This page reflects IRDM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
IRDM 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
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
25.00
15.90
18.50
22.30
0.00
0
2
109.8%
0.981
0.0032
-0.014
0.006
0.019
30.00
12.40
13.90
16.40
0.00
1
25
138.4%
0.896
0.0102
-0.058
0.023
0.019
35.00
9.36
9.30
11.60
-0.21
12
96
57.8%
0.954
0.0131
-0.016
0.012
0.026
40.00
7.00
6.50
7.20
1.20
120
953
74.3%
0.762
0.0326
-0.054
0.039
0.022
45.00
4.20
4.10
4.40
0.84
213
8,324
79.7%
0.562
0.0387
-0.072
0.050
0.017
50.00
2.35
2.30
2.50
0.45
221
4,459
80.2%
0.378
0.0371
-0.069
0.049
0.012
55.00
1.34
1.25
1.40
0.37
105
101
81.7%
0.237
0.0296
-0.057
0.039
0.008
60.00
0.82
0.45
1.10
0.17
9
63
85.0%
0.149
0.0214
-0.044
0.030
0.005
65.00
0.65
0.05
0.65
0.30
9
134
82.4%
0.077
0.0137
-0.027
0.018
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
25.00
0.25
0.00
0.60
0.00
1
8
130.7%
-0.035
0.0047
-0.022
0.010
-0.001
30.00
0.16
0.05
0.25
-0.04
54
400
83.2%
-0.030
0.0063
-0.012
0.009
-0.001
35.00
0.61
0.40
0.90
-0.11
48
621
82.2%
-0.107
0.0176
-0.033
0.024
-0.004
40.00
1.59
1.35
1.80
-0.56
509
1,656
74.5%
-0.238
0.0326
-0.049
0.040
-0.010
45.00
3.80
3.20
4.10
-0.90
4
306
73.5%
-0.440
0.0420
-0.061
0.050
-0.019
50.00
7.15
6.40
7.40
-0.85
1
13
75.8%
-0.634
0.0389
-0.059
0.048
-0.028
55.00
10.90
10.30
11.20
-2.75
1
1
74.1%
-0.791
0.0304
-0.041
0.037
-0.037
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.