This page reflects KRMN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
KRMN 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
30.00
22.26
24.30
27.40
0.00
15
7
249.1%
0.938
0.0044
-0.123
0.013
0.010
35.00
10.00
19.70
22.10
0.00
2
27
180.7%
0.937
0.0062
-0.092
0.014
0.012
40.00
18.49
14.70
17.10
4.24
1
15
139.6%
0.919
0.0097
-0.087
0.017
0.013
45.00
13.70
10.00
12.00
4.22
1
759
97.6%
0.900
0.0163
-0.072
0.019
0.015
50.00
6.92
5.90
7.50
0.89
18
335
50.8%
0.898
0.0317
-0.041
0.020
0.017
55.00
4.00
2.90
4.00
0.90
41
237
60.2%
0.611
0.0577
-0.095
0.042
0.012
60.00
1.52
1.25
1.80
0.02
31
475
63.8%
0.336
0.0518
-0.094
0.040
0.007
65.00
0.55
0.45
0.85
0.11
24
123
68.0%
0.161
0.0325
-0.066
0.027
0.003
70.00
0.25
0.00
0.55
0.05
11
443
71.8%
0.072
0.0174
-0.039
0.015
0.001
75.00
0.05
0.05
0.15
-0.05
1
32
73.2%
0.028
0.0080
-0.019
0.007
0.001
80.00
0.05
0.00
0.30
-0.30
5
22
92.4%
0.033
0.0073
-0.027
0.008
0.001
85.00
0.10
0.00
0.75
0.00
1
11
124.2%
0.059
0.0086
-0.058
0.013
0.001
90.00
1.00
0.00
1.15
0.00
22
33
149.9%
0.075
0.0085
-0.084
0.016
0.001
95.00
0.70
0.00
0.40
0.00
2
2
133.2%
0.031
0.0048
-0.037
0.008
0.001
100.00
0.70
0.00
0.80
0.00
0
1
162.1%
0.050
0.0058
-0.067
0.011
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.18
0.00
0.25
0.00
0
12
159.0%
-0.014
0.0021
-0.023
0.004
-0.000
35.00
0.28
0.00
0.75
0.00
4
65
153.7%
-0.041
0.0052
-0.053
0.010
-0.001
40.00
0.10
0.05
0.15
0.00
20
107
89.8%
-0.020
0.0049
-0.017
0.005
-0.000
45.00
0.30
0.20
1.35
-0.10
10
1,151
104.1%
-0.112
0.0166
-0.077
0.021
-0.003
50.00
1.00
0.05
1.20
-0.20
24
124
62.7%
-0.147
0.0332
-0.056
0.025
-0.003
55.00
2.35
2.35
3.20
-0.81
17
70
75.9%
-0.401
0.0461
-0.113
0.043
-0.010
60.00
5.40
4.40
6.50
-1.00
9
78
70.8%
-0.644
0.0477
-0.099
0.041
-0.016
65.00
10.50
8.50
10.70
0.00
2
5
78.4%
-0.800
0.0324
-0.080
0.031
-0.021
70.00
19.85
12.20
15.30
0.00
5
2
60.5%
-0.960
0.0128
-0.013
0.009
-0.026
75.00
19.05
18.00
20.40
-9.25
1
5
104.8%
-0.900
0.0152
-0.064
0.019
-0.027
80.00
25.90
23.00
25.50
0.00
2
0
123.7%
-0.906
0.0123
-0.073
0.019
-0.029
85.00
31.30
28.00
30.70
0.00
6
0
143.8%
-0.905
0.0106
-0.086
0.019
-0.031
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.