0.150
0.036
160.00
2.35
1.10
4.00
0.00
1
2
58.2%
0.292
0.0146
-0.144
0.139
0.030
165.00
1.89
1.20
2.45
0.00
1
4
54.0%
0.211
0.0132
-0.112
0.117
0.022
170.00
0.95
0.85
2.15
-0.05
1
5
51.7%
0.146
0.0110
-0.085
0.093
0.016
175.00
0.70
0.55
2.15
0.00
1
6
55.9%
0.126
0.0091
-0.083
0.084
0.013
180.00
0.47
0.15
1.50
-0.13
3
7
54.1%
0.085
0.0071
-0.060
0.063
0.009
185.00
0.40
0.00
2.60
0.00
1
5
65.8%
0.106
0.0069
-0.086
0.074
0.011
190.00
0.95
0.00
2.50
0.00
1
3
70.1%
0.098
0.0061
-0.086
0.070
0.010
195.00
0.95
0.00
1.35
0.00
1
1
65.1%
0.061
0.0046
-0.056
0.049
0.006
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
85.00
1.05
0.00
0.95
0.00
0
1
102.6%
-0.024
0.0014
-0.040
0.023
-0.003
90.00
1.45
0.00
1.00
0.00
0
1
93.8%
-0.028
0.0017
-0.041
0.026
-0.003
100.00
0.65
0.00
2.50
0.00
1
4
92.7%
-0.063
0.0033
-0.079
0.050
-0.008
105.00
0.40
0.10
2.70
0.00
1
8
85.3%
-0.075
0.0041
-0.083
0.057
-0.010
110.00
1.45
0.30
2.95
0.00
1
6
78.7%
-0.091
0.0051
-0.088
0.066
-0.012
115.00
1.15
0.30
2.90
-1.72
1
5
68.5%
-0.102
0.0064
-0.083
0.072
-0.013
120.00
1.22
0.85
2.45
0.00
1
4
59.4%
-0.118
0.0082
-0.080
0.080
-0.015
125.00
2.50
1.20
2.85
0.00
1
3
53.7%
-0.153
0.0108
-0.086
0.096
-0.019
135.00
5.35
3.10
4.80
0.00
0
1
53.3%
-0.302
0.0161
-0.124
0.141
-0.038
140.00
5.70
4.80
6.40
-1.30
1
4
50.4%
-0.388
0.0188
-0.128
0.155
-0.049
145.00
13.12
6.90
8.40
0.00
1
1
47.2%
-0.488
0.0208
-0.122
0.162
-0.062
170.00
33.93
25.30
27.60
0.00
1
0
50.9%
-0.858
0.0109
-0.062
0.091
-0.119
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.