This page reflects ITT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
ITT Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
155.00
56.12
61.60
64.30
0.00
1
1
163.7%
0.991
0.0008
-0.149
0.005
0.013
175.00
49.30
41.70
44.50
0.00
0
2
121.1%
0.980
0.0021
-0.216
0.010
0.014
180.00
44.30
37.10
39.60
0.00
0
1
118.9%
0.966
0.0032
-0.319
0.015
0.014
190.00
33.70
27.40
29.00
0.00
10
314
86.2%
0.963
0.0048
-0.252
0.016
0.015
195.00
18.25
21.70
24.50
0.00
1
984
69.6%
0.963
0.0060
-0.209
0.016
0.015
200.00
16.64
16.50
19.60
0.14
1
88
55.1%
0.958
0.0083
-0.186
0.018
0.016
210.00
7.63
7.60
9.50
0.00
5
323
52.7%
0.783
0.0283
-0.528
0.058
0.013
220.00
3.00
1.25
2.45
0.00
1
121
38.2%
0.390
0.0509
-0.492
0.076
0.007
230.00
0.45
0.00
2.40
0.00
1
25
55.6%
0.144
0.0207
-0.419
0.045
0.003
240.00
0.73
0.00
1.40
0.00
2
3
69.7%
0.066
0.0093
-0.295
0.025
0.001
250.00
0.30
0.00
2.20
0.00
2
17
101.0%
0.072
0.0069
-0.457
0.027
0.001
270.00
0.25
0.00
2.15
0.00
1
3
138.9%
0.050
0.0038
-0.472
0.020
0.001
290.00
0.10
0.00
2.15
0.00
1
2
172.4%
0.040
0.0025
-0.485
0.017
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
140.00
0.35
0.00
2.15
0.00
1
3
261.6%
-0.024
0.0011
-0.482
0.011
-0.000
145.00
0.35
0.00
2.15
0.00
0
2
244.1%
-0.026
0.0012
-0.480
0.012
-0.001
150.00
0.35
0.00
2.15
0.00
1
2
227.1%
-0.028
0.0014
-0.477
0.013
-0.001
155.00
0.12
0.00
2.15
0.00
3
5
210.5%
-0.030
0.0017
-0.474
0.014
-0.001
160.00
0.12
0.00
2.15
0.00
1
4
194.3%
-0.033
0.0019
-0.470
0.015
-0.001
165.00
0.72
0.00
2.15
0.00
1
5
178.4%
-0.036
0.0023
-0.466
0.016
-0.001
170.00
0.20
0.00
1.15
0.00
50
53
142.2%
-0.024
0.0020
-0.260
0.011
-0.000
175.00
0.10
0.00
1.40
0.00
4
4
133.8%
-0.031
0.0027
-0.309
0.014
-0.001
180.00
0.08
0.00
1.15
0.00
1
1,615
114.7%
-0.030
0.0030
-0.255
0.013
-0.001
185.00
1.43
0.00
1.20
0.00
2
364
102.1%
-0.035
0.0039
-0.261
0.015
-0.001
190.00
0.50
0.00
2.15
0.00
1
71
102.8%
-0.066
0.0063
-0.430
0.025
-0.001
195.00
0.45
0.00
1.40
0.00
10
146
78.2%
-0.056
0.0073
-0.288
0.022
-0.001
200.00
0.19
0.00
1.75
-0.36
1
513
68.6%
-0.081
0.0111
-0.336
0.030
-0.001
210.00
1.45
0.00
1.80
0.00
1
24
52.3%
-0.215
0.0284
-0.497
0.058
-0.004
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.