This page reflects MTB options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
MTB 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
165.00
63.30
72.10
75.90
0.00
4
4
79.6%
0.993
0.0005
-0.045
0.009
0.063
170.00
45.65
67.10
71.10
0.00
1
0
80.4%
0.988
0.0008
-0.062
0.015
0.064
175.00
53.45
62.10
65.80
0.00
0
4
63.7%
0.995
0.0005
-0.036
0.007
0.067
180.00
34.00
57.20
60.90
0.00
5
4
65.8%
0.988
0.0010
-0.054
0.014
0.068
190.00
25.70
47.30
50.60
0.00
3
4
87.1%
0.925
0.0035
-0.227
0.066
0.065
195.00
22.00
42.40
46.30
0.00
2
17
58.8%
0.967
0.0027
-0.095
0.035
0.071
200.00
22.70
0.00
0.00
0.00
10
0
0.0%
1.000
0.0000
-0.024
0.000
0.077
210.00
29.99
28.00
30.70
0.00
2
126
58.0%
0.886
0.0071
-0.208
0.090
0.069
220.00
22.34
18.70
21.30
0.00
9
152
47.6%
0.828
0.0114
-0.223
0.119
0.068
230.00
12.09
11.00
12.10
-0.11
11
306
35.6%
0.726
0.0200
-0.217
0.156
0.062
240.00
6.14
4.60
6.20
-1.06
10
220
34.8%
0.496
0.0245
-0.245
0.187
0.043
250.00
1.90
0.70
2.20
-0.90
114
787
31.6%
0.249
0.0214
-0.174
0.148
0.022
260.00
0.70
0.20
1.35
0.00
1
69
38.3%
0.142
0.0126
-0.148
0.105
0.013
270.00
3.38
0.00
0.00
0.00
4
0
12.5%
0.000
0.0000
0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
110.00
1.00
0.05
2.40
0.00
1
1
221.6%
-0.022
0.0005
-0.196
0.025
-0.002
130.00
3.30
0.10
1.35
0.00
0
5
162.4%
-0.019
0.0006
-0.125
0.022
-0.002
135.00
0.88
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
165.00
0.50
0.00
1.15
0.00
1
10
101.2%
-0.024
0.0012
-0.095
0.027
-0.002
170.00
1.58
0.15
2.65
0.00
5
8
113.1%
-0.049
0.0019
-0.191
0.048
-0.005
175.00
0.25
0.00
1.20
0.00
20
90
88.1%
-0.029
0.0016
-0.096
0.031
-0.003
180.00
0.75
0.00
1.15
0.00
1
1
80.7%
-0.030
0.0018
-0.091
0.032
-0.003
185.00
6.20
0.00
0.00
0.00
100
0
25.0%
0.000
0.0000
0.000
0.000
0.000
190.00
4.00
0.05
1.10
0.00
1
55
67.7%
-0.035
0.0025
-0.087
0.037
-0.003
195.00
0.96
0.00
1.40
0.00
1
6
63.9%
-0.045
0.0032
-0.099
0.044
-0.004
200.00
0.57
0.00
1.45
0.00
1
277
57.9%
-0.051
0.0038
-0.099
0.049
-0.005
210.00
0.60
0.05
0.75
0.00
1
89
45.3%
-0.065
0.0060
-0.094
0.059
-0.006
220.00
0.92
0.40
1.50
0.12
1
62
40.0%
-0.133
0.0115
-0.140
0.101
-0.013
230.00
5.20
2.05
3.70
0.00
0
2
38.5%
-0.287
0.0189
-0.211
0.159
-0.028
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.