This page reflects KVYO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
KVYO 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
7.50
7.58
8.10
10.30
0.00
6
20
434.4%
0.917
0.0107
-0.079
0.005
0.002
10.00
6.34
5.60
7.20
0.00
8
40
212.9%
0.929
0.0192
-0.035
0.004
0.003
12.50
4.40
4.20
4.60
0.50
2
359
50.0%
0.999
0.0017
-0.002
0.000
0.005
15.00
2.05
1.95
2.15
0.27
18
1,752
57.8%
0.870
0.1108
-0.016
0.007
0.005
17.50
0.61
0.50
0.65
0.11
505
7,606
60.5%
0.413
0.1943
-0.029
0.013
0.002
20.00
0.10
0.10
0.15
0.02
68
3,256
66.4%
0.112
0.0865
-0.015
0.006
0.001
22.50
0.05
0.00
0.05
0.00
50
605
71.1%
0.024
0.0242
-0.005
0.002
0.000
25.00
0.05
0.00
0.10
-0.05
10
568
103.1%
0.034
0.0219
-0.009
0.002
0.000
27.50
0.29
0.00
0.10
0.00
50
383
122.7%
0.029
0.0162
-0.010
0.002
0.000
30.00
0.03
0.00
0.10
0.00
4
4,777
139.8%
0.025
0.0128
-0.010
0.002
0.000
32.50
0.10
0.00
0.75
0.00
2
616
227.7%
0.108
0.0246
-0.050
0.006
0.001
35.00
0.05
0.00
0.75
0.00
100
500
245.1%
0.101
0.0219
-0.052
0.006
0.001
37.50
0.07
0.00
0.75
0.00
3
369
260.9%
0.097
0.0198
-0.053
0.006
0.001
40.00
0.09
0.00
0.75
0.00
1
500
275.4%
0.093
0.0182
-0.054
0.005
0.000
42.50
0.45
0.00
0.00
0.00
10
0
50.0%
0.000
0.0000
0.000
0.000
0.000
45.00
0.05
0.00
0.75
0.00
1
6
301.2%
0.086
0.0158
-0.056
0.005
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
7.50
0.15
0.00
0.75
0.00
0
1
325.0%
-0.055
0.0104
-0.043
0.004
-0.000
10.00
0.10
0.00
0.15
0.00
1
933
153.1%
-0.028
0.0128
-0.012
0.002
-0.000
12.50
0.05
0.00
0.05
0.00
10
3,583
78.1%
-0.020
0.0185
-0.004
0.002
-0.000
15.00
0.25
0.20
0.30
-0.15
264
1,372
69.7%
-0.170
0.1097
-0.021
0.008
-0.001
17.50
1.25
1.15
1.30
-0.45
44
484
64.3%
-0.580
0.1838
-0.028
0.013
-0.004
20.00
3.31
3.00
3.80
-0.54
1
826
87.7%
-0.812
0.0929
-0.026
0.009
-0.007
22.50
8.55
5.30
6.90
0.00
2
33
145.1%
-0.805
0.0574
-0.045
0.009
-0.008
25.00
11.44
7.80
9.40
0.00
3
24
176.0%
-0.831
0.0432
-0.050
0.008
-0.009
27.50
14.20
10.30
11.90
0.00
153
122
202.0%
-0.848
0.0351
-0.053
0.008
-0.010
30.00
11.15
0.00
0.00
0.00
4
0
0.0%
-1.000
0.0000
0.004
0.000
-0.011
32.50
6.10
10.80
11.30
0.00
0
1
0.0%
-1.000
0.0000
0.004
0.000
-0.012
45.00
13.38
20.40
24.10
0.00
0
1
0.0%
-1.000
0.0000
0.005
0.000
-0.017
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.