This page reflects NSC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
NSC Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
300.00
41.85
37.70
41.30
0.00
10
0
73.5%
0.969
0.0031
-0.296
0.021
0.024
310.00
31.00
28.60
31.30
0.00
1
1
66.0%
0.937
0.0061
-0.455
0.038
0.024
320.00
16.57
18.80
21.50
0.00
2
10
50.7%
0.900
0.0113
-0.489
0.054
0.023
330.00
13.10
9.30
12.50
0.13
26
669
51.4%
0.727
0.0211
-0.904
0.102
0.019
340.00
5.85
2.10
4.80
1.35
2
232
37.6%
0.473
0.0345
-0.784
0.122
0.013
350.00
0.25
0.00
0.35
-0.52
14
369
23.0%
0.065
0.0179
-0.152
0.039
0.002
360.00
0.10
0.00
0.60
0.00
48
34
42.0%
0.060
0.0092
-0.259
0.037
0.002
370.00
0.07
0.00
1.15
0.00
70
65
55.2%
0.043
0.0053
-0.258
0.028
0.001
380.00
0.30
0.00
0.30
0.00
1
3
53.4%
0.010
0.0016
-0.072
0.008
0.000
400.00
0.20
0.00
2.15
0.00
5
6
103.2%
0.043
0.0029
-0.481
0.028
0.001
450.00
0.05
0.00
2.15
0.00
0
70
156.3%
0.027
0.0013
-0.499
0.019
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
190.00
0.30
0.00
0.40
0.16
2
6
235.9%
-0.002
0.0001
-0.092
0.002
-0.000
195.00
0.08
0.00
0.45
0.00
0
3
229.7%
-0.003
0.0001
-0.104
0.003
-0.000
220.00
1.08
0.00
2.15
0.00
0
1
235.5%
-0.016
0.0006
-0.495
0.013
-0.000
250.00
1.40
0.00
0.85
0.00
0
1
148.2%
-0.010
0.0006
-0.198
0.008
-0.000
260.00
2.40
0.00
2.15
0.00
0
8
156.3%
-0.026
0.0013
-0.482
0.019
-0.001
270.00
0.93
0.00
0.50
0.00
31
77
106.1%
-0.008
0.0007
-0.117
0.007
-0.000
280.00
1.15
0.00
2.15
0.00
1
15
119.8%
-0.035
0.0021
-0.470
0.024
-0.001
290.00
0.10
0.00
1.00
0.00
2
90
86.7%
-0.021
0.0019
-0.227
0.016
-0.001
300.00
0.27
0.00
0.95
0.00
5
3,488
70.3%
-0.025
0.0028
-0.213
0.018
-0.001
310.00
0.19
0.00
0.65
0.00
2
280
50.5%
-0.024
0.0036
-0.145
0.017
-0.001
320.00
0.30
0.00
0.95
0.00
2
390
46.7%
-0.083
0.0106
-0.362
0.047
-0.002
330.00
0.40
0.00
2.65
-1.77
1
219
43.7%
-0.241
0.0232
-0.687
0.096
-0.007
340.00
2.70
1.60
4.00
-4.94
4
6
24.2%
-0.548
0.0533
-0.468
0.122
-0.016
350.00
15.99
8.90
11.70
0.00
1
16
26.9%
-0.902
0.0209
-0.201
0.053
-0.026
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.