This page reflects LION options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
LION 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
6.00
6.90
8.20
8.90
0.00
0
0
325.0%
0.958
0.0097
-0.031
0.003
0.002
8.00
6.60
6.20
7.00
0.00
1
0
258.6%
0.927
0.0187
-0.038
0.004
0.003
9.00
6.92
5.10
6.30
0.00
0
1
131.3%
0.979
0.0134
-0.008
0.001
0.003
10.00
6.14
4.20
4.90
0.00
1
4
162.5%
0.914
0.0336
-0.027
0.005
0.003
11.00
3.30
3.20
4.10
0.00
0
4
162.7%
0.857
0.0484
-0.039
0.006
0.003
12.00
3.19
2.10
2.95
0.00
1
2
109.0%
0.854
0.0733
-0.027
0.007
0.004
13.00
1.74
1.65
1.90
-1.47
2
5,222
55.9%
0.879
0.1257
-0.013
0.006
0.004
14.00
0.75
0.20
1.10
-0.67
14
2,311
62.3%
0.674
0.2014
-0.024
0.010
0.003
15.00
0.50
0.45
0.90
-0.20
195
2,024
69.5%
0.465
0.1991
-0.029
0.011
0.002
16.00
0.23
0.20
0.30
-0.22
82
7,018
59.2%
0.247
0.1860
-0.020
0.009
0.001
17.00
0.05
0.05
0.30
-0.15
42
3,614
70.5%
0.161
0.1206
-0.018
0.007
0.001
18.00
0.04
0.00
0.05
-0.06
34
3,230
55.5%
0.034
0.0478
-0.004
0.002
0.000
19.00
0.04
0.00
0.20
0.00
2
76
88.7%
0.081
0.0591
-0.014
0.004
0.000
20.00
0.23
0.00
0.75
0.00
3
246
145.3%
0.173
0.0613
-0.038
0.007
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
8.00
0.12
0.00
0.05
0.00
0
1
146.9%
-0.012
0.0074
-0.005
0.001
-0.000
9.00
0.10
0.00
0.05
0.00
10
80
121.9%
-0.015
0.0108
-0.005
0.001
-0.000
11.00
0.20
0.00
0.15
0.00
7
9
95.7%
-0.051
0.0381
-0.010
0.003
-0.000
12.00
0.05
0.00
0.15
0.00
10
87
71.9%
-0.066
0.0623
-0.009
0.004
-0.000
13.00
0.15
0.00
0.20
0.07
54
338
53.3%
-0.111
0.1240
-0.010
0.005
-0.001
14.00
0.34
0.10
0.40
0.09
57
6,457
58.7%
-0.318
0.2117
-0.021
0.010
-0.002
15.00
0.88
0.75
1.40
0.38
16
1,217
74.6%
-0.529
0.1857
-0.029
0.011
-0.003
16.00
1.50
1.15
2.00
0.70
7
88
57.6%
-0.759
0.1882
-0.017
0.009
-0.005
17.00
2.60
1.90
2.90
0.55
4
11
52.0%
-0.917
0.1020
-0.006
0.004
-0.006
20.00
5.60
5.20
5.90
1.10
4
1
121.9%
-0.880
0.0572
-0.023
0.006
-0.007
25.00
10.70
10.10
11.00
-0.20
4
2
178.1%
-0.912
0.0313
-0.026
0.005
-0.009
26.00
11.50
11.10
12.00
-0.50
6
0
187.5%
-0.915
0.0289
-0.027
0.004
-0.010
27.00
12.25
12.20
13.00
1.05
2
1
205.9%
-0.905
0.0287
-0.033
0.005
-0.010
28.00
13.70
13.20
13.90
0.90
4
1
204.3%
-0.921
0.0251
-0.028
0.004
-0.010
29.00
14.70
14.20
15.00
1.55
4
2
222.7%
-0.910
0.0253
-0.034
0.005
-0.011
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.