This page reflects LHX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
LHX 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 7)
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
225.00
21.00
10.60
13.70
0.00
3
3
46.0%
0.798
0.0187
-0.324
0.092
0.034
235.00
4.24
3.70
5.00
-1.66
3
6
29.8%
0.581
0.0400
-0.288
0.128
0.025
240.00
2.50
1.30
2.55
-0.50
5
82
28.6%
0.375
0.0405
-0.264
0.124
0.017
242.50
2.03
0.80
1.60
0.00
3
5
27.2%
0.270
0.0371
-0.218
0.108
0.012
245.00
0.80
0.05
1.00
-0.60
48
11
26.8%
0.185
0.0303
-0.172
0.087
0.008
247.50
1.05
0.00
1.65
0.00
3
7
38.1%
0.209
0.0230
-0.262
0.094
0.009
250.00
0.40
0.00
0.75
0.00
2
49
32.7%
0.120
0.0187
-0.156
0.066
0.005
255.00
0.10
0.05
0.15
-0.10
12
78
28.2%
0.030
0.0074
-0.046
0.023
0.001
257.50
0.20
0.00
0.10
0.00
100
100
29.1%
0.020
0.0050
-0.033
0.016
0.001
260.00
1.50
0.00
1.20
0.00
11
82
54.6%
0.115
0.0109
-0.251
0.064
0.005
265.00
0.05
0.00
0.25
0.00
4
91
43.4%
0.033
0.0051
-0.075
0.024
0.001
267.50
0.30
0.00
1.50
0.00
0
1
58.2%
0.070
0.0071
-0.185
0.044
0.003
270.00
1.30
0.00
1.50
0.00
0
1
61.4%
0.067
0.0064
-0.188
0.042
0.003
275.00
1.55
0.00
1.50
0.00
1
13
67.7%
0.061
0.0054
-0.193
0.039
0.003
280.00
1.55
0.00
1.50
0.00
1
3
73.8%
0.056
0.0047
-0.197
0.037
0.002
285.00
1.52
0.00
1.90
0.00
0
2
83.9%
0.062
0.0045
-0.243
0.040
0.003
305.00
1.95
0.00
0.30
0.00
0
30
77.9%
0.011
0.0011
-0.053
0.009
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
225.00
0.40
0.00
1.55
0.00
6
8
40.5%
-0.174
0.0193
-0.238
0.084
-0.008
230.00
0.95
0.55
1.35
-0.20
7
7
27.3%
-0.215
0.0327
-0.181
0.096
-0.010
235.00
3.20
1.85
3.30
1.27
3
52
29.1%
-0.417
0.0410
-0.254
0.128
-0.019
237.50
3.38
3.20
4.10
-0.78
3
6
26.0%
-0.526
0.0468
-0.227
0.130
-0.025
240.00
4.75
4.30
5.80
-1.77
34
7
27.5%
-0.631
0.0419
-0.224
0.124
-0.030
242.50
7.77
5.80
8.70
0.00
4
5
37.0%
-0.670
0.0299
-0.294
0.119
-0.032
245.00
7.20
7.80
10.20
0.00
6
9
34.4%
-0.755
0.0279
-0.231
0.103
-0.036
250.00
13.19
12.70
14.50
0.00
3
15
37.0%
-0.849
0.0193
-0.178
0.077
-0.041
252.50
17.00
14.80
17.60
2.00
2
2
48.0%
-0.824
0.0164
-0.266
0.085
-0.041
255.00
15.50
17.10
20.00
0.00
1
6
51.4%
-0.843
0.0143
-0.263
0.079
-0.042
260.00
23.24
22.10
25.00
0.00
3
0
59.7%
-0.862
0.0113
-0.281
0.072
-0.044
265.00
9.70
26.70
30.00
0.00
1
0
67.5%
-0.876
0.0092
-0.295
0.067
-0.045
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.