This page reflects PCOR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
PCOR 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
37.50
17.50
21.00
23.80
0.00
1
1
168.8%
0.999
0.0003
-0.009
0.000
0.003
40.00
14.24
18.50
21.30
0.00
1
9
146.9%
0.999
0.0004
-0.009
0.000
0.003
42.50
3.45
16.00
18.80
0.00
1
2
125.0%
0.999
0.0005
-0.009
0.000
0.003
45.00
12.00
13.50
15.90
0.00
3
156
255.7%
0.912
0.0115
-0.375
0.009
0.003
47.50
5.70
11.00
13.80
0.00
1
15
89.1%
0.998
0.0012
-0.010
0.000
0.004
50.00
10.01
9.10
11.40
1.76
5
118
134.2%
0.939
0.0165
-0.152
0.007
0.004
52.50
6.80
6.10
8.60
0.00
103
110
163.3%
0.833
0.0282
-0.375
0.014
0.003
55.00
5.70
3.70
6.10
-1.10
1
174
127.3%
0.788
0.0419
-0.339
0.016
0.003
57.50
1.80
1.50
3.80
0.00
2
124
98.7%
0.693
0.0656
-0.318
0.019
0.003
60.00
1.60
1.00
1.95
0.00
6
200
61.1%
0.500
0.1202
-0.224
0.022
0.002
62.50
0.25
0.00
0.95
0.00
14
1,650
55.3%
0.206
0.0950
-0.144
0.015
0.001
65.00
0.55
0.00
0.70
0.00
20
68
73.2%
0.116
0.0491
-0.130
0.011
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
22.50
0.30
0.00
2.15
0.00
0
1
698.8%
-0.031
0.0019
-0.445
0.004
-0.000
25.00
0.19
0.00
2.15
0.00
1
2
632.0%
-0.035
0.0023
-0.442
0.004
-0.000
30.00
0.69
0.00
0.75
0.00
1
7
403.5%
-0.019
0.0021
-0.170
0.003
-0.000
32.50
0.27
0.00
0.75
0.00
1
50
362.5%
-0.021
0.0026
-0.168
0.003
-0.000
35.00
0.05
0.00
0.05
0.00
2
61
210.9%
-0.002
0.0005
-0.011
0.000
-0.000
37.50
1.15
0.00
0.75
0.00
2
7
289.1%
-0.028
0.0040
-0.165
0.003
-0.000
40.00
0.93
0.00
0.75
0.00
2
26
255.9%
-0.032
0.0051
-0.164
0.004
-0.000
42.50
0.25
0.00
0.75
0.00
30
51
223.8%
-0.036
0.0066
-0.162
0.004
-0.000
45.00
0.60
0.00
0.75
0.00
25
618
193.6%
-0.043
0.0087
-0.159
0.005
-0.000
47.50
0.60
0.00
0.75
0.00
1
37
164.1%
-0.051
0.0118
-0.155
0.006
-0.000
50.00
0.55
0.00
0.75
0.00
1
20
135.5%
-0.063
0.0167
-0.151
0.007
-0.000
52.50
1.45
0.00
0.75
0.00
0
1
107.4%
-0.080
0.0255
-0.144
0.008
-0.000
55.00
0.35
0.00
0.75
0.00
18
19
79.1%
-0.110
0.0437
-0.133
0.010
-0.001
57.50
1.00
0.15
2.20
0.00
3
5
88.3%
-0.290
0.0714
-0.271
0.019
-0.002
60.00
1.70
0.80
3.20
0.00
0
8
77.7%
-0.494
0.0946
-0.277
0.022
-0.003
65.00
10.00
4.30
6.70
0.00
0
11
76.0%
-0.875
0.0500
-0.135
0.011
-0.005
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.