This page reflects HSBC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 19, 2026 close
HSBC Options Chain
Data as of market close May 19, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
84.00
7.50
4.10
6.00
0.00
7
0
58.3%
0.845
0.0510
-0.194
0.019
0.006
85.00
4.20
2.50
5.00
0.00
1
0
81.3%
0.720
0.0516
-0.373
0.027
0.005
87.00
3.00
1.75
2.45
0.00
2
2
43.9%
0.673
0.1023
-0.219
0.029
0.005
90.00
0.70
0.40
0.65
-0.35
28
159
34.1%
0.299
0.1269
-0.161
0.028
0.002
91.00
0.30
0.05
0.40
-0.45
2
48
34.4%
0.190
0.0984
-0.127
0.022
0.001
92.00
0.40
0.00
0.30
0.00
38
45
37.6%
0.131
0.0706
-0.108
0.017
0.001
93.00
0.27
0.00
0.25
0.04
4
11
41.8%
0.099
0.0518
-0.098
0.014
0.001
94.00
0.15
0.00
0.75
0.00
15
47
54.1%
0.114
0.0445
-0.141
0.015
0.001
95.00
0.25
0.00
0.75
0.00
2
3
60.3%
0.102
0.0369
-0.145
0.014
0.001
96.00
0.75
0.00
0.75
0.00
1
6
66.2%
0.093
0.0312
-0.148
0.013
0.001
97.00
1.45
0.00
0.95
0.00
1
1
77.1%
0.101
0.0286
-0.183
0.014
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
73.00
0.25
0.00
1.75
0.00
0
2
162.1%
-0.083
0.0118
-0.331
0.012
-0.001
74.00
0.25
0.00
2.00
0.00
0
2
160.4%
-0.096
0.0133
-0.365
0.014
-0.001
75.00
0.25
0.00
0.05
0.00
2
12
70.3%
-0.004
0.0022
-0.012
0.001
-0.000
80.00
0.34
0.00
0.05
0.00
2
6
50.8%
-0.013
0.0084
-0.023
0.003
-0.000
82.00
0.12
0.00
2.20
0.00
2
3
95.6%
-0.178
0.0340
-0.331
0.021
-0.001
84.00
0.20
0.00
0.35
-0.05
2
3
48.5%
-0.113
0.0494
-0.124
0.015
-0.001
85.00
0.15
0.00
0.20
-0.30
3
9
33.9%
-0.092
0.0607
-0.074
0.013
-0.001
86.00
0.25
0.05
0.40
0.00
2
58
34.9%
-0.178
0.0932
-0.120
0.021
-0.001
87.00
0.40
0.40
0.60
0.00
1
5
32.6%
-0.276
0.1280
-0.143
0.027
-0.002
88.00
0.50
0.70
0.90
0.00
27
31
30.4%
-0.413
0.1599
-0.154
0.031
-0.003
89.00
1.10
0.95
1.45
-0.50
150
30
31.4%
-0.573
0.1556
-0.159
0.031
-0.004
90.00
1.05
1.55
2.20
0.00
2
4
34.7%
-0.698
0.1253
-0.154
0.028
-0.005
91.00
2.90
2.00
3.10
0.00
7
11
40.3%
-0.772
0.0936
-0.154
0.024
-0.006
92.00
3.20
2.30
4.10
0.00
1
2
48.1%
-0.807
0.0710
-0.168
0.022
-0.006
100.00
11.65
10.20
11.90
0.00
2
1
88.0%
-0.932
0.0186
-0.143
0.011
-0.008
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.