This page reflects GPC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
GPC Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
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
120.00
7.00
5.60
7.80
0.00
0
1
44.0%
0.764
0.0320
-0.145
0.068
0.027
125.00
3.65
2.75
3.70
0.00
2
17
33.4%
0.588
0.0531
-0.138
0.085
0.021
130.00
1.05
0.60
1.30
-0.65
3
802
30.1%
0.304
0.0531
-0.109
0.077
0.011
135.00
0.30
0.15
0.60
-0.20
5
100
34.7%
0.144
0.0298
-0.080
0.050
0.005
140.00
0.11
0.05
0.40
-0.19
2
2,344
41.8%
0.085
0.0170
-0.066
0.034
0.003
145.00
0.19
0.00
0.15
0.00
2
52
42.5%
0.034
0.0081
-0.032
0.017
0.001
150.00
0.15
0.00
0.85
0.00
1
46
62.2%
0.063
0.0091
-0.077
0.027
0.002
155.00
0.29
0.00
0.85
0.00
7
14
71.0%
0.056
0.0072
-0.080
0.025
0.002
160.00
0.90
0.00
0.05
0.00
1
1
52.0%
0.005
0.0013
-0.008
0.003
0.000
165.00
0.05
0.00
0.80
0.00
2
3
86.2%
0.044
0.0049
-0.081
0.020
0.002
180.00
0.05
0.00
0.80
0.00
0
1
107.6%
0.036
0.0034
-0.085
0.017
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
100.00
0.38
0.00
0.00
0.00
11
0
25.0%
0.000
0.0000
0.000
0.000
0.000
110.00
0.40
0.00
1.00
0.00
10
197
56.5%
-0.071
0.0110
-0.076
0.030
-0.003
115.00
0.35
0.00
0.75
0.00
1
4
47.8%
-0.119
0.0190
-0.093
0.044
-0.005
120.00
0.60
0.35
0.85
0.03
2
30
33.6%
-0.179
0.0355
-0.085
0.057
-0.007
125.00
2.60
1.50
2.25
0.00
1
48
31.1%
-0.408
0.0569
-0.114
0.085
-0.016
130.00
5.72
4.00
5.40
0.00
12
229
34.2%
-0.671
0.0482
-0.113
0.079
-0.027
135.00
4.50
8.00
10.70
0.00
8
23
54.9%
-0.740
0.0270
-0.165
0.071
-0.031
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.