This page reflects MORN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
MORN 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
145.00
28.52
61.80
66.00
0.00
1
0
162.5%
0.995
0.0005
-0.096
0.003
0.012
150.00
9.70
19.20
23.90
0.00
0
1
0.0%
1.000
0.0000
-0.018
0.000
0.012
155.00
20.85
51.50
56.00
0.00
1
0
104.7%
0.999
0.0001
-0.026
0.000
0.013
165.00
10.30
42.20
46.00
0.00
1
2
126.4%
0.983
0.0018
-0.190
0.008
0.013
170.00
8.55
37.10
41.00
0.00
1
1
109.8%
0.983
0.0020
-0.167
0.008
0.014
175.00
23.30
32.30
36.00
0.00
1
15
102.0%
0.975
0.0030
-0.209
0.011
0.014
180.00
11.20
26.50
31.00
0.00
15
7
55.5%
0.999
0.0005
-0.029
0.001
0.015
190.00
11.40
16.60
21.00
0.00
1
11
103.0%
0.855
0.0117
-0.760
0.043
0.013
195.00
13.20
11.80
16.00
0.00
1
8
84.6%
0.824
0.0162
-0.709
0.049
0.013
200.00
7.50
7.20
11.50
0.00
5
11
72.4%
0.755
0.0230
-0.736
0.060
0.012
210.00
0.70
0.50
4.50
0.00
1
21
58.4%
0.468
0.0360
-0.744
0.075
0.008
220.00
2.51
0.00
4.80
0.00
0
46
73.2%
0.225
0.0217
-0.698
0.057
0.004
230.00
0.25
0.00
0.25
0.00
0
2
55.5%
0.029
0.0063
-0.116
0.012
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
120.00
0.74
0.00
4.80
0.00
0
1
383.3%
-0.039
0.0012
-1.009
0.016
-0.001
125.00
2.40
0.00
4.80
0.00
1
3
359.9%
-0.041
0.0013
-1.003
0.017
-0.001
130.00
2.41
0.00
4.80
0.00
1
15
337.3%
-0.044
0.0015
-0.995
0.018
-0.001
135.00
4.80
0.00
4.80
0.00
1
10
315.5%
-0.048
0.0017
-0.987
0.019
-0.001
140.00
1.50
0.00
4.80
0.00
1
30
294.4%
-0.051
0.0019
-0.978
0.020
-0.001
145.00
0.05
0.00
4.80
0.00
1
182
273.9%
-0.056
0.0022
-0.968
0.021
-0.001
150.00
0.75
0.00
4.80
0.00
1
116
253.9%
-0.060
0.0025
-0.956
0.023
-0.001
155.00
2.07
0.00
4.80
0.00
2
2
234.4%
-0.066
0.0029
-0.944
0.024
-0.001
160.00
0.78
0.00
4.80
0.00
1
1
215.3%
-0.072
0.0034
-0.930
0.026
-0.001
165.00
0.80
0.00
4.80
0.00
0
1
196.6%
-0.079
0.0040
-0.913
0.028
-0.001
175.00
1.50
0.00
4.80
0.00
0
1
159.9%
-0.098
0.0057
-0.872
0.033
-0.002
180.00
1.90
0.00
0.10
0.00
45
150
62.1%
-0.004
0.0010
-0.022
0.002
-0.000
190.00
3.88
0.00
4.80
0.00
1
3
105.3%
-0.150
0.0117
-0.771
0.044
-0.003
195.00
6.25
0.00
4.80
0.00
1
0
86.7%
-0.181
0.0161
-0.716
0.050
-0.003
200.00
9.50
0.00
4.80
0.00
1
81
67.3%
-0.231
0.0239
-0.640
0.058
-0.004
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.