This page reflects LH options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
LH 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
220.00
42.82
35.80
39.20
0.00
0
20
45.9%
0.904
0.0051
-0.121
0.124
0.153
240.00
19.10
18.00
20.20
0.00
1
2
31.3%
0.810
0.0120
-0.129
0.197
0.149
250.00
10.66
11.00
12.20
0.00
3
4
27.4%
0.678
0.0180
-0.142
0.260
0.129
260.00
5.60
5.30
6.80
0.10
1
161
27.1%
0.481
0.0202
-0.149
0.289
0.093
270.00
1.80
2.15
3.30
0.00
2
171
26.8%
0.292
0.0177
-0.123
0.249
0.057
280.00
1.15
0.85
1.65
0.45
8
9
28.1%
0.164
0.0121
-0.091
0.179
0.032
290.00
0.40
0.15
0.95
-0.07
4
6
30.5%
0.096
0.0077
-0.068
0.124
0.019
300.00
0.21
0.00
0.80
-3.54
2
2
35.3%
0.073
0.0054
-0.063
0.101
0.014
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
180.00
0.55
0.00
1.60
0.00
1
1
73.0%
-0.032
0.0013
-0.064
0.051
-0.007
185.00
0.48
0.00
1.50
0.00
2
2
67.4%
-0.032
0.0015
-0.059
0.052
-0.007
210.00
0.60
0.00
0.95
0.00
1
2
47.7%
-0.054
0.0032
-0.064
0.079
-0.012
220.00
0.55
0.15
0.85
-0.07
1
10
37.8%
-0.060
0.0043
-0.054
0.086
-0.013
230.00
1.26
0.80
1.95
0.00
4
4
37.3%
-0.124
0.0076
-0.091
0.148
-0.027
240.00
2.42
1.75
2.95
-0.58
1
68
32.2%
-0.196
0.0119
-0.105
0.201
-0.042
250.00
5.70
3.70
5.40
0.00
1
217
29.7%
-0.333
0.0169
-0.124
0.264
-0.072
260.00
12.25
7.90
9.80
0.00
10
12
28.6%
-0.516
0.0192
-0.126
0.289
-0.113
270.00
18.38
14.90
16.50
0.00
25
26
29.3%
-0.690
0.0166
-0.106
0.256
-0.154
280.00
16.70
23.10
26.00
0.00
1
1
36.8%
-0.766
0.0115
-0.115
0.222
-0.177
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.