This page reflects HRI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
HRI 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
125.00
13.60
10.50
13.50
0.00
1
2
54.6%
0.783
0.0204
-0.162
0.078
0.036
130.00
24.00
8.00
9.50
0.00
1
19
55.8%
0.659
0.0249
-0.203
0.097
0.031
135.00
5.25
5.20
6.50
-10.50
1
12
54.0%
0.525
0.0279
-0.211
0.105
0.025
140.00
5.10
3.00
4.00
-7.80
5
43
51.2%
0.381
0.0282
-0.190
0.101
0.018
145.00
2.30
0.30
2.50
-4.20
6
18
55.7%
0.277
0.0228
-0.180
0.088
0.013
150.00
1.20
0.65
1.30
-2.81
16
42
52.9%
0.170
0.0181
-0.129
0.067
0.008
155.00
0.60
0.20
1.00
-1.90
1
39
50.6%
0.091
0.0122
-0.079
0.043
0.004
160.00
0.28
0.35
0.70
-1.52
10
50
57.0%
0.073
0.0092
-0.075
0.036
0.004
165.00
0.35
0.00
0.60
-0.75
2
128
57.6%
0.043
0.0060
-0.051
0.024
0.002
170.00
0.40
0.00
0.50
-0.73
5
26
62.2%
0.034
0.0046
-0.045
0.020
0.002
175.00
0.10
0.00
0.40
-1.45
1
10
65.9%
0.026
0.0035
-0.038
0.016
0.001
180.00
2.30
0.00
0.30
0.00
3
12
68.6%
0.019
0.0026
-0.031
0.012
0.001
185.00
0.20
0.00
0.50
-0.25
1
12
80.0%
0.027
0.0029
-0.047
0.016
0.001
190.00
1.00
0.00
0.15
0.00
1
2
72.1%
0.010
0.0013
-0.018
0.007
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
95.00
1.50
0.00
2.15
0.00
0
1
124.8%
-0.059
0.0036
-0.137
0.031
-0.003
100.00
2.10
0.00
0.70
0.00
0
1
85.8%
-0.030
0.0030
-0.055
0.018
-0.002
105.00
1.30
0.00
2.25
0.00
1
1
97.1%
-0.078
0.0057
-0.132
0.038
-0.004
110.00
0.65
0.10
1.15
0.00
2
7
71.2%
-0.061
0.0064
-0.080
0.032
-0.003
115.00
1.09
0.00
2.95
0.00
0
20
75.8%
-0.123
0.0102
-0.143
0.054
-0.007
120.00
0.91
0.10
3.60
0.00
2
7
66.9%
-0.166
0.0141
-0.154
0.066
-0.009
125.00
1.90
1.25
4.50
0.10
2
6
63.8%
-0.246
0.0187
-0.186
0.083
-0.014
130.00
3.90
3.30
5.00
1.30
2
6
58.9%
-0.347
0.0237
-0.199
0.098
-0.019
135.00
6.50
5.30
8.00
1.80
3
192
60.5%
-0.473
0.0249
-0.219
0.105
-0.027
140.00
6.00
8.00
10.70
0.00
2
6
58.4%
-0.599
0.0250
-0.202
0.102
-0.034
145.00
8.20
10.50
13.70
0.00
2
309
50.3%
-0.747
0.0240
-0.138
0.084
-0.043
150.00
11.10
14.80
17.80
0.00
0
1
51.7%
-0.837
0.0181
-0.105
0.065
-0.049
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.