thetaOwl

LPLA

LPL Financial Holdings Inc.Close $368.73EOD only
Max Pain
$350.00
Next expiry Aug 21, 2026
Expected Move
±$4.15
1.1% from close
Price Gap
-18.73
Distance to max pain
IV Rank
15
Low premium
P/C OI
0.55
Slightly call-heavy
Consensus
No reports available
Published snapshot: Aug 18, 2026 close
End-of-day snapshot

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

Published Snapshot
Aug 18, 2026 close
LPLA Options Chain
Data as of market close Aug 18, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 3)

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
185.00173.50181.80185.800.0000243.8%0.9990.0000-0.0510.0010.015
210.00149.00156.50160.300.0000312.6%0.9830.0004-0.7440.0140.017
220.00139.00146.70150.300.0010290.2%0.9820.0005-0.7430.0150.017
240.00119.00126.70130.400.0000251.2%0.9770.0006-0.7810.0180.019
250.00109.00116.70120.400.0000231.0%0.9750.0008-0.7780.0190.020
260.0074.83106.70110.400.0011211.5%0.9730.0009-0.7730.0210.020
270.0016.1096.70100.000.0010181.7%0.9760.0009-0.6040.0190.021
280.0076.0086.7089.800.00210158.4%0.9770.0010-0.5170.0180.022
290.0068.0076.9079.800.0011141.6%0.9740.0013-0.5140.0200.023
300.0068.5066.9069.800.0012125.0%0.9700.0016-0.5090.0230.024
310.0064.4356.9059.800.00610108.8%0.9650.0021-0.5040.0260.024
320.0049.2046.9050.000.001296.6%0.9520.0031-0.5720.0330.025
330.0040.9537.0039.900.0015578.5%0.9450.0042-0.5210.0370.025
340.0028.7027.0030.50-6.2152370.2%0.9050.0072-0.6950.0560.025
350.0028.0017.5020.500.00814852.1%0.8720.0120-0.6430.0700.025
360.0017.658.5011.600.001811041.4%0.7480.0231-0.7670.1070.022
370.0010.582.006.300.0057744.8%0.4780.0266-1.0150.1330.014
380.001.750.004.800.0033660.0%0.3020.0174-1.1770.1170.009
390.002.600.001.900.0026054.9%0.1370.0119-0.6760.0730.004
400.002.900.002.500.0012,14962.0%0.0790.0071-0.5110.0490.002

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
200.000.970.005.000.0058369.0%-0.0230.0004-1.1160.018-0.001
210.001.480.005.000.0002343.8%-0.0250.0005-1.1110.019-0.001
220.000.830.005.000.0024319.6%-0.0270.0006-1.1050.021-0.001
230.000.050.005.000.002026296.4%-0.0290.0007-1.0980.022-0.001
240.002.250.005.000.002103274.0%-0.0320.0008-1.0900.024-0.001
250.000.050.000.75-8.0516177.7%-0.0060.0003-0.1760.006-0.000
260.000.910.003.400.0027212.3%-0.0280.0009-0.7550.021-0.001
270.000.300.003.400.00119193.3%-0.0310.0011-0.7490.023-0.001
280.001.800.003.400.002559174.8%-0.0340.0013-0.7410.026-0.001
290.004.400.000.300.001011102.1%-0.0040.0004-0.0690.004-0.000
300.000.150.001.700.00414119.2%-0.0250.0014-0.3830.019-0.001
310.000.050.002.500.008191112.7%-0.0400.0023-0.5380.029-0.001
320.000.050.000.750.00211874.8%-0.0170.0017-0.1720.014-0.001
330.001.500.001.700.00716872.6%-0.0420.0037-0.3630.030-0.001
340.000.860.001.500.00816955.3%-0.0500.0055-0.3130.034-0.002
350.000.800.002.350.00565857.9%-0.1520.0122-0.7530.079-0.005
360.001.920.005.000.0013521457.0%-0.3100.0185-1.1070.118-0.010
390.0035.0020.2023.500.000158.2%-0.8490.0121-0.7210.078-0.028
410.0052.0040.0043.300.000057.9%-0.9770.0029-0.1310.018-0.033
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.