thetaOwl

LNG

Cheniere Energy, Inc.Close $245.97EOD only
Max Pain
$237.50
Next expiry Jul 10, 2026
Expected Move
±$7.90
3.2% from close
Price Gap
-8.47
Distance to max pain
IV Rank
3
Low premium
P/C OI
0.57
Slightly call-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

This page reflects LNG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jul 2, 2026 close
LNG 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
150.0088.0594.1098.300.0022153.7%0.9930.0004-0.0950.0070.028
155.0083.0689.1093.300.0022144.5%0.9920.0004-0.0950.0070.029
160.0078.0784.1088.300.0022135.7%0.9910.0005-0.0950.0080.030
205.0020.3039.3042.500.001296.4%0.9250.0043-0.3550.0480.036
220.0024.5024.4027.100.004361.5%0.9130.0075-0.2600.0540.038
225.007.4019.5022.500.001757.6%0.8790.0103-0.3050.0690.037
227.5013.2817.1019.900.001151.4%0.8730.0118-0.2830.0710.037
230.009.0514.7017.800.00223250.9%0.8410.0140-0.3220.0820.036
232.5015.2012.4015.308.001145.6%0.8250.0166-0.3080.0880.036
235.009.0910.1012.702.94132239.3%0.8110.0202-0.2810.0920.036
237.5011.608.6011.203.6071642.3%0.7390.0225-0.3550.1110.033
240.007.006.409.203.14392539.9%0.6870.0261-0.3630.1210.031
242.504.705.106.90-0.207734.5%0.6330.0321-0.3340.1280.029
245.004.803.405.301.20263033.1%0.5510.0351-0.3340.1350.025
247.503.012.954.001.537832.4%0.4610.0359-0.3260.1350.021
250.002.751.352.950.75398132.0%0.3720.0347-0.3050.1290.017
255.001.121.051.600.07128432.7%0.2250.0269-0.2450.1020.010
260.000.800.551.050.25128036.1%0.1430.0183-0.2030.0770.007
265.000.900.000.600.6041237.7%0.0830.0119-0.1420.0520.004
270.002.700.002.300.00110252.8%0.1100.0105-0.2450.0640.005
275.001.580.002.200.000259.2%0.0950.0084-0.2470.0580.004

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
145.000.980.002.150.0011210.4%-0.0250.0008-0.2970.020-0.001
150.000.980.002.150.0011198.8%-0.0260.0009-0.2950.021-0.001
155.000.980.002.150.0022187.5%-0.0280.0010-0.2920.022-0.001
160.001.330.002.150.0011176.6%-0.0300.0011-0.2890.023-0.002
165.001.310.002.150.0011165.9%-0.0320.0013-0.2860.024-0.002
205.000.900.002.150.000188.0%-0.0590.0039-0.2500.040-0.003
210.001.060.002.200.00019079.3%-0.0670.0048-0.2480.044-0.003
215.000.200.000.400.001255.5%-0.0360.0042-0.1050.027-0.002
220.000.100.002.30-2.9011061.9%-0.0880.0076-0.2370.054-0.004
225.000.250.000.75-0.2527346.6%-0.0770.0091-0.1610.049-0.004
227.501.170.051.300.2811149.8%-0.1190.0117-0.2380.068-0.006
230.000.700.150.50-0.5116233.9%-0.0710.0117-0.1090.046-0.003
232.501.110.100.70-1.6914332.7%-0.1000.0157-0.1360.060-0.005
235.001.840.051.150.00889733.4%-0.1520.0207-0.1870.080-0.007
237.501.951.001.45-0.9562531.3%-0.1980.0261-0.2060.095-0.010
240.003.191.402.15-0.51124831.5%-0.2730.0310-0.2470.113-0.013
245.004.353.104.00-4.35102930.8%-0.4470.0377-0.2830.135-0.022
255.0029.638.8012.200.0091045.6%-0.7010.0224-0.3640.118-0.035
260.0025.0013.7016.200.002247.4%-0.7880.0179-0.3100.099-0.040
265.0022.7318.6021.200.000656.4%-0.8170.0138-0.3380.090-0.043
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.