This page reflects HTHT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 19, 2026 close
HTHT 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 30)
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
20.00
31.00
24.30
28.20
0.00
10
0
169.7%
0.975
0.0026
-0.024
0.008
0.015
22.50
27.24
27.50
31.70
0.00
0
0
418.3%
0.885
0.0035
-0.180
0.026
0.009
25.00
24.80
25.00
28.90
0.00
2
0
367.7%
0.866
0.0045
-0.176
0.028
0.011
35.00
15.25
15.30
18.20
0.00
0
0
225.3%
0.774
0.0101
-0.151
0.040
0.016
40.00
11.35
5.40
7.80
0.00
35
0
52.0%
0.849
0.0342
-0.031
0.031
0.027
45.00
2.10
2.10
2.85
0.00
7
48
44.1%
0.602
0.0663
-0.040
0.051
0.020
50.00
0.70
0.50
0.80
0.17
10
161
40.7%
0.264
0.0609
-0.031
0.043
0.009
55.00
0.20
0.00
0.95
0.00
2
45
53.1%
0.140
0.0319
-0.027
0.029
0.005
60.00
0.14
0.05
0.90
-0.14
1
319
69.8%
0.113
0.0208
-0.030
0.025
0.004
65.00
0.55
0.00
0.95
0.00
2
2
84.1%
0.096
0.0154
-0.032
0.023
0.003
75.00
0.20
0.00
1.15
0.00
0
1
112.8%
0.090
0.0109
-0.041
0.021
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
25.00
0.20
0.00
1.15
0.00
1
41
152.2%
-0.052
0.0053
-0.035
0.014
-0.002
30.00
0.32
0.00
0.00
0.00
2
0
25.0%
0.000
0.0000
0.000
0.000
0.000
35.00
0.65
0.00
2.25
0.00
1
4
101.1%
-0.136
0.0164
-0.048
0.029
-0.006
40.00
0.40
0.15
0.40
0.03
1
51
44.4%
-0.118
0.0338
-0.019
0.026
-0.005
45.00
1.90
1.35
1.50
0.00
1
105
36.8%
-0.387
0.0789
-0.029
0.050
-0.016
50.00
4.70
4.30
5.00
0.00
1
80
44.5%
-0.715
0.0579
-0.029
0.045
-0.031
55.00
4.50
8.00
10.20
0.00
14
11
72.6%
-0.771
0.0317
-0.043
0.040
-0.037
60.00
13.70
12.80
15.50
0.00
30
14
51.6%
-0.956
0.0137
-0.004
0.012
-0.048
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.