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IEX

IDEX CorporationClose $223.82EOD only

Max Pain

$210.00

Next expiry Jul 17, 2026

Expected Move

±$10.43

4.7% from close

Price Gap

-13.82

Distance to max pain

IV Rank

Low premium

P/C OI

0.44

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

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

Published Snapshot

Jul 2, 2026 close

IEX Options Chain

Data as of market close Jul 2, 2026

Expiration

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
175.00	46.88	47.00	50.40	17.34	20	3	91.6%	0.929	0.0034	-0.212	0.059	0.060
180.00	42.23	42.00	45.40	18.14	20	4	83.4%	0.923	0.0039	-0.207	0.063	0.062
185.00	37.03	37.00	40.20	-3.97	60	268	72.6%	0.922	0.0046	-0.185	0.064	0.064
190.00	31.98	32.00	35.80	14.95	20	7	72.1%	0.893	0.0058	-0.227	0.081	0.063
195.00	15.65	7.50	12.00	0.00	0	4	0.0%	1.000	0.0000	-0.023	0.000	0.075
200.00	8.00	13.00	17.20	0.00	74	74	0.0%	1.000	0.0000	-0.024	0.000	0.077
210.00	16.50	14.20	15.80	0.00	1	196	38.5%	0.817	0.0157	-0.180	0.116	0.064
220.00	12.07	6.10	7.90	0.00	2	256	32.3%	0.629	0.0267	-0.206	0.166	0.051
230.00	4.50	0.35	4.90	0.00	15	1,051	41.4%	0.392	0.0212	-0.259	0.168	0.032
240.00	1.75	0.00	4.80	0.00	1	3	59.0%	0.297	0.0134	-0.327	0.152	0.024
250.00	0.35	0.00	0.45	0.03	1	145	35.4%	0.062	0.0079	-0.069	0.053	0.005
260.00	2.60	0.00	1.35	0.00	1	3	57.9%	0.105	0.0072	-0.168	0.080	0.009

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
115.00	1.40	0.00	4.80	0.00	1	1	227.1%	-0.042	0.0009	-0.320	0.040	-0.004
120.00	1.85	0.00	4.80	0.00	1	1	214.8%	-0.045	0.0010	-0.317	0.042	-0.005
125.00	2.45	0.05	4.90	0.00	1	1	204.5%	-0.049	0.0011	-0.321	0.044	-0.005
140.00	0.65	0.00	4.80	0.00	1	1	169.8%	-0.057	0.0015	-0.302	0.050	-0.006
145.00	2.80	0.00	4.80	0.00	5	5	159.5%	-0.060	0.0017	-0.297	0.053	-0.006
155.00	3.50	0.00	4.80	0.00	0	1	139.7%	-0.069	0.0022	-0.287	0.058	-0.007
160.00	0.15	0.00	4.80	0.00	2	8	130.2%	-0.073	0.0024	-0.282	0.061	-0.007
170.00	1.30	0.00	4.80	0.00	2	2	111.8%	-0.085	0.0032	-0.269	0.068	-0.008
180.00	1.90	0.00	2.35	0.00	2	2	77.3%	-0.064	0.0037	-0.149	0.055	-0.006
190.00	3.27	0.00	4.80	0.00	1	1	76.6%	-0.120	0.0059	-0.236	0.087	-0.011
195.00	0.50	0.00	4.60	0.00	1	10	67.1%	-0.130	0.0072	-0.218	0.093	-0.012
200.00	0.85	0.00	3.90	0.00	1	429	55.2%	-0.133	0.0089	-0.182	0.094	-0.012
210.00	0.90	0.65	2.45	-1.15	1	602	42.2%	-0.203	0.0153	-0.181	0.124	-0.018
220.00	5.08	2.45	4.40	0.00	1	0	34.1%	-0.376	0.0254	-0.192	0.166	-0.034
230.00	9.08	6.10	10.00	0.00	1	1	35.1%	-0.632	0.0245	-0.189	0.165	-0.058

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.