This page reflects GMED options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
GMED 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
72.50
7.68
4.80
8.30
0.00
2
2
0.0%
1.000
0.0000
-0.009
0.000
0.006
75.00
7.70
10.40
12.70
0.00
2
16
78.1%
0.980
0.0081
-0.059
0.004
0.006
77.50
6.20
7.80
10.50
0.00
100
102
72.6%
0.955
0.0166
-0.098
0.007
0.006
80.00
7.05
6.30
7.40
1.45
8
456
67.7%
0.903
0.0324
-0.160
0.013
0.006
82.50
4.40
3.60
4.30
1.40
1
494
46.0%
0.875
0.0573
-0.132
0.016
0.006
85.00
2.44
1.85
2.45
0.99
7
3,139
45.5%
0.669
0.1017
-0.222
0.028
0.005
87.50
0.75
0.50
1.35
0.01
1
67
50.4%
0.407
0.0982
-0.260
0.030
0.003
90.00
0.40
0.00
0.40
0.00
26
118
43.0%
0.157
0.0713
-0.136
0.019
0.001
95.00
0.48
0.00
0.75
0.00
2
665
73.8%
0.085
0.0269
-0.151
0.012
0.001
100.00
0.40
0.00
2.35
0.00
0
2
141.2%
0.142
0.0203
-0.416
0.018
0.001
110.00
0.05
0.00
1.65
0.00
0
1
177.3%
0.078
0.0105
-0.340
0.011
0.001
115.00
0.36
0.00
1.15
0.00
2
3
183.4%
0.051
0.0073
-0.253
0.008
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
50.00
0.50
0.00
0.95
0.00
0
2
321.1%
-0.021
0.0020
-0.214
0.004
-0.000
55.00
0.25
0.00
0.75
0.00
0
1
260.2%
-0.021
0.0025
-0.170
0.004
-0.000
65.00
1.00
0.00
0.75
0.00
2
4
177.3%
-0.032
0.0051
-0.165
0.006
-0.000
67.50
0.30
0.00
0.75
0.00
24
417
158.2%
-0.036
0.0064
-0.163
0.006
-0.000
70.00
0.14
0.00
0.75
0.00
1
32
139.4%
-0.041
0.0081
-0.161
0.007
-0.000
72.50
0.21
0.00
0.95
0.00
2
673
128.3%
-0.058
0.0115
-0.193
0.009
-0.000
75.00
0.05
0.00
0.95
0.00
2
32
109.4%
-0.069
0.0155
-0.189
0.010
-0.001
77.50
0.19
0.00
0.75
0.00
2
31
84.3%
-0.071
0.0205
-0.148
0.011
-0.001
80.00
1.50
0.00
2.15
0.00
205
173
96.7%
-0.176
0.0341
-0.325
0.020
-0.001
82.50
0.40
0.00
0.45
0.00
1
24
50.0%
-0.145
0.0581
-0.147
0.018
-0.001
85.00
1.20
0.25
0.65
0.00
1
13
34.6%
-0.287
0.1256
-0.151
0.027
-0.002
87.50
2.93
1.15
2.05
0.00
0
16
40.2%
-0.620
0.1209
-0.193
0.030
-0.005
90.00
7.80
2.55
4.60
0.00
1
64
65.5%
-0.740
0.0632
-0.270
0.025
-0.006
95.00
11.40
7.20
9.70
0.00
3
2
107.4%
-0.820
0.0311
-0.358
0.021
-0.007
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.