This page reflects OTIS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
OTIS 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
65.00
0.78
0.55
1.00
-0.22
46
173
27.3%
0.414
0.1138
-0.051
0.049
0.010
67.50
0.17
0.05
0.50
-0.13
2
296
31.9%
0.217
0.0734
-0.044
0.037
0.005
70.00
0.09
0.05
0.15
0.01
57
299
31.1%
0.080
0.0383
-0.021
0.019
0.002
72.50
0.25
0.00
0.05
0.00
5
1,480
32.2%
0.028
0.0161
-0.010
0.008
0.001
75.00
0.14
0.00
0.40
-0.01
50
172
51.2%
0.066
0.0199
-0.030
0.016
0.002
77.50
0.15
0.00
0.05
0.00
16
23
46.1%
0.020
0.0085
-0.010
0.006
0.000
80.00
0.03
0.00
0.15
0.00
10
69
55.9%
0.025
0.0083
-0.015
0.007
0.001
85.00
0.05
0.00
0.05
0.00
1
6
58.6%
0.008
0.0031
-0.006
0.003
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
47.50
0.05
0.00
0.05
0.00
0
1
63.7%
-0.007
0.0023
-0.005
0.002
-0.000
50.00
0.03
0.00
0.25
0.00
1
4
69.3%
-0.028
0.0075
-0.020
0.008
-0.001
60.00
0.15
0.05
0.25
0.00
11
88
29.2%
-0.115
0.0530
-0.025
0.024
-0.003
62.50
0.63
0.45
0.65
0.08
17
419
25.0%
-0.288
0.1088
-0.036
0.043
-0.007
65.00
1.80
1.45
2.05
0.45
5
329
29.3%
-0.579
0.1064
-0.047
0.049
-0.015
67.50
3.75
2.95
4.80
0.20
4
406
51.5%
-0.675
0.0558
-0.077
0.045
-0.018
70.00
6.15
4.20
6.80
0.55
4
388
53.7%
-0.781
0.0438
-0.064
0.037
-0.022
72.50
8.10
6.50
9.30
0.00
72
7
65.4%
-0.813
0.0327
-0.071
0.034
-0.023
75.00
7.38
9.10
11.70
0.00
12
0
73.0%
-0.846
0.0259
-0.070
0.030
-0.025
77.50
6.28
11.50
15.10
0.00
0
0
108.5%
-0.783
0.0216
-0.135
0.037
-0.025
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.