thetaOwl

PHM

PulteGroup, Inc.Close $133.67EOD only
Max Pain
$132.00
Next expiry Jul 10, 2026
Expected Move
±$2.05
1.5% from close
Price Gap
-1.67
Distance to max pain
IV Rank
8
Low premium
P/C OI
0.92
Balanced positioning
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

This page reflects PHM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jul 2, 2026 close
PHM Options Chain
Data as of market close Jul 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 8)

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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
111.0026.4021.0024.700.002269.7%0.9760.0043-0.0640.0100.021
119.004.5012.9016.600.002293.1%0.8350.0144-0.3170.0460.018
120.007.0011.8015.800.001192.6%0.8190.0154-0.3330.0490.018
121.0015.6311.2014.800.000188.2%0.8110.0165-0.3260.0500.018
125.0013.437.8010.800.001470.7%0.7710.0232-0.2940.0560.018
129.002.154.107.400.008960.6%0.6830.0318-0.2960.0660.016
130.008.602.656.600.0052758.2%0.6540.0342-0.2930.0680.016
131.002.151.905.400.000150.2%0.6320.0406-0.2590.0700.015
132.002.901.204.701.043348.5%0.5920.0432-0.2580.0720.014
133.002.351.403.00-0.7562333.7%0.5590.0633-0.1840.0730.014
134.001.901.652.45-0.50303133.0%0.4950.0652-0.1820.0740.012
135.001.620.802.05-0.436633.5%0.4320.0633-0.1810.0730.011
136.001.650.601.65-0.057133.3%0.3690.0612-0.1720.0700.009
137.001.370.002.35-2.231247.4%0.3710.0431-0.2420.0700.009
138.001.820.101.300.0031937.1%0.2810.0491-0.1700.0620.007
142.001.200.002.000.0070763.0%0.2610.0279-0.2750.0600.006
149.000.600.001.250.000158.8%0.1000.0161-0.1380.0320.002
150.000.500.000.950.000157.1%0.0800.0140-0.1130.0270.002
155.000.300.000.200.0011150.8%0.0200.0051-0.0330.0090.000
160.000.150.000.250.000161.8%0.0200.0043-0.0400.0090.001
170.000.300.000.100.000169.3%0.0070.0016-0.0180.0040.000

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
90.000.290.000.100.00010111.7%-0.0040.0006-0.0180.002-0.000
95.000.410.000.150.00011103.1%-0.0070.0010-0.0260.004-0.000
100.000.050.001.000.0042123.2%-0.0370.0035-0.1300.015-0.001
110.002.170.000.950.000188.4%-0.0480.0061-0.1170.019-0.001
111.000.300.002.150.0012105.1%-0.0880.0082-0.2200.029-0.002
112.001.740.000.950.000181.8%-0.0520.0070-0.1140.020-0.001
113.000.100.001.000.001379.5%-0.0560.0077-0.1180.021-0.002
114.000.800.000.950.002275.3%-0.0560.0081-0.1120.021-0.002
115.000.650.001.000.004473.0%-0.0610.0089-0.1160.022-0.002
116.001.100.001.650.000179.8%-0.0890.0109-0.1690.030-0.002
117.000.840.002.000.000180.9%-0.1050.0122-0.1930.034-0.003
118.000.100.001.150.001265.6%-0.0770.0119-0.1240.027-0.002
119.001.580.001.150.002362.3%-0.0810.0130-0.1220.028-0.002
120.001.780.002.150.002371.5%-0.1260.0156-0.1930.038-0.003
125.000.510.000.750.172445.9%-0.1360.0256-0.1300.040-0.004
130.001.400.101.200.6527833.9%-0.2630.0520-0.1420.060-0.007
131.001.500.201.55-0.10152934.2%-0.3200.0565-0.1570.066-0.008
132.001.850.002.600.30102742.9%-0.3990.0486-0.2130.071-0.011
135.003.301.704.200.8512644.1%-0.5470.0486-0.2220.073-0.015
138.003.304.606.500.002449.4%-0.6630.0399-0.2280.068-0.018
140.004.806.308.600.001159.2%-0.6960.0319-0.2620.065-0.019
145.008.369.8013.500.001176.3%-0.7610.0220-0.3000.057-0.022
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.