Intercontinental Exchange Inc.Close $150.15EOD only
Max Pain
$155.00
Next expiry Oct 9, 2026
Expected Move
±$4.53
3.0% from close
Price Gap
+4.85
Distance to max pain
IV Rank
16
Low premium
P/C OI
0.62
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Oct 2, 2026 close
End-of-day snapshot
This page reflects ICE options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
ICE Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 7)
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
150.00
2.21
1.60
2.95
-3.08
5
2
32.4%
0.525
0.0591
-0.201
0.083
0.015
155.00
0.58
0.40
0.60
-0.38
511
83
24.8%
0.189
0.0523
-0.103
0.056
0.005
157.50
0.45
0.05
0.50
0.00
1
38
30.2%
0.135
0.0346
-0.100
0.045
0.004
160.00
0.26
0.05
0.45
-0.31
1
4
35.5%
0.106
0.0247
-0.098
0.038
0.003
162.50
0.06
0.05
0.15
-0.23
1
972
32.1%
0.041
0.0132
-0.043
0.018
0.001
165.00
0.06
0.00
1.15
0.00
3
12
50.3%
0.096
0.0162
-0.129
0.035
0.003
167.50
1.50
0.00
2.20
0.00
1
0
67.5%
0.133
0.0153
-0.217
0.045
0.004
170.00
0.16
0.00
1.95
0.00
1
54
70.9%
0.114
0.0131
-0.205
0.040
0.003
172.50
1.44
0.00
1.20
0.00
0
3
67.4%
0.076
0.0102
-0.145
0.030
0.002
175.00
0.47
0.00
0.95
0.00
6
5
68.7%
0.060
0.0083
-0.123
0.025
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
130.00
0.22
0.00
0.15
0.00
0
1
53.5%
-0.023
0.0049
-0.043
0.011
-0.001
135.00
0.40
0.00
2.25
0.00
1
11
69.1%
-0.122
0.0140
-0.205
0.042
-0.004
139.00
0.06
0.05
0.25
-0.08
489
12
35.8%
-0.055
0.0150
-0.058
0.023
-0.002
140.00
0.08
0.05
1.20
-0.09
3
75
53.7%
-0.161
0.0219
-0.192
0.051
-0.005
142.00
0.27
0.05
0.70
0.00
2
3
38.1%
-0.136
0.0275
-0.121
0.045
-0.004
143.00
0.32
0.05
0.50
0.00
2
7
31.1%
-0.120
0.0310
-0.090
0.042
-0.004
144.00
0.43
0.05
0.50
0.00
2
1
28.0%
-0.132
0.0366
-0.087
0.044
-0.004
145.00
0.50
0.15
0.85
0.05
2
4
30.7%
-0.194
0.0431
-0.122
0.057
-0.006
146.00
0.53
0.30
0.85
-0.12
3
93
27.1%
-0.215
0.0519
-0.114
0.061
-0.006
147.00
0.81
0.10
1.25
0.04
1
63
28.7%
-0.283
0.0567
-0.139
0.070
-0.008
148.00
1.45
0.70
1.55
0.68
1
6
28.2%
-0.341
0.0626
-0.147
0.076
-0.010
149.00
0.84
0.25
2.65
0.00
3
18
36.1%
-0.423
0.0521
-0.202
0.081
-0.013
150.00
1.81
1.40
3.10
0.00
1
93
35.8%
-0.475
0.0535
-0.203
0.083
-0.014
152.50
2.24
2.60
4.10
0.00
2
24
31.0%
-0.626
0.0588
-0.163
0.079
-0.019
155.00
3.50
4.40
6.20
0.00
1
21
35.6%
-0.727
0.0449
-0.162
0.069
-0.022
157.50
6.47
6.20
8.60
2.10
1
9
42.5%
-0.779
0.0336
-0.173
0.062
-0.024
160.00
5.30
8.60
11.00
0.00
1
1
48.5%
-0.816
0.0264
-0.176
0.055
-0.026
165.00
8.54
13.40
16.10
0.00
0
0
64.0%
-0.844
0.0180
-0.211
0.050
-0.027
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.