This page reflects MIRM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
MIRM 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
35.00
58.10
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.004
0.000
0.013
65.00
30.90
0.00
0.00
0.00
1
0
0.0%
1.000
0.0000
-0.008
0.000
0.025
70.00
28.60
21.50
26.30
0.00
5
6
0.0%
1.000
0.0000
-0.008
0.000
0.027
80.00
23.40
43.50
48.00
0.00
5
20
108.2%
0.988
0.0012
-0.040
0.008
0.030
85.00
15.70
8.50
13.30
0.00
0
10
0.0%
1.000
0.0000
-0.010
0.000
0.033
90.00
12.00
0.00
0.00
0.00
1
0
0.0%
1.000
0.0000
-0.011
0.000
0.034
95.00
16.47
30.10
31.90
0.00
4
14
84.8%
0.962
0.0040
-0.072
0.020
0.034
100.00
22.60
23.50
28.30
0.00
1
52
67.7%
0.964
0.0048
-0.058
0.019
0.036
105.00
13.35
18.50
23.30
0.00
8
5
55.7%
0.957
0.0067
-0.057
0.023
0.038
110.00
13.30
14.60
17.60
0.00
12
91
76.9%
0.833
0.0132
-0.179
0.062
0.033
115.00
9.29
10.30
13.50
0.00
12
18
50.2%
0.832
0.0203
-0.122
0.062
0.035
120.00
4.80
5.70
9.10
1.80
1
38
59.3%
0.679
0.0245
-0.196
0.088
0.029
125.00
3.65
1.50
5.90
0.00
3
21
55.3%
0.545
0.0291
-0.200
0.098
0.024
135.00
0.70
0.00
4.90
0.00
10
11
57.2%
0.283
0.0240
-0.174
0.083
0.013
140.00
1.80
0.00
3.50
0.00
1
6
61.5%
0.204
0.0187
-0.156
0.070
0.009
150.00
2.80
0.00
5.00
0.00
1
6
94.4%
0.195
0.0119
-0.231
0.068
0.009
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
55.00
0.95
0.00
0.00
0.00
6
0
50.0%
0.000
0.0000
0.000
0.000
0.000
60.00
3.00
0.00
4.90
0.00
3
3
289.3%
-0.056
0.0016
-0.285
0.028
-0.004
70.00
5.40
0.00
4.90
0.00
6
0
238.6%
-0.068
0.0022
-0.275
0.032
-0.004
75.00
2.42
0.00
4.90
0.00
5
2
215.8%
-0.076
0.0027
-0.269
0.035
-0.004
80.00
2.50
0.00
4.90
0.00
2
51
194.4%
-0.084
0.0032
-0.262
0.038
-0.005
95.00
6.00
0.00
4.90
0.00
0
2
136.3%
-0.118
0.0059
-0.235
0.049
-0.007
100.00
3.00
0.00
4.90
0.00
1
2
118.3%
-0.134
0.0074
-0.223
0.053
-0.007
105.00
2.72
0.00
4.90
0.00
0
1
100.8%
-0.155
0.0096
-0.209
0.059
-0.008
110.00
2.43
0.00
2.20
0.00
0
0
61.9%
-0.121
0.0133
-0.108
0.050
-0.006
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.