This page reflects OPCH options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
OPCH Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
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
2.50
20.61
18.90
22.90
0.00
0
4
550.0%
0.998
0.0003
-0.008
0.000
0.001
12.50
11.80
10.50
13.90
0.00
9
11
406.3%
0.893
0.0112
-0.139
0.007
0.003
15.00
9.20
6.80
10.40
0.00
1
25
177.3%
0.945
0.0155
-0.038
0.005
0.004
17.50
4.95
4.60
7.50
0.00
4
7
118.8%
0.935
0.0264
-0.030
0.005
0.005
20.00
2.70
2.10
4.00
0.00
14
1,575
118.2%
0.807
0.0571
-0.061
0.011
0.004
22.50
0.77
0.05
2.15
0.00
1
329
101.4%
0.622
0.0924
-0.073
0.015
0.004
25.00
0.05
0.00
0.95
0.00
5
489
63.1%
0.291
0.1341
-0.041
0.014
0.002
27.50
0.05
0.00
0.35
0.00
20
166
72.9%
0.113
0.0647
-0.026
0.008
0.001
30.00
0.05
0.00
0.20
0.00
1
1,010
86.7%
0.058
0.0328
-0.019
0.005
0.000
32.50
0.20
0.00
1.55
0.00
1
12
184.0%
0.192
0.0366
-0.093
0.011
0.001
35.00
0.10
0.00
0.25
0.00
1
5,025
131.3%
0.049
0.0191
-0.025
0.004
0.000
37.50
0.90
0.00
1.95
0.00
1
6
246.9%
0.188
0.0269
-0.123
0.011
0.001
40.00
0.05
0.00
1.15
0.00
2
46
228.9%
0.125
0.0222
-0.087
0.008
0.001
42.50
0.45
0.00
1.95
0.00
1
21
285.0%
0.169
0.0218
-0.133
0.010
0.001
45.00
0.30
0.00
0.75
0.00
1
2
236.3%
0.082
0.0159
-0.066
0.006
0.000
50.00
0.10
0.00
1.35
0.00
5
5
301.0%
0.117
0.0161
-0.109
0.008
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
12.50
0.05
0.00
1.15
0.00
3
5
302.0%
-0.072
0.0112
-0.076
0.006
-0.001
15.00
0.35
0.00
2.15
0.00
1
43
290.2%
-0.128
0.0178
-0.112
0.009
-0.001
17.50
0.14
0.00
0.95
0.00
1
257
158.6%
-0.116
0.0304
-0.057
0.008
-0.001
20.00
0.05
0.00
0.70
-0.01
10
161
93.0%
-0.146
0.0607
-0.039
0.009
-0.001
22.50
0.55
0.15
0.35
0.00
20
367
42.3%
-0.284
0.1975
-0.026
0.014
-0.002
25.00
1.70
0.50
3.50
0.00
10
16
55.9%
-0.737
0.1440
-0.031
0.013
-0.006
27.50
3.81
4.00
4.40
0.00
20
57
58.0%
-0.940
0.0508
-0.010
0.005
-0.008
30.00
8.05
4.50
8.10
0.00
2
2
205.7%
-0.698
0.0418
-0.129
0.014
-0.007
32.50
11.78
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.004
0.000
-0.010
35.00
7.57
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.004
0.000
-0.011
50.00
29.01
28.00
31.90
0.00
2
0
503.2%
-0.667
0.0178
-0.332
0.015
-0.014
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.