This page reflects PVLA options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
PVLA Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
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
40.22
24.00
28.50
0.00
0
1
64.1%
0.932
0.0063
-0.057
0.043
0.064
100.00
18.30
15.50
20.30
0.00
500
500
63.7%
0.819
0.0127
-0.103
0.086
0.061
105.00
19.00
12.00
15.90
0.00
0
1
60.1%
0.748
0.0163
-0.116
0.104
0.057
115.00
6.00
6.50
10.20
0.00
35
35
61.5%
0.552
0.0198
-0.143
0.129
0.044
120.00
6.90
4.40
7.10
3.10
2
4
57.9%
0.448
0.0210
-0.134
0.129
0.036
125.00
3.00
2.50
6.80
0.00
1
1,001
62.5%
0.366
0.0185
-0.136
0.123
0.030
130.00
2.80
1.00
5.50
-0.30
2
1,006
61.6%
0.283
0.0169
-0.120
0.110
0.023
135.00
5.20
0.00
5.00
0.00
0
100
63.9%
0.224
0.0144
-0.110
0.097
0.019
140.00
5.00
0.00
5.00
0.00
0
11
72.2%
0.204
0.0121
-0.117
0.092
0.017
150.00
4.50
0.00
5.00
0.00
0
250
87.2%
0.177
0.0091
-0.129
0.085
0.014
170.00
4.00
0.00
4.90
0.00
0
1
111.6%
0.144
0.0063
-0.144
0.074
0.011
180.00
1.55
0.00
4.90
0.00
1
1
122.3%
0.135
0.0054
-0.150
0.071
0.010
185.00
1.25
0.00
4.90
0.00
1
3
127.3%
0.131
0.0051
-0.153
0.069
0.010
190.00
0.60
0.00
4.90
0.00
1
2
132.1%
0.127
0.0048
-0.156
0.068
0.010
195.00
1.30
0.00
4.90
0.00
1
1
136.8%
0.124
0.0046
-0.158
0.067
0.009
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
90.00
2.55
0.00
5.00
0.00
1
4
92.4%
-0.135
0.0072
-0.111
0.071
-0.014
100.00
4.94
0.65
4.90
0.00
10
21
67.8%
-0.193
0.0124
-0.101
0.089
-0.020
105.00
6.50
2.00
6.50
0.00
31
53
67.5%
-0.270
0.0150
-0.121
0.108
-0.028
110.00
6.90
4.00
8.50
-5.10
1
53
67.8%
-0.356
0.0169
-0.136
0.121
-0.037
115.00
10.10
6.50
10.50
-2.60
1
25
66.5%
-0.446
0.0183
-0.140
0.129
-0.047
120.00
12.40
9.50
13.50
-7.60
2
28
67.5%
-0.535
0.0181
-0.142
0.129
-0.058
125.00
15.60
13.00
16.50
-4.30
2
35
67.3%
-0.619
0.0174
-0.134
0.124
-0.068
130.00
22.16
17.00
20.00
0.00
0
10
68.2%
-0.692
0.0158
-0.123
0.115
-0.078
155.00
36.00
38.10
42.50
0.00
0
0
69.1%
-0.919
0.0067
-0.041
0.049
-0.116
190.00
71.00
72.50
77.00
0.00
0
0
84.0%
-0.976
0.0021
-0.005
0.019
-0.148
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.