This page reflects LHX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
LHX 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 8)
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
282.50
9.90
18.50
21.00
0.00
0
3
43.3%
0.877
0.0112
-0.292
0.085
0.047
287.50
8.62
13.10
16.60
0.00
1
4
40.5%
0.822
0.0154
-0.342
0.109
0.044
292.50
5.49
9.60
11.90
0.00
1
7
33.8%
0.767
0.0216
-0.334
0.128
0.042
295.00
8.17
8.10
10.30
3.97
2
6
34.8%
0.703
0.0238
-0.383
0.145
0.039
300.00
6.05
4.80
6.70
3.75
13
8
31.5%
0.579
0.0297
-0.388
0.164
0.032
302.50
4.65
2.85
5.50
1.15
10
11
32.0%
0.503
0.0298
-0.399
0.167
0.028
305.00
3.40
2.55
4.10
2.40
21
9
30.3%
0.425
0.0309
-0.370
0.164
0.024
310.00
1.58
1.00
2.35
0.67
16
57
30.0%
0.280
0.0268
-0.311
0.141
0.016
312.50
1.37
0.85
1.80
0.17
8
5
30.4%
0.222
0.0234
-0.278
0.124
0.013
315.00
1.24
0.20
1.60
0.35
3
11
32.7%
0.188
0.0197
-0.271
0.113
0.011
320.00
0.30
0.00
1.25
-6.29
3
1
36.7%
0.137
0.0143
-0.245
0.092
0.008
325.00
0.40
0.05
2.85
0.00
1
101
57.3%
0.191
0.0114
-0.473
0.114
0.011
330.00
1.36
0.00
1.55
0.00
2
3
52.4%
0.121
0.0092
-0.319
0.084
0.007
335.00
1.50
0.05
0.90
0.00
2
2
50.5%
0.076
0.0068
-0.218
0.060
0.004
340.00
1.20
0.05
2.75
0.00
0
1
62.4%
0.094
0.0064
-0.315
0.070
0.005
350.00
1.00
0.00
2.75
0.00
0
1
72.7%
0.080
0.0049
-0.326
0.062
0.004
355.00
0.10
0.00
1.25
-0.75
8
8
65.4%
0.042
0.0033
-0.176
0.037
0.002
365.00
0.05
0.00
2.75
0.00
1
30
87.5%
0.068
0.0036
-0.344
0.055
0.004
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
265.00
0.31
0.00
0.05
0.00
20
20
37.7%
-0.005
0.0010
-0.017
0.006
-0.000
275.00
3.30
0.00
0.25
0.00
0
1
36.2%
-0.028
0.0042
-0.068
0.027
-0.002
277.50
2.10
0.00
0.35
0.00
5
11
35.7%
-0.039
0.0057
-0.089
0.036
-0.002
280.00
0.19
0.00
0.30
-0.74
1
3
31.6%
-0.038
0.0062
-0.077
0.035
-0.002
282.50
0.37
0.05
0.40
-2.65
2
3
30.5%
-0.052
0.0083
-0.095
0.044
-0.003
285.00
0.50
0.30
0.70
-1.21
9
3
31.5%
-0.085
0.0118
-0.144
0.065
-0.005
287.50
2.35
0.25
1.05
0.00
14
15
31.8%
-0.122
0.0152
-0.188
0.085
-0.007
290.00
1.13
0.85
2.25
-2.27
2
13
37.8%
-0.206
0.0180
-0.314
0.119
-0.012
292.50
7.20
1.20
2.25
0.00
0
2
33.2%
-0.229
0.0218
-0.292
0.127
-0.014
300.00
11.60
3.60
5.70
0.00
2
3
37.6%
-0.431
0.0250
-0.426
0.164
-0.026
335.00
42.05
31.60
35.30
0.00
1
0
66.6%
-0.857
0.0081
-0.414
0.094
-0.056
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.