This page reflects LII options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
LII 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 15)
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
500.00
34.05
68.10
74.60
0.00
1
3
59.7%
0.884
0.0029
-0.515
0.218
0.165
510.00
63.40
58.50
65.90
0.00
1
2
58.1%
0.853
0.0035
-0.583
0.257
0.161
520.00
35.92
49.40
56.00
0.00
1
2
51.7%
0.835
0.0043
-0.561
0.277
0.161
530.00
51.41
40.40
46.90
0.00
1
2
47.5%
0.801
0.0053
-0.576
0.311
0.157
540.00
44.55
32.40
38.10
0.00
1
28
43.5%
0.757
0.0064
-0.589
0.349
0.151
550.00
15.28
24.30
30.50
0.00
6
10
41.6%
0.692
0.0076
-0.626
0.393
0.140
560.00
22.89
19.20
24.00
0.00
2
4
40.6%
0.612
0.0085
-0.659
0.428
0.125
570.00
7.70
12.60
20.30
0.00
1
3
44.0%
0.525
0.0081
-0.732
0.444
0.107
580.00
19.00
9.20
15.00
0.00
1
3
42.1%
0.441
0.0084
-0.690
0.440
0.091
590.00
6.00
6.30
12.00
0.00
1
3
43.6%
0.367
0.0077
-0.678
0.420
0.076
600.00
6.35
1.45
9.50
0.00
4
6
44.8%
0.301
0.0070
-0.642
0.389
0.062
610.00
5.05
0.25
9.30
0.00
0
1
50.8%
0.269
0.0058
-0.686
0.369
0.055
630.00
3.20
0.05
4.80
0.00
3
10
48.7%
0.163
0.0045
-0.488
0.274
0.034
660.00
0.75
0.00
4.80
0.00
1
1
51.9%
0.085
0.0027
-0.326
0.173
0.018
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
370.00
1.45
0.00
4.80
0.00
0
1
128.5%
-0.032
0.0005
-0.367
0.080
-0.008
380.00
2.54
0.00
4.80
0.00
0
1
121.8%
-0.034
0.0006
-0.363
0.084
-0.008
400.00
4.03
0.00
4.80
0.00
0
2
108.8%
-0.038
0.0007
-0.354
0.092
-0.009
420.00
4.98
0.00
4.80
0.00
0
1
96.3%
-0.042
0.0008
-0.344
0.101
-0.010
450.00
6.00
0.00
3.00
0.00
2
2
70.7%
-0.037
0.0010
-0.225
0.090
-0.009
460.00
5.56
0.00
4.80
0.00
1
1
72.4%
-0.055
0.0014
-0.319
0.125
-0.013
480.00
0.78
0.00
4.80
-0.22
1
8
60.9%
-0.065
0.0019
-0.303
0.141
-0.015
500.00
7.90
0.05
7.70
0.00
1
3
56.7%
-0.105
0.0029
-0.405
0.204
-0.024
510.00
0.83
0.05
7.80
0.00
1
8
50.7%
-0.118
0.0035
-0.390
0.220
-0.027
520.00
2.00
0.05
8.40
0.00
1
4
59.4%
-0.194
0.0041
-0.638
0.307
-0.045
570.00
31.50
14.30
20.00
0.00
0
0
43.4%
-0.475
0.0082
-0.655
0.445
-0.111
650.00
121.00
79.00
84.90
0.00
0
1
58.7%
-0.858
0.0034
-0.459
0.251
-0.220
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.