This page reflects MLI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
MLI 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
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
100.00
32.37
0.00
0.00
0.00
0
1
50.0%
0.000
0.0000
0.000
0.000
0.000
110.00
30.44
0.00
0.00
0.00
1
7
50.0%
0.000
0.0000
0.000
0.000
0.000
115.00
22.70
24.90
27.80
0.00
30
30
849.0%
0.657
0.0039
-1.235
0.041
0.005
125.00
2.95
0.00
0.00
0.00
1
7
50.0%
0.000
0.0000
0.000
0.000
0.000
130.00
1.65
0.00
0.00
0.00
1
5
50.0%
0.000
0.0000
0.000
0.000
0.000
135.00
0.50
0.00
0.00
0.00
3
9
50.0%
0.000
0.0000
0.000
0.000
0.000
140.00
1.10
0.00
0.00
0.00
1
20
50.0%
0.000
0.0000
0.000
0.000
0.000
145.00
0.76
0.00
0.00
0.00
2
263
50.0%
0.000
0.0000
0.000
0.000
0.000
150.00
1.00
0.00
0.00
0.00
13
194
50.0%
0.000
0.0000
0.000
0.000
0.000
170.00
0.05
0.00
0.00
0.00
0
2
50.0%
0.000
0.0000
0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
100.00
0.34
0.00
0.00
0.00
0
1
0.0%
-1.000
0.0000
0.012
0.000
-0.038
105.00
0.42
0.00
0.00
0.00
1
5
0.0%
-1.000
0.0000
0.012
0.000
-0.040
110.00
0.05
0.00
0.00
0.00
0
1
0.0%
-1.000
0.0000
0.013
0.000
-0.042
115.00
0.30
0.00
0.00
0.00
1
2
0.0%
-1.000
0.0000
0.014
0.000
-0.044
120.00
1.65
0.00
0.00
0.00
1
4
0.0%
-1.000
0.0000
0.014
0.000
-0.046
125.00
3.15
0.00
0.00
0.00
5
40
0.0%
-1.000
0.0000
0.015
0.000
-0.048
130.00
4.40
0.00
0.00
0.00
2
33
0.0%
-1.000
0.0000
0.015
0.000
-0.050
135.00
5.80
0.00
0.00
0.00
5
17
0.0%
-1.000
0.0000
0.016
0.000
-0.052
140.00
7.45
0.00
0.00
0.00
0
2
0.0%
-1.000
0.0000
0.016
0.000
-0.054
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.