This page reflects JACK options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
JACK 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
2.50
8.85
6.80
10.80
0.00
2
1
341.4%
0.979
0.0046
-0.009
0.002
0.002
5.00
8.90
4.10
8.30
0.00
4
12
143.8%
0.986
0.0079
-0.003
0.001
0.004
7.50
3.50
1.70
5.80
0.00
14
16
95.3%
0.948
0.0352
-0.006
0.003
0.005
10.00
1.25
1.50
1.75
0.00
18
125
76.6%
0.738
0.1352
-0.014
0.010
0.005
12.50
0.54
0.35
0.55
-0.01
134
786
72.1%
0.332
0.1599
-0.015
0.011
0.003
15.00
0.15
0.10
0.20
0.05
1
720
81.6%
0.125
0.0800
-0.009
0.006
0.001
17.50
0.05
0.00
0.25
0.00
4
210
105.1%
0.088
0.0481
-0.009
0.005
0.001
20.00
0.07
0.00
0.10
-0.18
165
691
107.0%
0.038
0.0248
-0.005
0.003
0.000
22.50
0.05
0.00
1.15
0.00
2
158
211.7%
0.192
0.0410
-0.032
0.009
0.001
25.00
0.08
0.00
0.05
0.00
1
34
125.0%
0.018
0.0112
-0.003
0.001
0.000
27.50
0.10
0.00
1.15
0.00
1
34
247.1%
0.173
0.0330
-0.035
0.008
0.001
30.00
0.15
0.00
0.10
0.00
1
286
162.5%
0.027
0.0123
-0.006
0.002
0.000
32.50
0.25
0.00
0.35
0.00
5
37
211.3%
0.068
0.0198
-0.015
0.004
0.000
35.00
0.05
0.00
0.30
0.00
20
152
215.6%
0.058
0.0171
-0.014
0.004
0.000
37.50
0.55
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
5.00
0.05
0.00
0.00
-0.07
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
7.50
0.06
0.00
0.55
0.00
1
368
134.8%
-0.106
0.0432
-0.013
0.006
-0.001
10.00
0.40
0.35
0.55
0.00
1
760
76.2%
-0.262
0.1357
-0.013
0.010
-0.003
12.50
1.75
1.65
1.85
0.05
7
326
69.5%
-0.677
0.1640
-0.012
0.011
-0.007
15.00
3.93
3.50
4.00
0.00
2
246
84.8%
-0.864
0.0816
-0.008
0.007
-0.011
17.50
6.26
4.70
6.90
-0.17
2
139
162.3%
-0.772
0.0591
-0.025
0.010
-0.012
20.00
8.97
6.80
10.70
0.00
3
325
304.7%
-0.597
0.0404
-0.062
0.012
-0.014
22.50
10.50
9.20
13.20
0.00
1
9
329.5%
-0.613
0.0369
-0.066
0.012
-0.016
25.00
12.92
11.20
13.10
0.00
1
4
0.0%
-1.000
0.0000
0.003
0.000
-0.020
27.50
9.55
7.30
9.00
0.00
3
16
0.0%
-1.000
0.0000
0.003
0.000
-0.022
30.00
18.10
16.70
20.70
0.00
1
0
385.4%
-0.642
0.0308
-0.075
0.012
-0.022
32.50
13.27
11.40
13.80
0.00
0
1
0.0%
-1.000
0.0000
0.004
0.000
-0.026
35.00
23.00
21.70
25.70
0.00
0
0
413.1%
-0.654
0.0284
-0.079
0.012
-0.026
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.