thetaOwl

ICLR

ICON plcClose $113.55EOD only
Max Pain
$115.00
Next expiry Jun 18, 2026
Expected Move
±$18.35
16.2% from close
Price Gap
+1.45
Distance to max pain
IV Rank
0
Low premium
P/C OI
0.36
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 19, 2026 close
End-of-day snapshot

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

Published Snapshot
May 19, 2026 close
ICLR 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
100.0019.1917.0019.800.002472.5%0.7900.0122-0.1250.0930.058
105.0020.5013.8016.700.001174.5%0.7120.0141-0.1500.1110.053
110.0012.7410.5013.300.00517371.1%0.6340.0163-0.1570.1220.048
115.008.437.7010.50-1.131136968.9%0.5470.0177-0.1590.1290.043
120.006.305.608.20-0.70333668.1%0.4590.0180-0.1570.1290.036
125.005.854.506.400.00113270.1%0.3810.0168-0.1540.1240.031
130.003.703.304.70-0.55923669.3%0.3060.0156-0.1400.1140.025
135.002.621.153.50-0.1582463.0%0.2150.0143-0.1050.0950.018
140.001.720.753.400.02637668.4%0.1840.0120-0.1040.0860.015
145.001.280.103.10-0.34315070.0%0.1460.0101-0.0910.0740.012
150.001.000.002.900.00311974.6%0.1270.0086-0.0890.0680.011
160.001.160.002.650.161284.8%0.1070.0067-0.0880.0600.009
165.001.050.002.550.00313189.5%0.0990.0060-0.0880.0560.008
170.001.120.001.700.007186.4%0.0710.0049-0.0670.0440.006
175.000.900.002.400.001298.3%0.0870.0050-0.0880.0510.007

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
60.000.150.002.200.00118153.4%-0.0420.0018-0.0760.029-0.005
75.001.550.001.850.0012103.9%-0.0530.0032-0.0610.035-0.005
80.002.770.002.000.00120792.8%-0.0630.0041-0.0630.040-0.006
85.003.600.002.850.000188.7%-0.0880.0056-0.0780.052-0.009
90.001.200.252.500.00111275.0%-0.1000.0072-0.0720.057-0.010
95.002.451.003.500.00315774.6%-0.1510.0097-0.0950.076-0.015
100.002.951.854.800.0017272.7%-0.2100.0122-0.1140.094-0.022
105.004.503.406.800.001274.0%-0.2880.0142-0.1370.111-0.030
110.007.155.808.800.0010013275.0%-0.3680.0155-0.1520.122-0.039
115.009.908.2010.701.10212872.3%-0.4510.0169-0.1530.128-0.048
120.0013.1010.9013.301.002415170.4%-0.5380.0174-0.1480.129-0.058
130.0018.3017.4019.803.603766.6%-0.7040.0160-0.1170.112-0.079
135.0017.9021.3024.200.005668.2%-0.7630.0140-0.1050.100-0.087
150.0033.5234.3037.300.000165.7%-0.9070.0078-0.0450.054-0.111
170.0048.0052.6057.500.000163.3%-0.9810.00220.0030.015-0.133
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.