This page reflects MSA options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
MSA Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
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
110.00
46.80
58.60
63.50
0.00
0
1
116.0%
0.931
0.0024
-0.137
0.063
0.076
115.00
43.60
53.60
58.50
0.00
0
1
106.5%
0.926
0.0028
-0.135
0.067
0.080
125.00
34.90
44.50
49.40
0.00
0
1
98.5%
0.892
0.0040
-0.163
0.089
0.082
135.00
32.60
32.00
36.90
0.00
1
4
79.5%
0.871
0.0056
-0.151
0.100
0.087
140.00
23.40
28.00
32.80
0.00
1
1
55.7%
0.903
0.0065
-0.093
0.082
0.097
150.00
18.43
29.60
34.00
0.00
2
2
115.6%
0.705
0.0063
-0.338
0.164
0.069
160.00
14.00
9.00
13.80
0.00
1
1
45.7%
0.696
0.0161
-0.143
0.166
0.082
165.00
10.35
5.50
9.80
0.00
1
5
40.1%
0.617
0.0200
-0.137
0.182
0.075
170.00
4.80
2.50
7.00
0.00
1
0
38.8%
0.512
0.0216
-0.136
0.190
0.063
175.00
4.20
0.50
4.90
0.00
0
1
38.3%
0.405
0.0212
-0.130
0.185
0.050
180.00
2.00
0.00
4.80
0.00
1
30
46.6%
0.348
0.0166
-0.148
0.176
0.043
185.00
11.50
9.60
14.50
0.00
5
15
94.2%
0.422
0.0087
-0.310
0.186
0.047
190.00
4.30
14.60
19.30
0.00
1
1
128.2%
0.446
0.0065
-0.423
0.188
0.047
195.00
14.50
0.00
0.00
0.00
1
0
12.5%
0.000
0.0000
-0.000
0.000
0.000
200.00
2.70
0.55
5.40
0.00
1
5
61.9%
0.195
0.0094
-0.144
0.131
0.024
210.00
1.65
0.00
4.80
0.00
1
2
67.7%
0.152
0.0073
-0.134
0.112
0.019
230.00
2.00
0.00
0.00
0.00
1
0
25.0%
0.000
0.0000
-0.000
0.000
0.000
240.00
1.20
0.00
0.00
0.00
2
0
25.0%
0.000
0.0000
-0.000
0.000
0.000
250.00
0.70
0.00
0.00
0.00
1
0
25.0%
0.000
0.0000
0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
115.00
2.00
0.00
4.80
0.00
1
3
110.7%
-0.081
0.0028
-0.134
0.071
-0.013
120.00
0.55
0.00
4.80
0.00
1
6
101.2%
-0.088
0.0033
-0.131
0.076
-0.014
125.00
3.00
0.00
4.80
0.00
1
2
92.0%
-0.096
0.0039
-0.126
0.081
-0.015
130.00
1.00
0.00
0.00
0.00
1
0
25.0%
-0.000
0.0000
-0.000
0.000
-0.000
135.00
0.90
0.00
0.00
0.00
1
0
12.5%
0.000
0.0000
0.000
0.000
0.000
140.00
1.20
0.00
4.80
0.00
1
2
65.6%
-0.130
0.0068
-0.111
0.101
-0.019
145.00
0.90
0.00
0.00
0.00
2
0
12.5%
-0.000
0.0000
-0.000
0.000
-0.000
150.00
0.85
0.00
4.80
0.00
1
3
65.8%
-0.226
0.0096
-0.157
0.143
-0.034
155.00
0.95
0.00
4.80
0.00
1
6
55.7%
-0.258
0.0122
-0.142
0.154
-0.038
160.00
2.40
0.05
4.90
0.00
1
14
46.0%
-0.305
0.0160
-0.126
0.167
-0.045
170.00
4.15
3.10
7.90
0.00
1
1
38.0%
-0.489
0.0220
-0.114
0.190
-0.072
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.