This page reflects GXO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
GXO Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 15)
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
42.50
21.27
0.00
0.00
0.00
2
0
0.0%
1.000
0.0000
-0.005
0.000
0.016
45.00
5.70
5.60
8.20
0.00
1
20
95.8%
0.807
0.0281
-0.099
0.028
0.013
47.50
3.47
4.40
5.00
0.00
1
195
51.1%
0.832
0.0483
-0.051
0.026
0.015
50.00
2.10
2.10
3.10
-0.70
7
486
47.9%
0.682
0.0732
-0.066
0.036
0.012
52.50
1.22
0.95
1.50
0.12
10
811
41.7%
0.473
0.0938
-0.063
0.040
0.009
55.00
0.35
0.25
0.75
0.30
3
1,421
43.9%
0.274
0.0745
-0.055
0.034
0.005
57.50
0.20
0.00
0.65
0.00
1
1,028
56.7%
0.199
0.0484
-0.059
0.028
0.004
60.00
0.15
0.00
0.85
0.00
12
258
61.4%
0.131
0.0340
-0.048
0.022
0.002
62.50
0.05
0.00
0.90
0.00
1
160
74.1%
0.117
0.0261
-0.054
0.020
0.002
65.00
1.00
0.00
0.80
0.00
5
211
82.2%
0.097
0.0205
-0.052
0.017
0.002
67.50
0.22
0.00
0.95
0.00
5
8
96.0%
0.099
0.0178
-0.061
0.018
0.002
70.00
0.20
0.00
0.75
0.00
1
9
99.6%
0.077
0.0143
-0.053
0.015
0.001
75.00
0.45
0.00
0.20
0.00
38
51
91.0%
0.025
0.0063
-0.019
0.006
0.000
80.00
0.05
0.00
0.75
0.00
5
11
131.3%
0.061
0.0091
-0.058
0.012
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.36
0.00
0.65
0.00
0
0
170.7%
-0.035
0.0044
-0.047
0.008
-0.001
35.00
0.05
0.00
0.90
0.00
0
499
140.0%
-0.057
0.0080
-0.058
0.012
-0.001
37.50
0.05
0.00
0.05
0.00
10
4,615
71.1%
-0.008
0.0029
-0.005
0.002
-0.000
40.00
0.05
0.00
0.05
0.00
1
2,499
58.2%
-0.009
0.0041
-0.005
0.002
-0.000
42.50
0.05
0.00
0.05
0.00
10
1,855
51.2%
-0.019
0.0090
-0.009
0.005
-0.000
45.00
0.05
0.00
0.10
0.00
24
4,338
44.1%
-0.042
0.0201
-0.014
0.009
-0.001
47.50
0.20
0.05
0.25
-0.10
20
462
38.9%
-0.108
0.0470
-0.026
0.019
-0.002
50.00
0.90
0.50
0.95
-0.10
11
201
42.6%
-0.301
0.0804
-0.052
0.035
-0.006
52.50
1.78
1.15
2.45
-2.82
2
63
51.3%
-0.515
0.0764
-0.071
0.041
-0.011
55.00
2.99
2.80
4.50
-2.61
1
10
62.6%
-0.652
0.0580
-0.080
0.038
-0.015
57.50
7.48
4.80
6.90
0.00
5
11
77.8%
-0.719
0.0426
-0.090
0.034
-0.017
60.00
10.40
6.70
10.10
0.00
6
0
58.0%
-0.884
0.0330
-0.035
0.020
-0.021
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.