This page reflects PHM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
PHM 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 7)
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
110.00
11.00
5.10
7.00
0.00
0
2
50.9%
0.778
0.0364
-0.183
0.048
0.016
112.00
8.20
3.60
5.30
0.00
0
65
45.9%
0.712
0.0464
-0.188
0.055
0.015
116.00
1.75
1.70
2.70
-3.75
4
26
41.4%
0.501
0.0601
-0.196
0.064
0.011
118.00
1.15
0.80
1.70
-2.25
4
37
38.9%
0.375
0.0608
-0.174
0.061
0.008
119.00
2.45
0.40
1.75
0.00
1
40
45.0%
0.343
0.0510
-0.194
0.059
0.007
122.00
6.00
0.25
0.65
0.00
0
2
38.5%
0.172
0.0413
-0.115
0.041
0.004
124.00
1.35
0.00
0.85
0.00
10
15
50.2%
0.172
0.0317
-0.149
0.041
0.004
125.00
0.25
0.05
0.60
-1.12
25
1
47.9%
0.132
0.0279
-0.119
0.034
0.003
126.00
0.55
0.00
0.80
0.00
27
27
56.2%
0.148
0.0257
-0.151
0.037
0.003
130.00
0.70
0.00
0.55
0.00
1
67
52.2%
0.059
0.0141
-0.072
0.019
0.001
131.00
0.85
0.00
0.50
0.00
0
1
53.7%
0.053
0.0125
-0.067
0.017
0.001
133.00
0.45
0.00
1.75
0.00
0
72
80.2%
0.117
0.0153
-0.182
0.032
0.002
135.00
1.47
0.00
0.40
0.00
1
1
60.7%
0.038
0.0084
-0.057
0.013
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
100.00
0.40
0.00
2.15
0.00
0
20
92.4%
-0.113
0.0129
-0.201
0.031
-0.003
108.00
0.60
0.00
0.65
0.00
0
1
46.9%
-0.133
0.0287
-0.114
0.035
-0.003
110.00
2.05
0.10
0.60
0.00
0
3
37.2%
-0.152
0.0395
-0.098
0.038
-0.003
112.00
0.65
0.35
1.80
-1.15
6
2
49.7%
-0.301
0.0437
-0.194
0.056
-0.007
113.00
1.25
0.85
1.15
0.00
1
23
33.4%
-0.289
0.0638
-0.127
0.055
-0.007
115.00
1.30
1.15
2.05
0.00
4
4
35.2%
-0.432
0.0697
-0.152
0.063
-0.010
116.00
2.10
1.90
2.60
-1.10
56
56
36.0%
-0.502
0.0692
-0.157
0.064
-0.012
117.00
2.46
2.35
3.90
0.00
1
13
46.9%
-0.549
0.0526
-0.205
0.063
-0.013
118.00
2.40
2.05
4.70
0.00
7
55
50.0%
-0.593
0.0485
-0.213
0.062
-0.014
119.00
3.70
3.10
5.40
0.00
2
142
50.9%
-0.636
0.0460
-0.209
0.060
-0.015
120.00
3.75
4.00
5.90
0.00
5
10
48.0%
-0.691
0.0458
-0.183
0.056
-0.016
122.00
5.20
5.60
7.60
0.00
0
3
51.9%
-0.754
0.0379
-0.176
0.050
-0.018
123.00
5.60
6.80
8.80
0.00
0
3
59.6%
-0.754
0.0330
-0.204
0.051
-0.018
128.00
9.70
11.00
13.50
0.00
17
0
72.7%
-0.827
0.0220
-0.200
0.041
-0.021
131.00
9.60
14.10
16.80
0.00
0
0
50.2%
-0.959
0.0110
-0.036
0.014
-0.024
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.