This page reflects GSHD options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
GSHD 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
25.00
25.02
14.70
18.30
0.00
1
3
98.6%
0.975
0.0051
-0.014
0.007
0.019
30.00
20.17
9.70
13.50
0.00
1
3
75.8%
0.948
0.0120
-0.019
0.012
0.022
40.00
4.96
1.95
5.90
0.00
1
20
68.8%
0.613
0.0477
-0.055
0.045
0.017
45.00
0.85
0.45
1.80
-0.95
3
24
51.5%
0.314
0.0591
-0.038
0.041
0.009
50.00
0.73
0.00
2.65
0.00
5
11
83.6%
0.251
0.0327
-0.055
0.037
0.007
55.00
2.75
0.00
2.00
0.00
1
2
95.5%
0.181
0.0237
-0.051
0.031
0.005
60.00
0.05
0.00
1.35
0.00
3
23
101.1%
0.125
0.0175
-0.042
0.024
0.004
65.00
1.02
0.00
1.95
0.00
5
3
127.5%
0.143
0.0152
-0.058
0.026
0.004
70.00
1.00
0.00
0.95
0.00
59
164
118.6%
0.081
0.0109
-0.036
0.018
0.002
75.00
0.23
0.00
0.45
-0.63
50
327
112.3%
0.044
0.0071
-0.021
0.011
0.001
80.00
0.05
0.00
0.95
0.00
1
3
139.8%
0.071
0.0083
-0.038
0.016
0.002
85.00
0.05
0.00
1.95
0.00
210
99
174.5%
0.113
0.0094
-0.068
0.022
0.003
90.00
0.29
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
100.00
1.50
0.00
3.50
0.00
1
5
231.3%
0.153
0.0088
-0.111
0.028
0.004
105.00
2.40
0.10
3.90
0.00
0
1
248.0%
0.164
0.0086
-0.124
0.029
0.004
110.00
2.65
0.00
0.75
0.00
1
3
179.7%
0.047
0.0047
-0.036
0.012
0.001
115.00
1.40
0.00
2.90
0.00
0
1
243.0%
0.126
0.0073
-0.102
0.024
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
22.50
0.35
0.00
1.95
0.00
1
7
184.4%
-0.075
0.0066
-0.052
0.017
-0.003
25.00
1.70
0.00
0.00
0.00
4
0
50.0%
-0.000
0.0001
-0.000
0.000
-0.000
30.00
0.39
0.25
0.40
0.03
2
53
82.0%
-0.064
0.0131
-0.020
0.015
-0.002
35.00
1.50
0.00
3.20
0.00
1
4
92.1%
-0.216
0.0273
-0.053
0.034
-0.008
40.00
2.71
1.00
4.60
0.00
1
38
74.1%
-0.389
0.0444
-0.055
0.045
-0.015
45.00
7.20
3.60
7.10
0.00
1
28
65.1%
-0.636
0.0494
-0.045
0.044
-0.025
50.00
13.50
8.00
11.10
0.00
1
6
72.2%
-0.792
0.0341
-0.037
0.033
-0.033
55.00
15.39
15.70
19.00
0.00
1
1
164.6%
-0.646
0.0194
-0.118
0.043
-0.035
60.00
8.00
0.00
0.00
0.00
2
0
0.0%
-1.000
0.0000
0.007
0.000
-0.048
65.00
17.02
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.008
0.000
-0.051
85.00
14.30
22.00
25.50
0.00
0
10
0.0%
-1.000
0.0000
0.010
0.000
-0.067
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.