This page reflects KWR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
KWR Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
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
140.00
21.57
19.80
23.50
0.00
1
0
56.3%
0.932
0.0083
-0.109
0.037
0.039
150.00
8.80
10.30
14.00
0.00
2
2
63.7%
0.761
0.0174
-0.264
0.087
0.033
155.00
5.90
5.80
9.30
0.00
2
3
50.6%
0.690
0.0250
-0.239
0.099
0.031
160.00
3.60
3.20
6.00
0.00
3
10
47.0%
0.554
0.0301
-0.246
0.110
0.025
165.00
2.20
1.25
2.45
0.00
1
29
35.0%
0.364
0.0384
-0.174
0.105
0.017
170.00
2.35
0.00
4.90
0.00
1
13
72.3%
0.360
0.0185
-0.350
0.105
0.016
175.00
2.35
0.00
4.90
0.00
1
11
61.2%
0.237
0.0180
-0.244
0.086
0.011
180.00
2.75
0.00
4.90
0.00
3
11
72.2%
0.208
0.0142
-0.266
0.080
0.009
185.00
3.50
0.00
0.00
0.00
1
0
12.5%
0.000
0.0000
0.000
0.000
0.000
190.00
2.30
0.00
0.00
0.00
0
0
25.0%
0.000
0.0000
-0.000
0.000
0.000
195.00
0.85
0.00
4.80
0.00
0
1
100.0%
0.157
0.0086
-0.308
0.067
0.007
200.00
1.86
0.00
0.00
0.00
0
0
25.0%
0.000
0.0000
-0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
95.00
1.35
0.00
0.00
0.00
0
0
50.0%
0.000
0.0000
0.000
0.000
0.000
100.00
4.10
0.05
5.00
0.00
1
5
212.8%
-0.070
0.0022
-0.360
0.037
-0.004
120.00
2.35
0.00
0.00
0.00
1
0
25.0%
0.000
0.0000
0.000
0.000
0.000
130.00
0.30
0.00
4.90
0.00
1
2
116.2%
-0.121
0.0062
-0.295
0.056
-0.007
135.00
0.55
0.00
4.90
0.00
0
1
101.7%
-0.137
0.0077
-0.280
0.061
-0.007
140.00
0.85
0.00
4.90
0.00
0
1
87.3%
-0.157
0.0098
-0.263
0.067
-0.008
145.00
0.70
0.00
4.90
0.00
1
6
72.9%
-0.183
0.0130
-0.242
0.074
-0.010
150.00
2.00
0.00
4.90
0.00
1
171
58.2%
-0.222
0.0183
-0.216
0.083
-0.011
155.00
4.00
0.85
4.70
0.00
1
10
64.2%
-0.341
0.0204
-0.292
0.103
-0.018
160.00
5.90
2.00
4.90
0.00
1
8
46.6%
-0.445
0.0303
-0.225
0.110
-0.023
165.00
9.70
4.90
6.90
0.00
1
13
39.5%
-0.618
0.0345
-0.179
0.107
-0.032
170.00
10.60
7.50
11.70
0.00
1
6
52.1%
-0.705
0.0237
-0.214
0.096
-0.038
175.00
12.30
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.021
0.000
-0.053
200.00
36.00
37.00
41.10
0.00
0
0
55.5%
-0.986
0.0024
-0.002
0.010
-0.060
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.