This page reflects LB options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
LB 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
70.00
18.10
12.50
15.10
0.00
1
1
62.6%
0.955
0.0104
-0.047
0.014
0.020
75.00
14.20
8.20
10.90
0.00
1
11
66.7%
0.842
0.0249
-0.113
0.035
0.018
80.00
5.00
4.00
5.70
1.20
3
39
61.4%
0.683
0.0400
-0.150
0.052
0.016
85.00
2.20
1.70
3.10
0.27
7
27
50.2%
0.446
0.0543
-0.135
0.057
0.011
90.00
0.80
0.35
1.00
0.31
9
67
51.8%
0.223
0.0397
-0.104
0.043
0.005
95.00
0.30
0.00
0.75
0.00
2
37
53.4%
0.093
0.0215
-0.060
0.024
0.002
100.00
0.80
0.00
0.95
0.00
22
130
72.5%
0.088
0.0152
-0.077
0.023
0.002
105.00
0.15
0.00
0.75
0.00
1
18
81.9%
0.064
0.0105
-0.068
0.018
0.002
110.00
0.55
0.00
0.75
0.00
0
0
94.3%
0.056
0.0083
-0.071
0.016
0.001
115.00
0.85
0.00
0.75
0.00
0
1
105.9%
0.051
0.0068
-0.073
0.015
0.001
120.00
0.58
0.00
0.75
0.00
2
2
116.6%
0.047
0.0058
-0.075
0.014
0.001
125.00
0.17
0.00
0.50
0.00
2
2
117.8%
0.031
0.0041
-0.055
0.010
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
45.00
0.05
0.00
2.15
0.00
0
1
249.8%
-0.050
0.0028
-0.169
0.015
-0.002
70.00
0.10
0.00
0.75
0.00
1
7
70.8%
-0.065
0.0123
-0.058
0.018
-0.002
75.00
0.85
0.00
1.30
0.00
1
61
57.9%
-0.127
0.0248
-0.078
0.030
-0.003
80.00
2.70
0.30
3.40
0.00
1
33
56.5%
-0.305
0.0428
-0.127
0.051
-0.008
85.00
6.60
2.05
4.50
0.00
9
21
61.5%
-0.537
0.0445
-0.155
0.058
-0.015
90.00
8.46
5.70
8.20
0.00
5
9
67.6%
-0.713
0.0348
-0.144
0.049
-0.020
95.00
11.50
10.00
12.60
0.00
5
0
76.3%
-0.813
0.0242
-0.126
0.039
-0.024
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.