This page reflects MTCH options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
MTCH 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
17.50
18.55
16.40
19.70
0.00
2
2
236.5%
0.922
0.0061
-0.062
0.015
0.011
22.50
15.65
11.40
15.30
0.00
1
7
198.2%
0.870
0.0105
-0.075
0.021
0.013
25.00
12.90
8.90
12.30
0.00
1
20
145.9%
0.864
0.0147
-0.058
0.022
0.015
27.50
8.10
7.20
9.50
0.00
15
52
107.2%
0.854
0.0211
-0.045
0.023
0.017
30.00
5.80
4.30
6.50
0.00
3
150
64.1%
0.868
0.0329
-0.027
0.022
0.020
32.50
3.00
3.60
4.00
-0.39
1
967
44.0%
0.819
0.0590
-0.023
0.027
0.020
35.00
1.60
1.75
2.00
0.00
14
3,176
35.8%
0.641
0.1029
-0.026
0.038
0.017
37.50
0.65
0.60
0.75
0.10
30
4,147
32.7%
0.358
0.1126
-0.023
0.038
0.010
40.00
0.15
0.15
0.20
0.00
44
1,416
31.3%
0.133
0.0675
-0.012
0.022
0.004
42.50
0.30
0.00
0.10
0.25
2
348
36.7%
0.064
0.0337
-0.008
0.013
0.002
45.00
0.04
0.00
0.10
0.00
25
425
46.1%
0.052
0.0227
-0.009
0.011
0.001
47.50
0.20
0.00
0.20
0.00
1
10
54.7%
0.044
0.0169
-0.009
0.010
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
17.50
0.03
0.00
0.10
0.00
2
18
118.0%
-0.010
0.0021
-0.005
0.003
-0.000
20.00
0.04
0.00
1.05
0.00
4
126
156.3%
-0.059
0.0074
-0.032
0.012
-0.002
22.50
0.02
0.00
0.30
-0.01
4
96
97.3%
-0.031
0.0071
-0.012
0.007
-0.001
25.00
0.05
0.00
0.05
0.00
1
54
57.8%
-0.010
0.0044
-0.003
0.003
-0.000
27.50
0.22
0.00
1.10
0.00
1
564
86.5%
-0.108
0.0211
-0.028
0.019
-0.003
30.00
0.15
0.05
0.25
0.05
10
667
51.3%
-0.088
0.0306
-0.014
0.016
-0.003
32.50
0.32
0.25
0.35
-0.03
12
434
38.0%
-0.150
0.0604
-0.015
0.024
-0.005
35.00
0.95
0.80
0.90
-0.04
14
922
33.0%
-0.351
0.1109
-0.020
0.038
-0.011
37.50
2.45
2.05
2.30
0.00
5
123
33.8%
-0.636
0.1095
-0.019
0.038
-0.020
40.00
5.40
3.90
5.20
0.92
5
68
63.2%
-0.686
0.0553
-0.036
0.036
-0.024
42.50
12.30
0.00
0.00
0.00
10
0
0.0%
-1.000
0.0000
0.005
0.000
-0.034
45.00
6.30
7.30
11.20
0.00
0
0
56.0%
-0.906
0.0296
-0.012
0.017
-0.033
47.50
11.00
9.80
13.70
0.00
0
0
65.6%
-0.918
0.0228
-0.012
0.015
-0.035
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.