This page reflects MESO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
MESO 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
12.00
3.00
2.50
7.00
0.00
25
25
203.1%
0.970
0.0222
-0.036
0.001
0.001
14.00
3.94
0.80
5.50
0.00
1
1
225.4%
0.831
0.0740
-0.144
0.004
0.001
15.00
0.50
1.15
5.00
-0.40
10
300
325.0%
0.694
0.0714
-0.288
0.005
0.001
16.00
1.64
0.30
4.90
0.34
1
240
331.3%
0.613
0.0765
-0.320
0.006
0.001
17.00
0.55
0.00
5.00
0.00
200
414
381.3%
0.547
0.0688
-0.381
0.006
0.001
18.00
0.45
0.00
2.85
0.40
1,431
1,588
280.3%
0.431
0.0928
-0.278
0.006
0.000
19.00
0.50
0.00
1.75
0.00
50
1,022
243.4%
0.315
0.0966
-0.218
0.005
0.000
20.00
0.30
0.00
0.90
0.00
200
627
208.6%
0.193
0.0869
-0.144
0.004
0.000
21.00
0.70
0.00
2.75
0.00
5
5
394.1%
0.320
0.0601
-0.356
0.005
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
12.00
0.25
0.00
0.50
0.00
7
8
273.4%
-0.073
0.0337
-0.096
0.002
-0.000
13.00
0.05
0.05
2.15
-0.05
10
140
412.1%
-0.197
0.0445
-0.287
0.004
-0.000
14.00
0.15
0.00
0.25
0.00
12
1,460
139.1%
-0.073
0.0663
-0.049
0.002
-0.000
15.00
0.35
0.05
3.00
0.00
2
1,163
344.3%
-0.310
0.0678
-0.305
0.005
-0.001
16.00
2.60
0.00
4.80
0.00
112
364
402.0%
-0.384
0.0629
-0.386
0.006
-0.001
18.00
2.75
0.10
5.00
0.00
25
68
250.4%
-0.588
0.1028
-0.244
0.006
-0.001
20.00
6.07
1.00
6.00
0.00
10
10
148.8%
-0.900
0.0782
-0.064
0.003
-0.002
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.