Installed Building Products, InClose $228.26EOD only
Max Pain
$200.00
Next expiry Jul 17, 2026
Expected Move
±$7.50
3.3% from close
Price Gap
-28.26
Distance to max pain
IV Rank
5
Low premium
P/C OI
1.48
Slightly put-heavy
Consensus
—
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot
This page reflects IBP options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
IBP 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 15)
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
170.00
47.90
56.50
60.10
0.00
4
7
57.0%
0.997
0.0004
-0.029
0.005
0.065
185.00
29.70
30.60
33.90
0.00
0
2
0.0%
1.000
0.0000
-0.022
0.000
0.071
200.00
28.35
27.50
31.40
0.00
10
1
52.8%
0.911
0.0068
-0.157
0.072
0.068
210.00
21.00
19.00
22.60
0.00
10
18
63.1%
0.773
0.0107
-0.322
0.135
0.059
220.00
14.00
11.50
14.80
0.00
1
65
56.0%
0.658
0.0147
-0.344
0.164
0.052
230.00
7.60
6.00
9.00
0.00
1
11
53.1%
0.498
0.0168
-0.351
0.178
0.040
240.00
3.20
2.60
4.80
-2.80
1
11
50.4%
0.329
0.0161
-0.300
0.162
0.027
250.00
2.60
0.20
3.70
0.00
1
4
59.2%
0.238
0.0117
-0.298
0.138
0.019
260.00
1.90
0.00
4.80
0.00
5
6
62.2%
0.160
0.0088
-0.246
0.109
0.013
270.00
4.73
0.00
2.95
0.00
0
1
63.9%
0.103
0.0063
-0.185
0.080
0.008
300.00
3.94
0.00
1.50
0.00
2
2
79.0%
0.047
0.0028
-0.124
0.044
0.004
310.00
6.50
0.00
1.50
0.00
1
1
86.3%
0.043
0.0024
-0.127
0.041
0.004
320.00
13.30
0.00
1.50
0.00
0
1
93.2%
0.040
0.0021
-0.129
0.039
0.003
330.00
13.85
0.00
2.60
0.00
0
1
110.9%
0.057
0.0023
-0.204
0.051
0.005
340.00
0.20
0.00
1.45
0.00
0
5
105.6%
0.035
0.0016
-0.130
0.034
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
155.00
1.51
0.00
4.80
0.00
0
3
144.8%
-0.065
0.0020
-0.292
0.057
-0.007
160.00
2.08
0.00
4.80
0.00
6
14
135.4%
-0.070
0.0022
-0.287
0.060
-0.007
165.00
2.35
0.00
4.80
0.00
6
8
126.2%
-0.074
0.0025
-0.281
0.063
-0.007
170.00
2.22
1.45
4.30
0.00
0
2
123.4%
-0.089
0.0029
-0.315
0.072
-0.009
175.00
2.38
0.00
4.80
0.00
1
2
108.3%
-0.086
0.0032
-0.269
0.070
-0.008
180.00
2.48
0.00
4.80
0.00
1
3
99.6%
-0.093
0.0037
-0.261
0.074
-0.009
185.00
7.00
0.50
4.80
0.00
0
2
93.8%
-0.107
0.0044
-0.273
0.082
-0.010
190.00
8.85
0.00
4.80
0.00
1
2
82.5%
-0.110
0.0051
-0.245
0.084
-0.010
195.00
1.05
0.00
4.80
0.00
2
4
74.1%
-0.121
0.0061
-0.235
0.090
-0.011
200.00
5.00
0.00
4.80
0.00
1
18
65.7%
-0.135
0.0074
-0.223
0.097
-0.013
220.00
6.20
3.50
7.00
0.00
1
3
58.6%
-0.347
0.0141
-0.336
0.165
-0.033
240.00
19.94
15.30
17.10
0.00
0
1
53.7%
-0.658
0.0153
-0.295
0.164
-0.064
320.00
64.10
117.70
121.30
0.00
0
0
292.7%
-0.618
0.0029
-1.752
0.170
-0.099
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.