thetaOwl

ITT

ITT Inc.Close $186.80EOD only
Max Pain
$190.00
Next expiry Jul 17, 2026
Expected Move
±$11.60
6.2% from close
Price Gap
+3.20
Distance to max pain
IV Rank
10
Low premium
P/C OI
1.29
Slightly put-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

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

Published Snapshot
Jul 2, 2026 close
ITT 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
140.0054.0745.1049.200.001278.3%0.9760.0020-0.0750.0210.052
150.0054.8946.3049.600.0080188.6%0.7830.0043-0.7350.1070.038
165.0032.8921.5024.400.001152.9%0.8970.0093-0.1410.0650.055
170.0028.1416.2019.600.001760.7%0.8070.0123-0.2330.1000.050
175.0036.0620.2023.800.0054105.4%0.6650.0094-0.5140.1330.039
180.0014.597.9010.900.0011247.1%0.6790.0208-0.2340.1310.045
185.008.105.407.700.0053545.0%0.5690.0239-0.2430.1440.038
190.007.803.905.400.0032,43845.2%0.4490.0239-0.2430.1450.030
195.004.101.603.900.00385047.2%0.3440.0213-0.2340.1350.023
200.004.300.053.200.00131052.2%0.2740.0174-0.2330.1220.018
210.000.400.052.60-1.105032851.1%0.1350.0116-0.1480.0790.009
220.000.650.002.550.0055463.7%0.1080.0080-0.1570.0680.007
230.000.800.002.300.0028873.7%0.0870.0059-0.1540.0580.006
240.001.070.002.200.001983.6%0.0750.0046-0.1560.0520.005
250.003.600.001.100.0041681.3%0.0410.0030-0.0940.0320.003
260.000.400.002.150.0017102.3%0.0620.0032-0.1640.0450.004
270.000.400.002.150.0013111.1%0.0570.0028-0.1680.0420.004
280.000.250.002.150.0001119.3%0.0540.0025-0.1720.0400.004

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
115.000.500.002.900.0001161.5%-0.0450.0016-0.1980.035-0.004
120.000.550.003.000.0001150.9%-0.0490.0019-0.2000.037-0.004
130.000.160.002.000.0011116.7%-0.0440.0022-0.1410.034-0.003
145.000.350.002.250.000190.0%-0.0620.0037-0.1430.045-0.005
160.000.500.002.600.0011364.4%-0.0960.0072-0.1410.062-0.007
165.001.010.002.850.0011356.5%-0.1170.0095-0.1420.072-0.009
170.000.750.002.55-2.251458.4%-0.1850.0125-0.1990.098-0.014
175.001.530.902.550.001,0001,14047.2%-0.2210.0172-0.1780.109-0.017
180.001.001.454.900.0010055552.9%-0.3350.0188-0.2440.133-0.026
185.005.504.205.902.4713,22345.0%-0.4310.0239-0.2210.144-0.033
190.004.906.108.800.0065446.5%-0.5490.0233-0.2280.145-0.043
195.008.209.2012.500.0017150.0%-0.6450.0203-0.2280.136-0.051
200.0010.0012.9015.700.00611446.5%-0.7530.0185-0.1730.115-0.060
210.0020.4522.5024.900.0011555.3%-0.8440.0118-0.1520.088-0.070
220.0031.6031.7035.200.0011072.6%-0.8570.0085-0.1910.083-0.075
230.0022.9034.2037.600.00010.0%-1.0000.00000.0270.000-0.088
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.