thetaOwl

HURN

Huron Consulting Group Inc.Close $107.21EOD only
Max Pain
$115.00
Next expiry Jun 18, 2026
Expected Move
±$11.70
10.9% from close
Price Gap
+7.79
Distance to max pain
IV Rank
4
Low premium
P/C OI
0.90
Balanced positioning
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

This page reflects HURN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 20, 2026 close
HURN Options Chain
Data as of market close May 20, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 29)

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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
85.0048.600.000.000.00200.0%1.0000.0000-0.0100.0000.067
90.0022.9017.1020.500.001263.4%0.8620.0115-0.0810.0670.058
95.0024.0012.6016.100.000556.3%0.8060.0162-0.0890.0830.057
100.008.248.9012.400.001054.2%0.7100.0209-0.1040.1030.052
105.008.005.808.500.005760.6%0.5900.0212-0.1290.1170.043
110.005.013.206.100.004959.7%0.4810.0221-0.1290.1200.036
115.002.601.404.100.00181857.9%0.3720.0216-0.1180.1140.028
120.001.050.003.400.002463.8%0.3020.0181-0.1190.1050.023
125.0015.000.002.800.001152.6%0.1740.0162-0.0720.0780.014
130.000.800.001.500.001450.9%0.1060.0119-0.0500.0550.008
135.0018.500.000.000.000012.5%0.0000.00000.0000.0000.000
140.000.050.002.250.001671.3%0.1130.0089-0.0730.0580.009
145.002.940.002.200.001077.4%0.1040.0077-0.0740.0550.008
150.000.200.002.200.0013183.5%0.0980.0068-0.0760.0520.007
155.0031.1021.7024.700.0002298.4%0.4950.0044-0.6240.1210.024
170.0016.9713.6015.600.0011249.3%0.3820.0051-0.4990.1150.021
175.0015.5010.9012.900.0010232.5%0.3390.0052-0.4460.1110.020
180.000.900.002.600.0001118.7%0.0850.0043-0.0970.0470.006
185.009.700.503.800.0012138.6%0.1170.0047-0.1430.0590.008
200.001.220.000.000.000050.0%0.0000.0000-0.0000.0000.000
220.001.900.154.400.0011170.0%0.1050.0035-0.1620.0550.007
230.002.000.053.700.0011169.8%0.0890.0031-0.1430.0490.006

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
65.000.250.002.450.0012128.6%-0.0580.0030-0.0770.035-0.006
75.001.100.003.100.0001105.1%-0.0860.0049-0.0850.047-0.008
80.000.720.003.000.001589.6%-0.0970.0063-0.0790.052-0.009
85.001.800.353.800.001384.5%-0.1340.0085-0.0930.065-0.013
90.002.670.000.000.001012.5%0.0000.00000.0000.0000.000
95.001.650.503.700.001555.9%-0.1930.0162-0.0770.083-0.018
100.003.281.404.400.001563.0%-0.3090.0185-0.1110.106-0.030
105.005.703.006.100.005759.0%-0.4090.0218-0.1140.117-0.039
110.007.805.009.000.002860.6%-0.5180.0217-0.1180.120-0.051
115.0011.908.6011.900.003158.0%-0.6280.0216-0.1050.114-0.063
120.0016.0212.4015.700.0012059.2%-0.7160.0189-0.0940.102-0.073
125.002.150.000.000.00000.0%-1.0000.00000.0150.000-0.099
130.0015.330.000.000.00000.0%-1.0000.00000.0150.000-0.103
135.0018.1026.0029.300.002070.2%-0.8530.0109-0.0700.070-0.096
140.002.6511.8014.600.00010.0%-1.0000.00000.0160.000-0.111
145.0025.6036.0039.600.000188.6%-0.8580.0084-0.0890.068-0.104
150.0026.2022.6026.000.00350.0%-1.0000.00000.0180.000-0.119
190.0022.2824.5027.400.00010.0%-1.0000.00000.0220.000-0.150
195.0032.4265.6069.900.001200.0%-1.0000.00000.0230.000-0.154
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.