This page reflects NTES options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
NTES 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
65.00
48.29
60.30
64.30
0.00
0
0
135.9%
0.996
0.0003
-0.022
0.003
0.025
80.00
45.17
45.50
49.30
0.00
0
0
110.7%
0.988
0.0011
-0.040
0.008
0.030
100.00
30.00
25.50
29.50
0.00
1
1
68.4%
0.970
0.0040
-0.053
0.017
0.037
110.00
13.60
16.60
18.90
0.00
9
9
52.9%
0.930
0.0102
-0.075
0.034
0.039
115.00
15.25
11.90
14.30
0.00
2
185
65.5%
0.807
0.0168
-0.170
0.068
0.034
120.00
9.90
7.80
9.30
0.00
3
102
48.5%
0.752
0.0262
-0.147
0.079
0.033
125.00
4.80
4.80
5.50
-2.40
10
218
42.0%
0.609
0.0366
-0.152
0.096
0.028
130.00
2.70
1.30
3.00
-1.00
216
469
40.7%
0.417
0.0384
-0.147
0.097
0.019
135.00
1.25
0.05
1.70
-0.70
5
2,388
43.1%
0.261
0.0303
-0.129
0.081
0.012
140.00
1.25
0.55
1.00
0.00
1
157
46.2%
0.160
0.0212
-0.102
0.061
0.007
145.00
0.65
0.25
0.80
0.00
2
39
53.2%
0.118
0.0149
-0.095
0.049
0.005
150.00
0.20
0.00
2.15
0.00
6
40
67.9%
0.123
0.0120
-0.125
0.051
0.006
155.00
0.50
0.00
2.25
0.00
1
32
78.0%
0.114
0.0099
-0.136
0.048
0.005
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
65.00
1.07
0.00
1.00
0.00
1
1
185.5%
-0.021
0.0011
-0.083
0.013
-0.001
70.00
1.08
0.00
2.15
0.00
1
0
196.1%
-0.040
0.0018
-0.149
0.021
-0.002
90.00
1.40
0.00
2.15
0.00
0
10
125.3%
-0.062
0.0039
-0.135
0.030
-0.003
95.00
0.36
0.00
2.15
0.00
1
1
109.7%
-0.070
0.0049
-0.130
0.033
-0.004
100.00
0.20
0.00
2.00
0.00
6
832
92.7%
-0.077
0.0062
-0.118
0.036
-0.004
105.00
0.65
0.00
1.65
0.00
23
33
74.1%
-0.080
0.0080
-0.096
0.037
-0.004
110.00
0.73
0.00
0.95
0.00
1
47
52.0%
-0.067
0.0100
-0.059
0.032
-0.003
115.00
0.70
0.45
0.95
-0.28
1
320
48.7%
-0.130
0.0175
-0.090
0.053
-0.007
120.00
1.15
1.15
1.40
-0.10
1
488
40.3%
-0.211
0.0288
-0.100
0.072
-0.011
125.00
2.85
2.35
2.85
0.85
243
159
37.9%
-0.383
0.0404
-0.123
0.095
-0.020
130.00
5.40
5.00
5.70
1.40
1
615
40.2%
-0.584
0.0390
-0.130
0.097
-0.031
135.00
13.60
8.10
10.10
0.00
0
2
50.5%
-0.703
0.0275
-0.144
0.086
-0.038
140.00
17.80
12.90
14.50
0.00
0
0
56.7%
-0.785
0.0207
-0.134
0.073
-0.044
145.00
23.95
16.00
20.00
0.00
1
2
75.1%
-0.789
0.0154
-0.179
0.072
-0.046
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.