This page reflects NYT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
NYT 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
55.00
9.60
22.80
25.80
0.00
1
1
248.4%
0.803
0.0077
-0.360
0.040
0.014
60.00
23.00
0.00
0.00
0.00
2
0
0.0%
1.000
0.0000
-0.007
0.000
0.023
65.00
16.78
9.30
11.70
0.00
15
6
86.5%
0.802
0.0223
-0.130
0.040
0.019
70.00
4.07
3.90
4.50
0.77
5
119
34.7%
0.801
0.0556
-0.056
0.040
0.021
72.50
1.87
2.05
2.55
0.40
2
128
30.3%
0.644
0.0850
-0.064
0.054
0.017
75.00
1.00
0.90
1.25
0.33
3
4,477
29.3%
0.416
0.0919
-0.063
0.056
0.011
77.50
0.17
0.20
0.50
0.00
1
33
28.7%
0.211
0.0698
-0.045
0.042
0.006
80.00
0.40
0.00
0.95
0.00
18
4,735
49.9%
0.226
0.0416
-0.079
0.043
0.006
82.50
0.52
0.00
2.15
0.00
1
2
63.3%
0.207
0.0312
-0.095
0.041
0.005
85.00
0.20
0.00
2.15
0.00
2
185
73.1%
0.184
0.0252
-0.102
0.039
0.005
90.00
0.24
0.00
1.75
0.00
1
85
85.0%
0.137
0.0178
-0.097
0.032
0.004
95.00
1.20
0.00
0.75
0.00
2
267
81.2%
0.067
0.0111
-0.055
0.019
0.002
100.00
0.07
0.00
1.35
0.00
6
39
106.6%
0.090
0.0106
-0.090
0.024
0.002
105.00
0.80
0.00
0.00
0.00
0
0
50.0%
0.000
0.0001
-0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
40.00
0.30
0.00
0.75
0.00
1
6
179.9%
-0.027
0.0024
-0.058
0.009
-0.001
45.00
0.20
0.00
0.00
0.00
2
0
50.0%
0.000
0.0000
0.000
0.000
0.000
50.00
0.35
0.00
0.00
0.00
1
0
50.0%
-0.000
0.0000
-0.000
0.000
-0.000
55.00
1.08
0.00
2.15
0.00
1
4
128.9%
-0.097
0.0092
-0.113
0.025
-0.003
60.00
0.10
0.00
2.15
0.00
1
9
100.2%
-0.122
0.0140
-0.104
0.029
-0.004
65.00
0.55
0.00
0.50
0.00
2
17
55.6%
-0.107
0.0229
-0.052
0.027
-0.003
70.00
0.58
0.20
0.70
-0.13
5
1,579
35.8%
-0.206
0.0549
-0.051
0.041
-0.006
72.50
2.00
0.85
2.10
0.00
24
34
46.0%
-0.394
0.0578
-0.088
0.056
-0.012
75.00
5.50
2.20
2.50
0.00
7
301
31.1%
-0.578
0.0871
-0.057
0.057
-0.017
77.50
6.30
4.00
4.30
0.00
2
776
32.0%
-0.762
0.0669
-0.044
0.045
-0.023
80.00
11.10
6.10
7.20
0.00
164
65
52.1%
-0.763
0.0409
-0.076
0.045
-0.024
85.00
13.56
10.90
12.70
0.00
2
71
61.8%
-0.862
0.0247
-0.062
0.032
-0.029
90.00
13.60
14.10
18.00
0.00
1
60
109.7%
-0.790
0.0182
-0.155
0.042
-0.029
95.00
11.75
0.00
0.00
0.00
62
0
0.0%
-1.000
0.0000
0.011
0.000
-0.036
100.00
18.55
23.80
27.40
0.00
4
0
125.8%
-0.864
0.0120
-0.131
0.031
-0.035
105.00
22.20
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.012
0.000
-0.040
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.