thetaOwl

INSW

International Seaways, Inc.Close $86.67EOD only
Max Pain
$75.00
Next expiry Jun 18, 2026
Expected Move
±$12.60
14.5% from close
Price Gap
-11.67
Distance to max pain
IV Rank
11
Low premium
P/C OI
0.82
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

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

Published Snapshot
May 20, 2026 close
INSW Options Chain
Data as of market close May 20, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 29)

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
35.0026.450.000.000.00100.0%1.0000.0000-0.0040.0000.028
40.0029.4534.6038.900.00300.0%1.0000.0000-0.0050.0000.032
45.0025.5629.7034.000.001200.0%1.0000.0000-0.0050.0000.036
50.0025.4425.4028.900.00110.0%1.0000.0000-0.0060.0000.040
55.0036.3029.7034.000.0053183.4%0.9810.0023-0.0230.0120.042
60.0024.2824.8028.800.0017365.6%0.9820.0027-0.0190.0110.046
65.0024.5020.0023.600.0011953.1%0.9780.0040-0.0190.0130.050
70.0018.2215.8018.100.0012275.4%0.8700.0115-0.0740.0520.045
75.0013.0711.4013.900.00215050.6%0.8660.0174-0.0530.0530.049
80.009.507.609.900.001010062.9%0.7120.0222-0.0960.0830.041
85.005.585.206.001.182,6292,77052.2%0.5910.0305-0.0910.0950.036
90.003.702.854.501.242,6401,09351.2%0.4340.0314-0.0890.0960.027
95.002.001.852.400.601381,02750.9%0.2930.0277-0.0760.0840.018
100.001.100.751.550.00334350.5%0.1820.0214-0.0580.0640.012
105.000.860.201.350.336354.2%0.1240.0154-0.0480.0500.008
110.001.080.000.950.000856.0%0.0790.0108-0.0360.0360.005
115.000.390.001.450.002370.2%0.0940.0098-0.0510.0410.006

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
35.000.030.000.050.0065260120.3%-0.0020.0002-0.0030.002-0.000
40.000.200.001.950.00327184.7%-0.0400.0019-0.0660.021-0.003
45.000.100.000.850.002025133.9%-0.0270.0019-0.0340.015-0.002
50.000.110.001.950.001137138.5%-0.0530.0032-0.0630.027-0.004
55.002.130.002.550.0014127.4%-0.0730.0044-0.0730.034-0.006
60.000.400.000.700.2014178.7%-0.0370.0042-0.0270.020-0.003
65.000.530.001.300.0062874.3%-0.0680.0072-0.0400.032-0.005
70.001.350.501.850.00116370.6%-0.1170.0114-0.0570.048-0.009
75.002.401.752.950.26544871.8%-0.2020.0161-0.0830.069-0.016
80.004.304.004.70-1.1655575.7%-0.3090.0191-0.1090.086-0.025
85.006.806.507.50-1.10165679.7%-0.4150.0200-0.1260.095-0.034
90.0010.389.3011.600.0055186.2%-0.5080.0189-0.1380.097-0.043
95.0015.1013.3015.300.0065892.4%-0.5830.0173-0.1440.095-0.051
100.0021.9017.4020.000.0064101.2%-0.6360.0152-0.1510.092-0.058
105.0029.7221.9024.700.0025110.0%-0.6750.0134-0.1570.088-0.065
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.