Manulife Financial CorporationClose $41.18EOD only
Max Pain
$40.00
Next expiry Jul 17, 2026
Expected Move
±$1.43
3.5% from close
Price Gap
-1.18
Distance to max pain
IV Rank
6
Low premium
P/C OI
0.30
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot
This page reflects MFC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
MFC 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 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
20.00
21.33
20.20
21.50
0.00
2
0
226.6%
0.968
0.0039
-0.049
0.006
0.007
24.00
13.98
16.20
17.90
0.00
0
0
216.8%
0.932
0.0075
-0.085
0.011
0.008
25.00
12.98
15.20
16.70
0.00
0
0
186.3%
0.940
0.0079
-0.067
0.010
0.008
27.00
11.55
13.20
14.70
0.00
0
0
162.9%
0.932
0.0100
-0.065
0.011
0.009
28.00
10.42
12.20
13.70
0.00
0
0
151.8%
0.927
0.0114
-0.064
0.011
0.009
30.00
8.40
10.20
11.70
0.00
2
2
130.4%
0.915
0.0147
-0.061
0.013
0.010
35.00
5.90
5.40
6.70
0.00
2
2
80.6%
0.869
0.0328
-0.053
0.017
0.011
36.00
3.50
4.50
5.60
0.00
2
3
65.7%
0.869
0.0401
-0.044
0.017
0.012
37.00
3.40
3.60
4.90
0.00
8
12
70.0%
0.805
0.0488
-0.059
0.022
0.011
38.00
2.39
2.60
3.50
0.00
8
58
42.4%
0.848
0.0687
-0.032
0.019
0.012
39.00
1.69
1.60
2.50
0.00
8
67
33.2%
0.814
0.0999
-0.029
0.022
0.012
40.00
1.35
1.35
1.60
0.00
1
911
27.1%
0.728
0.1521
-0.029
0.027
0.011
41.00
0.75
0.55
1.00
0.00
4
4,949
27.3%
0.555
0.1795
-0.034
0.032
0.008
42.00
0.35
0.35
0.50
0.12
43
844
25.2%
0.366
0.1852
-0.029
0.030
0.006
43.00
0.05
0.00
0.35
0.00
1
3
29.7%
0.246
0.1317
-0.028
0.025
0.004
45.00
0.05
0.00
0.50
0.00
91
92
51.8%
0.209
0.0689
-0.044
0.023
0.003
46.00
0.05
0.00
0.50
0.00
0
26
59.1%
0.188
0.0566
-0.047
0.022
0.003
47.00
0.05
0.00
0.50
0.00
0
50
53.1%
0.115
0.0452
-0.030
0.016
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
32.00
0.10
0.00
0.50
0.00
1
2
89.8%
-0.063
0.0171
-0.032
0.010
-0.001
35.00
0.10
0.00
0.50
0.00
1
14
64.3%
-0.086
0.0302
-0.029
0.013
-0.001
36.00
0.27
0.00
0.50
0.00
8
9
55.9%
-0.097
0.0381
-0.027
0.014
-0.002
37.00
0.25
0.00
0.45
0.00
8
17
57.9%
-0.155
0.0510
-0.039
0.019
-0.003
38.00
0.30
0.00
0.30
0.00
5
65
41.4%
-0.146
0.0687
-0.027
0.019
-0.002
39.00
0.12
0.05
0.45
0.00
1
363
38.6%
-0.218
0.0946
-0.032
0.024
-0.004
40.00
0.36
0.25
0.40
-0.14
1
68
26.4%
-0.267
0.1547
-0.024
0.027
-0.004
41.00
0.60
0.55
0.75
-0.75
3
62
25.2%
-0.442
0.1942
-0.026
0.032
-0.007
42.00
2.85
0.95
1.75
0.00
0
330
38.6%
-0.580
0.1255
-0.040
0.032
-0.010
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.