This page reflects PSX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
PSX 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
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
90.00
77.00
84.50
88.30
0.00
0
1
313.4%
0.962
0.0011
-0.466
0.020
0.016
95.00
72.00
79.50
83.30
0.00
0
1
292.0%
0.959
0.0012
-0.461
0.022
0.017
105.00
62.00
69.50
73.30
0.00
0
1
252.1%
0.952
0.0016
-0.451
0.024
0.018
160.00
8.31
14.60
18.60
0.00
1
1
78.5%
0.832
0.0131
-0.359
0.061
0.025
162.50
9.80
12.70
16.10
0.00
0
1
70.6%
0.815
0.0155
-0.344
0.065
0.025
170.00
4.55
6.20
9.40
0.00
11
102
54.9%
0.704
0.0258
-0.345
0.084
0.022
172.50
5.64
4.40
6.80
2.08
19
17
44.4%
0.659
0.0338
-0.297
0.090
0.021
175.00
4.21
2.40
5.90
1.78
7
74
49.7%
0.565
0.0324
-0.353
0.096
0.018
177.50
2.70
2.30
3.40
0.43
21
16
37.5%
0.470
0.0434
-0.270
0.097
0.015
180.00
1.75
1.30
2.30
0.30
23
57
36.4%
0.360
0.0421
-0.245
0.091
0.012
182.50
1.15
0.55
2.00
0.35
4
16
41.4%
0.292
0.0340
-0.254
0.084
0.010
185.00
0.64
0.20
0.80
0.21
16
150
33.4%
0.162
0.0301
-0.146
0.060
0.005
190.00
0.26
0.05
0.60
0.06
2
18
41.1%
0.104
0.0180
-0.131
0.044
0.003
195.00
1.95
0.00
2.25
0.00
2
3
60.9%
0.128
0.0141
-0.225
0.051
0.004
200.00
0.20
0.05
0.40
0.00
2
191
54.8%
0.054
0.0082
-0.106
0.027
0.002
205.00
0.30
0.00
2.15
0.00
3
16
79.6%
0.097
0.0088
-0.240
0.042
0.003
210.00
1.15
0.00
2.15
0.00
0
1
88.5%
0.088
0.0074
-0.248
0.039
0.003
215.00
0.85
0.00
2.15
0.00
0
1
97.0%
0.081
0.0063
-0.255
0.037
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
140.00
1.26
0.00
2.15
0.00
2
2
115.1%
-0.062
0.0044
-0.245
0.030
-0.002
152.50
0.05
0.00
2.15
-0.23
1
10
81.2%
-0.087
0.0080
-0.222
0.039
-0.003
155.00
0.60
0.00
2.20
0.00
40
21
75.0%
-0.096
0.0093
-0.220
0.041
-0.003
160.00
0.18
0.15
2.30
-0.19
7
11
63.6%
-0.122
0.0131
-0.222
0.050
-0.004
162.50
0.40
0.05
0.60
-0.15
1
29
45.2%
-0.087
0.0144
-0.123
0.039
-0.003
165.00
0.30
0.05
0.85
-0.57
20
29
43.5%
-0.124
0.0193
-0.153
0.050
-0.004
167.50
1.00
0.50
1.15
-0.20
2
9
41.2%
-0.170
0.0252
-0.179
0.062
-0.006
170.00
1.00
0.65
1.40
-1.17
2
10
36.9%
-0.221
0.0330
-0.187
0.073
-0.008
172.50
1.70
1.15
2.60
-1.55
3
3
41.5%
-0.332
0.0358
-0.256
0.089
-0.012
175.00
2.50
2.25
3.60
-2.10
18
8
41.2%
-0.427
0.0390
-0.273
0.096
-0.015
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.