This page reflects HSY options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
HSY 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 8)
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
160.00
16.85
21.30
23.40
0.00
0
1
50.3%
0.972
0.0051
-0.077
0.016
0.030
170.00
5.80
11.40
13.50
0.00
137
136
51.9%
0.843
0.0184
-0.241
0.061
0.027
172.50
6.46
9.30
11.20
0.00
0
1
47.4%
0.809
0.0228
-0.248
0.069
0.026
175.00
4.60
7.00
8.90
0.00
1
7
42.2%
0.767
0.0288
-0.248
0.077
0.025
177.50
4.80
5.20
6.80
0.30
1
4
38.3%
0.702
0.0359
-0.254
0.087
0.023
180.00
4.10
3.70
4.90
1.15
82
27
34.9%
0.612
0.0435
-0.253
0.097
0.020
182.50
2.52
2.30
3.30
0.53
9
8
32.3%
0.499
0.0490
-0.242
0.101
0.017
185.00
1.69
1.30
2.15
0.49
18
10
31.3%
0.375
0.0481
-0.221
0.096
0.013
190.00
0.40
0.35
0.95
-0.05
10
5
32.7%
0.186
0.0325
-0.162
0.068
0.006
195.00
0.18
0.05
0.50
-0.07
1
39
36.5%
0.095
0.0184
-0.113
0.043
0.003
197.50
0.75
0.05
0.40
0.00
0
2
39.0%
0.073
0.0140
-0.099
0.035
0.002
200.00
0.27
0.05
0.50
0.12
2
29
45.9%
0.077
0.0125
-0.121
0.036
0.003
205.00
0.48
0.05
0.45
0.00
0
1
53.3%
0.060
0.0089
-0.116
0.030
0.002
210.00
1.00
0.00
0.40
0.00
3
4
52.4%
0.028
0.0048
-0.061
0.016
0.001
215.00
0.60
0.00
0.40
0.00
0
5
59.5%
0.025
0.0039
-0.063
0.015
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
155.00
0.85
0.00
0.40
0.00
2
6
59.8%
-0.023
0.0036
-0.058
0.014
-0.001
160.00
0.25
0.05
0.45
-1.14
6
6
52.0%
-0.032
0.0055
-0.067
0.018
-0.001
165.00
0.25
0.05
0.50
-0.25
2
13
49.0%
-0.066
0.0104
-0.112
0.033
-0.002
167.50
0.15
0.05
0.55
-0.20
3
105
44.4%
-0.080
0.0132
-0.117
0.037
-0.003
170.00
0.35
0.15
0.35
-0.14
2
151
34.1%
-0.066
0.0150
-0.078
0.033
-0.002
172.50
0.65
0.30
0.70
-0.35
7
5
35.1%
-0.123
0.0230
-0.126
0.051
-0.004
175.00
0.80
0.45
1.00
-0.50
1
27
32.8%
-0.179
0.0315
-0.150
0.066
-0.006
180.00
2.10
1.65
2.25
-1.50
8
27
30.0%
-0.373
0.0500
-0.196
0.095
-0.013
185.00
10.85
3.80
5.10
0.00
1
3
32.2%
-0.621
0.0469
-0.206
0.096
-0.023
190.00
11.33
7.40
9.20
0.00
1
3
37.6%
-0.779
0.0313
-0.184
0.075
-0.029
195.00
15.30
12.00
14.10
0.00
1
0
48.5%
-0.834
0.0204
-0.199
0.063
-0.032
210.00
31.40
26.90
29.10
0.00
2
0
79.1%
-0.892
0.0093
-0.242
0.047
-0.037
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.