This page reflects MATX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
MATX 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
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
170.00
38.00
47.50
50.40
0.00
1
1
147.9%
0.973
0.0021
-0.320
0.012
0.013
190.00
19.80
27.50
30.40
0.00
1
6
92.4%
0.956
0.0051
-0.307
0.019
0.015
195.00
17.00
22.50
25.30
0.00
2
8
77.3%
0.950
0.0067
-0.283
0.020
0.015
200.00
19.00
17.60
20.40
-1.00
5
13
66.4%
0.932
0.0100
-0.310
0.026
0.015
210.00
7.77
7.90
10.40
0.00
3
11
58.8%
0.776
0.0257
-0.598
0.059
0.013
220.00
3.00
1.85
4.50
0.00
12
13
58.1%
0.454
0.0345
-0.770
0.078
0.008
230.00
0.90
0.00
2.50
0.00
1
190
54.6%
0.153
0.0218
-0.429
0.047
0.003
240.00
0.37
0.00
0.75
-0.08
5
14
58.8%
0.040
0.0075
-0.169
0.017
0.001
250.00
1.00
0.00
0.75
0.00
1
3
77.7%
0.030
0.0044
-0.173
0.013
0.001
260.00
0.60
0.00
0.75
0.00
1
3
95.0%
0.024
0.0030
-0.176
0.011
0.000
300.00
0.15
0.00
3.40
0.00
0
1
205.8%
0.054
0.0027
-0.743
0.022
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
150.00
0.40
0.00
2.15
0.00
0
1
228.3%
-0.028
0.0014
-0.477
0.013
-0.001
155.00
0.50
0.00
2.15
0.00
2
4
211.8%
-0.030
0.0016
-0.475
0.013
-0.001
160.00
0.60
0.00
2.15
0.00
0
4
195.6%
-0.033
0.0019
-0.471
0.014
-0.001
175.00
2.72
0.00
0.75
0.00
1
3
119.2%
-0.018
0.0019
-0.172
0.009
-0.000
180.00
1.40
0.00
0.75
0.00
1
1
106.4%
-0.020
0.0023
-0.171
0.010
-0.000
185.00
0.77
0.00
0.75
0.00
1
2
93.8%
-0.023
0.0030
-0.170
0.011
-0.000
190.00
1.05
0.00
0.75
0.00
4
56
81.3%
-0.027
0.0039
-0.168
0.012
-0.001
195.00
5.01
0.00
0.75
0.00
0
5
68.8%
-0.033
0.0054
-0.165
0.014
-0.001
200.00
0.45
0.00
0.75
0.00
10
13
56.3%
-0.041
0.0078
-0.161
0.017
-0.001
210.00
1.13
0.00
2.20
0.00
10
13
59.9%
-0.228
0.0255
-0.590
0.060
-0.004
220.00
2.80
2.45
5.20
-5.70
1
7
46.8%
-0.562
0.0425
-0.594
0.078
-0.010
230.00
22.35
9.90
13.00
0.00
1
1
55.1%
-0.845
0.0219
-0.410
0.047
-0.016
250.00
27.20
29.80
32.60
0.00
0
0
93.9%
-0.939
0.0065
-0.346
0.024
-0.019
270.00
50.50
49.70
52.60
0.00
0
0
131.4%
-0.957
0.0035
-0.362
0.018
-0.021
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.