Hudson Pacific Properties, Inc.Close $11.23EOD only
Max Pain
$7.50
Next expiry Jun 18, 2026
Expected Move
±$2.38
21.1% from close
Price Gap
-3.73
Distance to max pain
IV Rank
23
Low premium
P/C OI
0.15
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: May 22, 2026 close
End-of-day snapshot
This page reflects HPP options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 22, 2026 close
HPP Options Chain
Data as of market close May 22, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 27)
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
2.00
0.35
0.00
0.00
0.00
0
2,000
0.0%
1.000
0.0000
-0.000
0.000
0.001
2.50
0.39
0.00
0.00
0.00
10
20
0.0%
1.000
0.0000
-0.000
0.000
0.002
3.00
0.22
0.00
0.00
0.00
14
56
0.0%
1.000
0.0000
-0.000
0.000
0.002
3.50
0.20
0.00
0.00
0.00
10
16
0.0%
1.000
0.0000
-0.000
0.000
0.003
5.00
6.20
5.80
7.30
0.00
0
0
255.5%
0.935
0.0162
-0.019
0.004
0.003
7.50
3.79
2.90
4.40
-0.20
10
962
199.2%
0.847
0.0389
-0.027
0.007
0.004
10.00
1.61
1.30
2.35
0.11
1
5,055
94.3%
0.723
0.1161
-0.019
0.010
0.005
12.50
0.55
0.35
0.75
0.03
203
15,280
81.6%
0.360
0.1501
-0.018
0.011
0.003
15.00
0.25
0.10
0.60
0.00
9
8,245
109.0%
0.207
0.0858
-0.018
0.009
0.001
17.50
0.38
0.00
0.75
0.00
1
1,657
144.7%
0.178
0.0590
-0.022
0.008
0.001
20.00
0.20
0.00
0.75
0.00
0
2
170.9%
0.158
0.0462
-0.024
0.007
0.001
22.50
0.30
0.00
0.75
0.00
0
1
192.6%
0.145
0.0387
-0.025
0.007
0.001
25.00
0.13
0.00
0.75
0.00
1
0
211.3%
0.136
0.0338
-0.026
0.007
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
2.00
0.32
0.00
0.00
0.00
1
1
50.0%
0.000
0.0000
0.000
0.000
0.000
5.00
0.05
0.00
0.35
0.00
10
888
215.6%
-0.047
0.0148
-0.012
0.003
-0.001
7.50
0.10
0.05
0.25
0.00
67
2,112
116.8%
-0.075
0.0397
-0.009
0.004
-0.001
10.00
0.65
0.40
0.70
0.00
20
707
90.0%
-0.271
0.1205
-0.016
0.010
-0.003
12.50
2.95
1.25
2.30
0.00
637
964
77.7%
-0.650
0.1560
-0.015
0.011
-0.007
15.00
4.11
2.35
4.50
0.00
100
201
146.9%
-0.697
0.0778
-0.028
0.011
-0.009
17.50
8.57
9.40
12.10
0.00
7
7
496.5%
-0.364
0.0248
-0.104
0.011
-0.011
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.