This page reflects IPGP options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
IPGP Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
60.00
24.00
20.60
23.00
0.00
0
1
201.4%
0.961
0.0057
-0.217
0.006
0.005
80.00
6.50
1.20
4.60
0.00
1
5
64.8%
0.622
0.0796
-0.308
0.028
0.004
90.00
1.25
0.15
1.40
0.00
1
28
99.4%
0.140
0.0305
-0.274
0.016
0.001
95.00
0.09
0.00
0.60
-0.51
3
27
101.8%
0.051
0.0139
-0.131
0.008
0.000
100.00
0.38
0.00
1.15
0.23
1
58
147.1%
0.069
0.0123
-0.241
0.010
0.000
105.00
0.10
0.00
1.15
0.00
1
11
171.5%
0.059
0.0093
-0.248
0.009
0.000
110.00
0.01
0.00
0.50
0.00
2
568
163.3%
0.025
0.0048
-0.116
0.004
0.000
115.00
0.91
0.00
0.95
0.00
101
100
206.1%
0.039
0.0056
-0.215
0.006
0.000
120.00
0.84
0.00
1.35
0.00
12
22
242.4%
0.048
0.0056
-0.300
0.007
0.000
125.00
0.05
0.00
2.15
0.00
1
55
290.1%
0.067
0.0060
-0.461
0.010
0.000
130.00
0.55
0.00
2.35
0.00
1
8
315.3%
0.067
0.0056
-0.504
0.010
0.000
135.00
3.10
0.00
2.35
0.00
1
4
333.1%
0.063
0.0051
-0.510
0.009
0.000
140.00
2.51
0.00
2.35
0.00
6
23
349.9%
0.060
0.0046
-0.514
0.009
0.000
150.00
2.15
0.00
2.35
0.00
2
2
381.1%
0.055
0.0040
-0.521
0.008
0.000
160.00
1.75
0.00
2.15
0.00
0
2
402.0%
0.047
0.0033
-0.485
0.007
0.000
165.00
1.90
0.00
2.20
0.00
0
1
417.2%
0.046
0.0032
-0.498
0.007
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
60.00
0.05
0.00
0.95
0.00
1
2
199.8%
-0.038
0.0057
-0.204
0.006
-0.000
65.00
0.25
0.00
1.15
0.00
0
0
165.0%
-0.058
0.0095
-0.234
0.009
-0.000
70.00
0.30
0.00
1.15
0.00
503
129
122.3%
-0.079
0.0164
-0.221
0.011
-0.001
75.00
0.38
0.00
1.25
-0.93
1
56
82.0%
-0.130
0.0349
-0.211
0.016
-0.001
80.00
1.34
0.05
3.00
-0.19
50
76
62.8%
-0.375
0.0818
-0.289
0.028
-0.003
85.00
4.67
3.20
6.50
1.67
2
26
74.9%
-0.731
0.0598
-0.296
0.024
-0.005
90.00
7.75
7.00
10.70
3.35
1
10
63.9%
-0.957
0.0194
-0.061
0.007
-0.007
95.00
12.68
11.80
15.50
0.00
1
8
176.7%
-0.813
0.0206
-0.574
0.020
-0.007
100.00
15.15
16.70
20.40
0.00
1
9
204.6%
-0.846
0.0157
-0.585
0.017
-0.007
105.00
15.80
22.10
24.50
0.00
2
2
187.0%
-0.922
0.0105
-0.322
0.011
-0.008
115.00
26.00
31.90
35.40
0.00
0
0
283.7%
-0.888
0.0091
-0.650
0.014
-0.009
120.00
31.00
36.70
40.40
0.00
1
0
306.3%
-0.896
0.0080
-0.664
0.013
-0.009
135.00
30.15
51.70
55.40
0.00
0
0
365.6%
-0.914
0.0058
-0.693
0.012
-0.011
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.