This page reflects ITRI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
ITRI Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 15)
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
23.00
20.60
24.10
0.00
0
2
0.0%
1.000
0.0000
-0.007
0.000
0.023
70.00
14.60
13.30
17.00
0.00
2
4
112.2%
0.843
0.0129
-0.167
0.040
0.021
75.00
7.10
9.30
12.50
0.00
0
2
61.1%
0.871
0.0207
-0.084
0.035
0.024
80.00
4.50
4.80
7.60
0.00
3
69
69.0%
0.705
0.0300
-0.148
0.058
0.020
85.00
2.85
2.15
4.20
-0.45
9
32
60.3%
0.533
0.0396
-0.148
0.066
0.016
90.00
0.15
0.30
1.25
-1.86
5
117
43.8%
0.278
0.0459
-0.090
0.056
0.009
95.00
0.80
0.05
0.60
0.00
1
38
48.9%
0.139
0.0272
-0.066
0.037
0.004
100.00
0.39
0.00
1.50
0.00
1
161
67.8%
0.128
0.0185
-0.086
0.035
0.004
105.00
0.10
0.05
0.80
0.00
1
169
70.6%
0.075
0.0120
-0.060
0.024
0.002
110.00
2.70
0.00
2.35
0.00
1
308
106.0%
0.130
0.0120
-0.135
0.035
0.004
115.00
0.48
0.00
1.45
0.00
1
2
104.3%
0.086
0.0091
-0.099
0.026
0.003
120.00
1.95
0.00
2.20
0.00
14
19
127.1%
0.106
0.0086
-0.139
0.031
0.003
125.00
1.10
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
-0.000
0.000
0.000
130.00
0.10
0.00
0.15
0.00
4
7
91.4%
0.012
0.0020
-0.017
0.005
0.000
135.00
4.40
0.00
0.00
0.00
0
0
50.0%
0.000
0.0000
-0.000
0.000
0.000
140.00
3.75
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
145.00
0.05
0.00
2.15
0.00
100
101
172.8%
0.081
0.0052
-0.155
0.025
0.002
155.00
0.70
0.00
2.45
0.00
0
1
193.7%
0.083
0.0047
-0.177
0.025
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
60.00
0.35
0.00
2.20
0.00
1
2
141.6%
-0.080
0.0063
-0.124
0.025
-0.003
65.00
1.00
0.00
1.25
0.00
0
1
99.3%
-0.068
0.0079
-0.077
0.022
-0.002
70.00
0.75
0.00
2.50
0.00
3
18
96.3%
-0.127
0.0130
-0.118
0.035
-0.005
75.00
0.30
0.15
1.60
0.00
58
148
63.2%
-0.136
0.0208
-0.081
0.036
-0.005
80.00
1.25
0.05
3.00
-0.10
1
76
52.5%
-0.252
0.0364
-0.097
0.053
-0.009
85.00
2.40
2.10
3.50
0.00
35
176
51.7%
-0.468
0.0461
-0.117
0.066
-0.017
90.00
10.50
4.40
7.80
0.00
2
12
70.4%
-0.627
0.0323
-0.151
0.063
-0.023
95.00
8.60
8.20
11.50
0.00
1
7
70.2%
-0.764
0.0263
-0.120
0.051
-0.029
100.00
12.43
19.00
21.50
0.00
5
5
151.6%
-0.651
0.0146
-0.325
0.062
-0.029
105.00
14.10
24.30
26.40
0.00
8
8
171.5%
-0.675
0.0126
-0.358
0.060
-0.032
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.