This page reflects HRI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
HRI 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
15.20
15.10
17.70
0.00
0
1
59.4%
0.893
0.0132
-0.129
0.043
0.032
125.00
5.73
11.00
13.60
0.00
0
1
58.7%
0.804
0.0200
-0.185
0.065
0.029
135.00
6.00
4.70
7.20
0.00
1
5
58.2%
0.540
0.0290
-0.255
0.093
0.020
140.00
2.95
2.50
4.70
0.00
1
9
55.8%
0.392
0.0293
-0.235
0.090
0.015
145.00
3.20
0.60
2.30
0.00
9
232
57.8%
0.271
0.0243
-0.209
0.078
0.010
150.00
1.49
0.05
2.00
0.99
1
58
53.1%
0.148
0.0186
-0.134
0.054
0.006
155.00
0.95
0.05
1.20
0.00
93
75
55.7%
0.092
0.0126
-0.100
0.039
0.004
160.00
0.60
0.00
0.90
0.00
58
183
60.3%
0.064
0.0088
-0.082
0.029
0.002
165.00
0.30
0.00
0.80
0.00
21
32
66.9%
0.052
0.0068
-0.077
0.025
0.002
170.00
0.24
0.00
0.45
0.00
14
126
67.2%
0.030
0.0044
-0.050
0.016
0.001
175.00
0.20
0.00
1.15
0.00
9
4
88.3%
0.057
0.0055
-0.108
0.027
0.002
180.00
0.30
0.00
2.15
0.00
1
18
109.9%
0.083
0.0059
-0.180
0.036
0.003
185.00
0.11
0.00
1.15
0.00
1
0
102.7%
0.049
0.0042
-0.113
0.024
0.002
190.00
0.12
0.00
2.15
0.00
1
6
124.8%
0.074
0.0048
-0.188
0.033
0.003
200.00
0.30
0.00
2.15
0.00
4
4
138.5%
0.068
0.0040
-0.195
0.031
0.002
220.00
0.40
0.00
2.15
0.00
0
12
163.1%
0.059
0.0031
-0.205
0.028
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
110.00
1.16
0.20
0.95
0.00
1
2
79.3%
-0.056
0.0060
-0.094
0.026
-0.002
115.00
1.53
0.05
1.10
0.00
2
26
65.8%
-0.066
0.0083
-0.089
0.030
-0.003
120.00
0.65
0.05
1.55
-1.06
1
30
57.5%
-0.100
0.0130
-0.106
0.041
-0.004
125.00
1.30
0.20
2.35
-0.28
1
148
51.1%
-0.166
0.0208
-0.134
0.059
-0.007
130.00
9.00
1.70
4.00
0.00
1
58
53.6%
-0.306
0.0278
-0.196
0.083
-0.013
135.00
7.90
3.80
6.90
0.00
1
48
57.3%
-0.460
0.0295
-0.235
0.093
-0.020
140.00
9.47
6.40
8.50
0.00
1
10
60.1%
-0.598
0.0273
-0.238
0.091
-0.027
145.00
13.24
9.40
12.60
0.00
2
8
67.4%
-0.695
0.0221
-0.240
0.082
-0.032
150.00
13.00
13.60
16.70
0.00
1
5
70.5%
-0.776
0.0180
-0.211
0.070
-0.037
160.00
25.30
23.00
26.50
0.00
0
0
53.8%
-0.957
0.0072
-0.034
0.021
-0.046
170.00
24.00
32.90
36.40
0.00
0
0
63.5%
-0.977
0.0037
-0.018
0.013
-0.050
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.