This page reflects MRAM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 6, 2026 close
MRAM Options Chain
Data as of market close Jul 6, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 11)
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
12.50
9.05
7.00
7.60
0.00
1
5
177.0%
0.948
0.0177
-0.031
0.004
0.003
15.00
7.50
4.40
5.20
0.00
2
39
117.6%
0.923
0.0362
-0.028
0.005
0.004
17.50
2.70
2.40
3.30
0.00
5
30
117.0%
0.749
0.0799
-0.059
0.011
0.004
20.00
1.58
1.50
1.90
0.23
37
211
131.8%
0.514
0.0888
-0.082
0.014
0.003
22.50
0.75
0.65
0.80
0.00
94
219
119.3%
0.291
0.0843
-0.064
0.012
0.002
25.00
0.36
0.30
0.40
0.06
112
1,064
123.4%
0.154
0.0565
-0.046
0.008
0.001
30.00
0.07
0.05
0.10
-0.02
198
2,200
128.1%
0.037
0.0183
-0.016
0.003
0.000
35.00
0.05
0.00
0.05
0.04
327
851
139.1%
0.012
0.0064
-0.007
0.001
0.000
40.00
0.01
0.00
0.10
-0.03
8
2,785
182.0%
0.018
0.0072
-0.013
0.002
0.000
45.00
0.20
0.00
0.10
0.19
16
618
206.3%
0.016
0.0058
-0.013
0.001
0.000
50.00
0.05
0.00
0.05
0.03
12
3,178
207.8%
0.008
0.0031
-0.007
0.001
0.000
55.00
0.05
0.00
0.65
0.00
9
138
329.3%
0.065
0.0113
-0.065
0.004
0.000
60.00
0.05
0.00
0.05
0.00
5
1,267
240.6%
0.007
0.0023
-0.007
0.001
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
12.50
0.08
0.00
0.45
0.00
6
328
187.1%
-0.060
0.0187
-0.034
0.004
-0.000
15.00
0.27
0.15
0.35
-0.08
8
385
129.1%
-0.094
0.0382
-0.033
0.006
-0.001
17.50
0.72
0.65
0.85
-0.26
33
2,341
118.8%
-0.253
0.0791
-0.058
0.011
-0.002
20.00
1.90
1.55
2.00
-0.42
30
1,331
110.4%
-0.499
0.1061
-0.067
0.014
-0.003
22.50
3.54
3.40
3.80
-0.36
7
1,399
118.9%
-0.710
0.0845
-0.061
0.012
-0.005
25.00
5.66
5.60
5.90
-0.74
9
1,215
125.6%
-0.841
0.0568
-0.045
0.008
-0.007
30.00
10.30
10.00
10.60
-0.85
13
369
159.8%
-0.917
0.0280
-0.034
0.005
-0.009
35.00
14.75
15.00
15.60
1.65
1
16
199.8%
-0.932
0.0193
-0.037
0.004
-0.010
40.00
20.35
19.90
20.90
1.00
4
22
162.5%
-0.991
0.0043
-0.001
0.001
-0.012
45.00
21.60
24.00
25.90
0.00
5
1
312.7%
-0.895
0.0170
-0.083
0.006
-0.013
50.00
28.17
29.30
30.60
0.00
10
0
285.2%
-0.949
0.0107
-0.040
0.004
-0.015
55.00
26.20
34.10
35.60
0.00
0
0
306.6%
-0.952
0.0095
-0.041
0.003
-0.016
60.00
37.00
39.10
40.60
0.00
0
0
325.8%
-0.955
0.0086
-0.041
0.003
-0.018
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.