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IR

Ingersoll Rand Inc.Close $70.37EOD only

Max Pain

$80.00

Next expiry Jun 18, 2026

Expected Move

±$5.78

8.2% from close

Price Gap

+9.63

Distance to max pain

IV Rank

Middle-high premium

P/C OI

0.66

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: May 20, 2026 close

End-of-day snapshot

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

Published Snapshot

May 20, 2026 close

IR Options Chain

Data as of market close May 20, 2026

Expiration

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

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
65.00	6.20	5.90	6.70	0.79	2	4	43.4%	0.770	0.0353	-0.051	0.060	0.038
70.00	2.30	2.95	3.30	0.20	1	45	38.8%	0.553	0.0514	-0.057	0.078	0.028
75.00	1.10	0.85	1.25	0.29	2	44	36.3%	0.295	0.0479	-0.045	0.068	0.015
80.00	0.20	0.10	0.90	0.00	3	119	46.6%	0.188	0.0292	-0.044	0.054	0.010
85.00	0.20	0.00	1.00	0.00	4	26	50.4%	0.108	0.0186	-0.033	0.037	0.006
90.00	0.46	0.00	0.95	0.00	1	215	60.2%	0.089	0.0135	-0.034	0.032	0.005
95.00	0.57	0.00	0.90	0.00	10	1,079	68.8%	0.076	0.0105	-0.034	0.028	0.004
100.00	0.08	0.00	0.85	0.00	2	43	76.6%	0.066	0.0085	-0.034	0.026	0.003
105.00	0.06	0.00	0.85	0.00	43	930	84.5%	0.061	0.0072	-0.035	0.024	0.003
110.00	0.38	0.00	0.00	0.00	1	0	25.0%	0.000	0.0000	0.000	0.000	0.000
115.00	0.35	0.00	0.00	0.00	100	0	25.0%	0.000	0.0000	0.000	0.000	0.000
120.00	0.08	0.00	0.80	0.00	1	1	104.1%	0.048	0.0049	-0.036	0.020	0.002

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
50.00	0.70	0.00	0.00	0.00	15	0	25.0%	0.000	0.0000	0.000	0.000	0.000
55.00	0.40	0.00	1.25	0.00	1	5	68.9%	-0.083	0.0112	-0.035	0.030	-0.005
60.00	0.54	0.10	0.85	0.00	1	315	55.4%	-0.131	0.0194	-0.039	0.042	-0.008
65.00	1.25	0.75	1.20	0.00	2	23	41.3%	-0.221	0.0362	-0.040	0.059	-0.013
70.00	2.55	2.50	2.80	-0.80	112	638	37.2%	-0.446	0.0536	-0.046	0.078	-0.027
75.00	6.40	5.40	5.70	0.00	1	167	33.7%	-0.722	0.0503	-0.032	0.067	-0.045
80.00	5.30	9.40	11.00	0.00	15	104	54.7%	-0.768	0.0281	-0.049	0.061	-0.051
85.00	10.19	12.80	16.90	0.00	1	1	83.7%	-0.748	0.0192	-0.083	0.063	-0.055
90.00	20.15	17.90	21.60	0.00	2	28	91.9%	-0.790	0.0158	-0.082	0.057	-0.061
95.00	12.00	22.90	26.50	0.00	1	78	101.8%	-0.813	0.0133	-0.084	0.053	-0.066
100.00	14.40	0.00	0.00	0.00	2	0	0.0%	-1.000	0.0000	0.012	0.000	-0.079

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.