This page reflects MUSA options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
MUSA 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
500.00
75.45
60.50
66.90
0.00
1
2
52.4%
0.791
0.0035
-0.450
0.450
0.296
520.00
54.67
43.80
50.50
-0.73
2
1
47.7%
0.721
0.0045
-0.474
0.526
0.278
530.00
46.87
36.80
43.20
1.62
2
1
46.1%
0.676
0.0050
-0.486
0.563
0.263
540.00
38.50
30.50
36.80
0.00
1
2
45.2%
0.623
0.0054
-0.500
0.595
0.246
560.00
26.90
19.80
26.40
-8.28
1
2
44.7%
0.511
0.0057
-0.512
0.625
0.204
580.00
21.62
12.70
18.60
0.00
1
4
45.0%
0.402
0.0055
-0.494
0.606
0.163
590.00
12.10
7.80
15.00
0.00
0
2
44.3%
0.348
0.0053
-0.463
0.579
0.142
600.00
12.30
7.30
13.00
0.00
4
42
45.6%
0.306
0.0049
-0.451
0.550
0.125
610.00
13.90
2.50
11.00
0.00
0
3
46.4%
0.267
0.0045
-0.427
0.515
0.109
620.00
17.45
2.00
8.40
0.00
2
4
45.2%
0.221
0.0042
-0.375
0.464
0.091
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
400.00
3.50
0.00
4.80
0.00
0
1
72.7%
-0.042
0.0008
-0.174
0.142
-0.020
450.00
1.50
0.05
7.40
0.00
1
11
56.8%
-0.078
0.0016
-0.218
0.228
-0.037
460.00
1.44
0.40
7.50
0.00
2
130
53.1%
-0.087
0.0019
-0.220
0.248
-0.041
470.00
11.50
0.05
5.50
0.00
0
7
53.6%
-0.114
0.0023
-0.271
0.302
-0.054
480.00
15.45
0.05
7.60
0.00
0
1
54.6%
-0.147
0.0027
-0.329
0.360
-0.070
490.00
15.00
0.40
7.40
0.00
0
1
49.0%
-0.157
0.0031
-0.307
0.377
-0.075
500.00
5.00
3.00
7.40
1.14
2
3
43.8%
-0.173
0.0037
-0.290
0.400
-0.082
510.00
6.56
4.40
10.00
0.00
1
2
44.2%
-0.218
0.0043
-0.336
0.462
-0.104
530.00
10.70
7.50
14.10
0.00
12
13
40.0%
-0.307
0.0056
-0.358
0.550
-0.146
540.00
11.80
11.00
16.30
0.00
20
79
37.2%
-0.360
0.0064
-0.351
0.586
-0.171
550.00
17.00
14.80
20.40
0.50
1
2
36.6%
-0.427
0.0068
-0.357
0.614
-0.204
590.00
33.10
39.20
46.00
0.00
1
3
38.5%
-0.680
0.0059
-0.322
0.560
-0.335
600.00
38.90
46.70
53.80
0.00
0
6
39.0%
-0.730
0.0054
-0.295
0.518
-0.363
650.00
86.60
90.80
99.90
0.00
0
1
48.9%
-0.852
0.0030
-0.238
0.362
-0.454
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.