This page reflects INFQ options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
INFQ 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
2.50
11.25
8.40
11.10
0.00
2
3
1135.9%
0.966
0.0027
-0.073
0.002
0.000
5.00
8.85
7.00
8.40
0.00
1
80
395.3%
0.940
0.0125
-0.041
0.003
0.001
7.50
5.40
4.50
6.00
-0.28
7
171
255.5%
0.893
0.0299
-0.041
0.004
0.002
10.00
2.60
2.45
2.60
-0.54
1,607
4,477
106.6%
0.866
0.0840
-0.021
0.005
0.003
12.50
0.99
0.90
1.00
-0.34
4,226
7,388
104.1%
0.514
0.1589
-0.036
0.010
0.002
15.00
0.40
0.35
0.45
-0.14
3,192
13,313
121.7%
0.241
0.1062
-0.033
0.008
0.001
17.50
0.24
0.20
0.25
-0.01
1,856
19,548
142.2%
0.132
0.0623
-0.026
0.005
0.001
20.00
0.15
0.10
0.20
0.01
1,190
19,086
160.2%
0.083
0.0396
-0.021
0.004
0.000
22.50
0.10
0.10
0.15
-0.01
166
12,628
180.5%
0.064
0.0287
-0.019
0.003
0.000
25.00
0.08
0.05
0.15
-0.02
99
3,683
195.3%
0.049
0.0215
-0.017
0.002
0.000
30.00
0.10
0.05
0.10
0.04
269
14,760
221.9%
0.034
0.0140
-0.014
0.002
0.000
35.00
0.05
0.00
0.05
0.00
175
4,460
215.6%
0.012
0.0060
-0.006
0.001
0.000
40.00
0.08
0.00
0.05
0.03
5
3,038
237.5%
0.011
0.0050
-0.006
0.001
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
2.50
0.02
0.00
0.05
0.00
2
80
375.0%
-0.006
0.0018
-0.005
0.000
-0.000
5.00
0.05
0.00
0.10
0.00
5
158
243.8%
-0.017
0.0070
-0.009
0.001
-0.000
7.50
0.04
0.00
0.05
-0.01
3
703
126.6%
-0.017
0.0135
-0.004
0.001
-0.000
10.00
0.21
0.20
0.25
0.10
932
7,445
108.6%
-0.138
0.0840
-0.020
0.005
-0.001
12.50
1.18
1.10
1.25
0.28
1,493
9,305
107.6%
-0.484
0.1536
-0.036
0.010
-0.003
15.00
3.10
3.00
3.20
0.47
197
4,269
122.9%
-0.756
0.1058
-0.032
0.008
-0.005
17.50
5.50
5.30
5.60
0.68
10,024
10,930
148.0%
-0.856
0.0636
-0.027
0.005
-0.006
20.00
7.90
7.50
8.10
1.02
10,003
10,916
150.0%
-0.933
0.0358
-0.014
0.003
-0.007
22.50
8.30
10.10
10.60
0.00
2
1,562
190.2%
-0.923
0.0314
-0.021
0.003
-0.008
25.00
12.40
11.90
13.30
0.00
1
28
298.0%
-0.821
0.0364
-0.064
0.006
-0.009
30.00
16.55
16.80
18.20
0.00
2
1
327.3%
-0.857
0.0286
-0.060
0.005
-0.011
35.00
21.52
21.60
23.20
0.00
0
1
362.9%
-0.867
0.0246
-0.063
0.005
-0.013
40.00
25.10
26.80
28.20
0.00
1
0
392.6%
-0.874
0.0219
-0.065
0.005
-0.015
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.