This page reflects NICE options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
NICE 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
70.00
15.97
25.80
28.70
0.00
5
5
106.1%
0.952
0.0049
-0.079
0.019
0.025
75.00
11.50
19.70
23.60
0.00
3
4
127.1%
0.876
0.0085
-0.183
0.039
0.023
80.00
8.00
15.10
18.90
0.00
7
9
59.5%
0.956
0.0083
-0.046
0.018
0.029
85.00
12.75
10.90
13.90
5.05
1
59
56.2%
0.894
0.0173
-0.079
0.035
0.028
90.00
9.30
7.30
9.90
1.67
9
320
58.8%
0.758
0.0280
-0.132
0.059
0.025
95.00
5.35
4.00
5.40
0.63
6
839
57.8%
0.592
0.0355
-0.158
0.074
0.020
100.00
2.25
1.25
2.60
0.00
237
346
50.6%
0.394
0.0402
-0.136
0.073
0.014
105.00
1.50
0.05
1.25
0.50
17
564
50.7%
0.224
0.0311
-0.105
0.057
0.008
110.00
0.45
0.05
0.50
-0.14
144
111
49.8%
0.105
0.0193
-0.062
0.034
0.004
115.00
0.25
0.00
0.25
0.05
5
35
52.6%
0.054
0.0109
-0.039
0.021
0.002
120.00
0.05
0.00
0.15
0.00
11
23
51.0%
0.018
0.0046
-0.016
0.008
0.001
125.00
0.07
0.00
0.50
0.00
5
8
71.7%
0.041
0.0064
-0.043
0.017
0.001
130.00
0.05
0.00
0.10
0.00
11
13
62.9%
0.010
0.0022
-0.012
0.005
0.000
135.00
0.70
0.00
0.70
0.00
0
10
93.9%
0.044
0.0052
-0.059
0.018
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
60.00
0.46
0.00
2.15
0.00
1
10
173.9%
-0.057
0.0035
-0.135
0.022
-0.002
65.00
0.10
0.00
1.15
0.00
7
16
128.9%
-0.044
0.0038
-0.080
0.018
-0.002
70.00
0.15
0.00
0.55
-0.24
2
58
93.2%
-0.031
0.0039
-0.043
0.013
-0.001
75.00
0.10
0.05
0.15
0.00
4
66
63.7%
-0.017
0.0035
-0.018
0.008
-0.001
80.00
0.33
0.00
0.35
0.00
5
68
54.9%
-0.033
0.0071
-0.027
0.014
-0.001
85.00
0.40
0.00
0.60
-0.30
9
206
54.6%
-0.100
0.0170
-0.064
0.033
-0.004
90.00
1.15
0.15
1.40
-0.69
84
129
51.3%
-0.216
0.0301
-0.099
0.056
-0.009
95.00
2.65
1.00
4.20
-0.65
2
81
64.8%
-0.413
0.0317
-0.166
0.074
-0.017
100.00
10.52
4.70
6.00
0.00
3
15
52.4%
-0.601
0.0389
-0.130
0.073
-0.025
105.00
10.54
7.60
10.90
0.00
2
6
72.0%
-0.691
0.0258
-0.163
0.067
-0.030
110.00
13.48
12.00
15.40
-6.42
2
7
81.7%
-0.762
0.0200
-0.161
0.059
-0.034
120.00
32.10
21.90
24.20
0.00
2
0
85.1%
-0.885
0.0121
-0.099
0.037
-0.042
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.