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MET

MetLife, Inc.Close $90.06EOD only

Max Pain

$85.00

Next expiry Jul 17, 2026

Expected Move

±$3.75

4.2% from close

Price Gap

-5.06

Distance to max pain

IV Rank

Low premium

P/C OI

1.53

Slightly put-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

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

Published Snapshot

Jul 2, 2026 close

MET Options Chain

Data as of market close Jul 2, 2026

Expiration

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
55.00	26.83	33.00	36.70	0.00	0	3	204.2%	0.925	0.0039	-0.188	0.025	0.018
70.00	16.89	18.00	21.70	0.00	0	8	123.8%	0.878	0.0092	-0.164	0.036	0.022
75.00	12.10	13.20	16.00	0.00	1	31	82.2%	0.890	0.0130	-0.105	0.033	0.025
77.50	9.00	10.70	14.00	0.00	4	7	83.3%	0.844	0.0163	-0.133	0.042	0.024
80.00	7.50	8.30	11.00	0.00	2	66	60.8%	0.857	0.0210	-0.094	0.040	0.025
82.50	4.80	6.20	9.30	0.00	1	85	65.4%	0.777	0.0259	-0.130	0.053	0.023
85.00	4.70	4.90	5.70	1.40	12	442	33.3%	0.828	0.0435	-0.062	0.045	0.026
87.50	2.65	2.95	5.00	1.00	11	1,619	49.8%	0.641	0.0425	-0.123	0.066	0.020
90.00	1.65	1.60	1.95	0.95	63	1,694	26.4%	0.528	0.0856	-0.071	0.070	0.017
92.50	0.75	0.50	1.25	0.59	12	207	30.7%	0.349	0.0684	-0.075	0.065	0.012
95.00	0.25	0.10	0.40	0.10	19	94	26.1%	0.162	0.0533	-0.042	0.043	0.005
97.50	0.07	0.00	0.05	0.00	0	10	21.1%	0.031	0.0190	-0.010	0.012	0.001
100.00	0.05	0.00	0.05	0.00	1	13	26.6%	0.025	0.0126	-0.010	0.010	0.001
115.00	0.05	0.00	2.15	0.00	0	1	98.3%	0.122	0.0117	-0.127	0.036	0.004

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
60.00	0.05	0.00	2.15	0.00	0	2	155.6%	-0.068	0.0048	-0.128	0.023	-0.003
65.00	0.06	0.00	1.95	0.00	10	14	127.6%	-0.075	0.0063	-0.113	0.025	-0.003
70.00	0.13	0.00	0.95	0.00	1	14	86.7%	-0.057	0.0075	-0.062	0.020	-0.002
72.50	0.10	0.00	0.20	0.00	3	19	56.1%	-0.020	0.0050	-0.017	0.009	-0.001
75.00	0.34	0.00	0.20	0.00	1	48	55.4%	-0.039	0.0087	-0.029	0.015	-0.001
77.50	0.33	0.00	0.10	0.11	1	61	41.2%	-0.027	0.0087	-0.016	0.011	-0.001
80.00	0.05	0.05	0.30	-0.15	11	171	43.1%	-0.072	0.0180	-0.036	0.024	-0.003
82.50	0.15	0.10	0.30	-0.22	1	358	34.4%	-0.087	0.0261	-0.033	0.028	-0.003
85.00	0.40	0.20	0.50	-0.60	986	429	30.3%	-0.151	0.0438	-0.043	0.041	-0.005
87.50	0.85	0.60	1.05	-0.86	120	62	29.1%	-0.286	0.0664	-0.059	0.060	-0.010
90.00	2.10	1.35	2.60	-3.40	12	11	36.1%	-0.473	0.0625	-0.085	0.070	-0.017
100.00	14.46	9.90	12.20	0.00	2	0	57.4%	-0.805	0.0272	-0.090	0.049	-0.032

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.