This page reflects PAYX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
PAYX 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
80.00
36.20
38.40
42.10
0.00
0
2
215.6%
0.985
0.0016
-0.157
0.004
0.006
85.00
31.41
33.20
37.10
0.00
1,000
0
175.8%
0.988
0.0017
-0.113
0.004
0.007
90.00
26.00
28.30
32.10
0.00
135
0
156.3%
0.982
0.0026
-0.135
0.005
0.007
95.00
21.20
23.20
27.10
0.00
81
0
126.2%
0.982
0.0032
-0.112
0.005
0.008
100.00
22.20
18.10
22.10
0.00
1
2
97.9%
0.982
0.0042
-0.090
0.005
0.008
105.00
16.61
13.90
17.20
1.72
1
338
102.3%
0.931
0.0119
-0.258
0.014
0.008
110.00
11.40
9.60
10.60
2.07
4
573
53.4%
0.965
0.0132
-0.087
0.008
0.009
115.00
6.22
3.70
6.30
1.64
615
1,379
66.5%
0.768
0.0422
-0.377
0.033
0.007
120.00
2.27
0.50
2.70
0.92
13
697
54.6%
0.508
0.0672
-0.401
0.043
0.005
125.00
0.37
0.05
0.75
0.17
73
1,696
49.1%
0.184
0.0498
-0.239
0.029
0.002
130.00
0.05
0.00
0.20
-0.01
219
740
51.6%
0.045
0.0170
-0.089
0.010
0.000
135.00
0.05
0.00
0.50
0.00
1
68
72.7%
0.039
0.0108
-0.112
0.009
0.000
140.00
1.00
0.00
0.95
0.00
1
10
103.1%
0.054
0.0098
-0.207
0.012
0.001
145.00
0.11
0.00
0.65
0.00
1
2
110.7%
0.033
0.0061
-0.149
0.008
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
60.00
0.05
0.00
2.15
0.00
0
1
436.5%
-0.026
0.0013
-0.472
0.006
-0.000
75.00
0.05
0.00
2.15
0.00
1
6
314.8%
-0.037
0.0024
-0.459
0.009
-0.000
80.00
0.05
0.00
2.15
0.00
5
186
279.1%
-0.042
0.0030
-0.453
0.010
-0.000
85.00
0.05
0.00
0.50
0.00
13
41
179.7%
-0.014
0.0018
-0.116
0.004
-0.000
90.00
0.04
0.00
0.50
0.00
1
773
153.9%
-0.017
0.0025
-0.115
0.004
-0.000
95.00
0.06
0.00
0.75
0.00
5
135
140.2%
-0.029
0.0043
-0.167
0.007
-0.000
100.00
0.05
0.00
0.15
0.00
3
264
85.2%
-0.008
0.0024
-0.035
0.002
-0.000
105.00
0.03
0.00
0.50
0.01
3
755
81.8%
-0.033
0.0083
-0.110
0.008
-0.000
110.00
0.09
0.05
0.25
0.00
8
525
52.1%
-0.031
0.0124
-0.066
0.008
-0.000
115.00
0.23
0.10
0.65
-0.42
9
430
47.6%
-0.158
0.0466
-0.206
0.026
-0.002
120.00
0.80
0.20
2.55
-0.65
20
368
50.2%
-0.493
0.0731
-0.356
0.043
-0.005
125.00
5.37
3.00
6.50
0.00
6
9
66.1%
-0.744
0.0448
-0.374
0.035
-0.008
130.00
10.38
7.90
11.30
0.00
6
1
88.6%
-0.831
0.0261
-0.392
0.027
-0.009
140.00
36.39
17.90
21.40
0.00
0
0
137.1%
-0.881
0.0133
-0.479
0.022
-0.010
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.