thetaOwl

MUX

McEwen Inc.Close $21.55EOD only
Max Pain
$23.00
Next expiry Jun 18, 2026
Expected Move
±$3.22
15.0% from close
Price Gap
+1.45
Distance to max pain
IV Rank
0
Low premium
P/C OI
0.66
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

This page reflects MUX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 20, 2026 close
MUX 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
19.004.282.203.800.000358.9%0.8060.0769-0.0190.0170.011
20.002.001.103.100.00104194.6%0.6650.0634-0.0370.0220.009
21.001.931.352.30-0.4722263.1%0.6000.1007-0.0270.0230.009
22.001.300.901.90-0.9712564.9%0.4990.1011-0.0280.0240.007
23.001.120.651.300.27116162.8%0.3970.1011-0.0260.0230.006
24.000.650.251.000.0014559.7%0.2960.0954-0.0220.0210.005
25.000.550.300.550.16719059.9%0.2190.0812-0.0190.0180.003
26.000.300.250.450.00798264.3%0.1770.0665-0.0180.0160.003
27.000.350.000.500.001145965.2%0.1320.0540-0.0150.0130.002
28.000.150.050.200.00486760.9%0.0780.0394-0.0090.0090.001
29.000.350.000.400.00139574.6%0.0980.0383-0.0140.0110.002
30.000.850.000.200.0042469.1%0.0570.0272-0.0080.0070.001
31.000.950.000.950.0001108.4%0.1520.0358-0.0270.0140.002
32.000.570.000.400.0081091.8%0.0830.0274-0.0150.0090.001
33.000.300.000.750.0003112.9%0.1210.0294-0.0240.0120.002
35.000.400.000.950.001011131.3%0.1320.0268-0.0300.0130.002

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
14.000.050.001.000.0012140.3%-0.0970.0202-0.0250.010-0.002
15.000.150.050.300.0081991.0%-0.0600.0216-0.0110.007-0.001
16.000.150.100.300.001280.7%-0.0750.0289-0.0120.009-0.001
17.000.350.200.650.00121686.3%-0.1330.0411-0.0190.013-0.003
18.000.350.250.65-0.2052473.4%-0.1610.0548-0.0180.015-0.003
19.000.750.351.100.0051273.7%-0.2340.0684-0.0230.019-0.005
20.000.960.451.10-0.2912859.8%-0.2920.0946-0.0210.021-0.006
21.001.260.751.75-0.2411862.1%-0.3990.1024-0.0240.023-0.008
22.001.691.502.150.00103164.0%-0.5020.1027-0.0250.024-0.010
23.002.802.003.200.00125070.1%-0.5840.0916-0.0270.024-0.012
24.003.252.504.000.00186267.8%-0.6740.0876-0.0240.022-0.014
25.003.103.305.000.0044173.9%-0.7230.0746-0.0240.020-0.016
26.003.892.805.600.0069105.1%-0.6820.0559-0.0370.022-0.016
27.002.614.806.600.008965.2%-0.8680.0540-0.0120.013-0.019
28.003.405.707.800.000676.2%-0.8640.0473-0.0140.013-0.020
30.005.847.509.700.001275.4%-0.9240.0311-0.0080.009-0.023
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.