Iron Mountain Incorporated (DelClose $113.39EOD only
Max Pain
$113.00
Next expiry Oct 9, 2026
Expected Move
±$1.02
0.9% from close
Price Gap
-0.39
Distance to max pain
IV Rank
11
Low premium
P/C OI
0.48
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Oct 2, 2026 close
End-of-day snapshot
This page reflects IRM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
IRM Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 7)
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
109.00
6.20
4.30
6.00
0.00
0
1
51.1%
0.727
0.0414
-0.200
0.052
0.015
110.00
6.20
3.50
5.10
0.00
0
1
47.2%
0.695
0.0472
-0.194
0.055
0.014
111.00
2.65
2.95
4.30
0.22
1
3
44.6%
0.652
0.0529
-0.193
0.058
0.013
114.00
1.37
1.15
2.15
0.00
2
1
36.4%
0.474
0.0697
-0.169
0.063
0.010
115.00
0.85
0.85
3.20
0.19
5
1,036
58.6%
0.451
0.0430
-0.266
0.062
0.009
116.00
0.60
0.35
1.05
-0.15
4
7
31.0%
0.312
0.0727
-0.127
0.056
0.007
118.00
0.45
0.15
0.85
0.10
12
4
36.7%
0.229
0.0525
-0.128
0.048
0.005
119.00
0.38
0.10
0.60
0.18
1
2
35.7%
0.175
0.0459
-0.105
0.040
0.004
120.00
0.35
0.05
0.50
-0.02
4
27
37.1%
0.144
0.0390
-0.096
0.036
0.003
121.00
0.18
0.05
0.30
-1.87
5
4
34.9%
0.096
0.0311
-0.068
0.027
0.002
122.00
0.08
0.05
0.15
-0.27
29
40
32.1%
0.054
0.0218
-0.040
0.017
0.001
123.00
0.83
0.00
0.75
0.00
1
2
53.8%
0.148
0.0274
-0.141
0.036
0.003
124.00
0.58
0.00
0.75
0.00
1
2
57.2%
0.140
0.0248
-0.145
0.035
0.003
125.00
0.80
0.00
0.95
0.00
1
2
52.8%
0.099
0.0211
-0.105
0.027
0.002
127.00
1.10
0.00
0.95
0.00
0
28
58.9%
0.090
0.0176
-0.109
0.026
0.002
130.00
0.20
0.00
0.85
0.00
1
6
65.6%
0.074
0.0135
-0.104
0.022
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
102.00
0.18
0.00
0.25
0.00
2
0
49.0%
-0.054
0.0143
-0.060
0.017
-0.001
104.00
0.11
0.00
0.50
-0.29
3
5
50.6%
-0.100
0.0221
-0.098
0.028
-0.002
105.00
0.18
0.05
0.45
-0.40
4
2
45.1%
-0.101
0.0250
-0.088
0.028
-0.002
106.00
0.18
0.05
0.55
-0.05
2
0
43.8%
-0.124
0.0298
-0.099
0.032
-0.003
107.00
0.25
0.05
1.00
-0.66
3
2
49.8%
-0.187
0.0344
-0.148
0.042
-0.004
108.00
0.45
0.05
0.60
-0.75
2
7
36.5%
-0.158
0.0420
-0.097
0.038
-0.004
109.00
0.46
0.25
0.90
-1.09
5
4
38.2%
-0.215
0.0487
-0.122
0.046
-0.005
112.00
1.23
0.75
1.65
-2.29
25
1
34.2%
-0.382
0.0709
-0.141
0.060
-0.009
113.00
1.80
0.25
1.80
-1.40
1
16
29.8%
-0.451
0.0847
-0.126
0.062
-0.010
120.00
7.25
5.60
7.60
0.00
1
3
47.8%
-0.791
0.0383
-0.143
0.045
-0.019
121.00
10.80
6.60
8.60
0.00
0
0
51.8%
-0.805
0.0339
-0.148
0.043
-0.019
122.00
8.50
7.60
9.60
0.00
0
0
55.6%
-0.816
0.0304
-0.154
0.042
-0.020
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.