This page reflects QLYS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
QLYS 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 15)
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
21.95
56.30
59.60
0.00
1
0
175.2%
0.948
0.0021
-0.202
0.031
0.031
95.00
24.20
51.20
54.60
0.00
1
5
159.6%
0.943
0.0025
-0.199
0.033
0.033
100.00
13.43
46.10
49.60
0.00
1
6
144.6%
0.938
0.0029
-0.195
0.036
0.034
105.00
10.65
41.20
44.80
0.00
4
4
134.8%
0.925
0.0036
-0.208
0.041
0.035
110.00
35.20
36.30
39.10
0.00
3
45
104.5%
0.941
0.0039
-0.139
0.034
0.038
115.00
15.62
31.40
34.40
0.00
1
51
98.8%
0.921
0.0051
-0.162
0.043
0.039
120.00
7.30
26.40
29.70
0.00
1
32
91.5%
0.899
0.0067
-0.180
0.051
0.040
125.00
18.50
21.70
24.30
0.70
1
973
71.6%
0.902
0.0083
-0.141
0.050
0.042
130.00
18.00
17.00
20.00
2.10
9
434
69.7%
0.850
0.0115
-0.181
0.068
0.041
135.00
9.75
12.70
15.50
-1.85
2
166
62.0%
0.799
0.0156
-0.193
0.081
0.039
140.00
10.00
9.60
10.50
0.85
2
12
47.4%
0.749
0.0232
-0.168
0.092
0.039
145.00
4.31
5.00
7.60
-2.19
3
11
49.9%
0.612
0.0265
-0.208
0.111
0.032
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
55.00
0.20
0.00
2.15
0.00
1
1
295.8%
-0.023
0.0006
-0.164
0.016
-0.002
70.00
0.80
0.00
2.15
0.00
0
3
230.6%
-0.029
0.0010
-0.159
0.019
-0.002
75.00
0.30
0.00
2.15
0.00
0
3
211.9%
-0.032
0.0012
-0.157
0.021
-0.002
80.00
0.30
0.00
2.15
0.00
1
8
194.5%
-0.035
0.0014
-0.155
0.022
-0.002
85.00
0.05
0.00
0.05
0.00
2
3
101.6%
-0.002
0.0002
-0.006
0.002
-0.000
90.00
0.30
0.00
0.55
0.00
3
21
125.4%
-0.015
0.0011
-0.050
0.011
-0.001
95.00
0.65
0.00
0.55
0.00
3
3
113.3%
-0.017
0.0013
-0.049
0.012
-0.001
100.00
0.05
0.00
0.60
-1.02
1
24
103.4%
-0.020
0.0016
-0.052
0.014
-0.001
105.00
2.35
0.00
0.75
0.00
3
161
96.0%
-0.027
0.0022
-0.061
0.018
-0.002
110.00
0.25
0.05
0.30
-0.05
1
82
74.4%
-0.017
0.0019
-0.032
0.012
-0.001
115.00
5.80
0.05
1.80
0.00
5
80
90.7%
-0.064
0.0048
-0.116
0.036
-0.004
120.00
8.50
0.00
2.20
0.00
4
5
82.4%
-0.081
0.0063
-0.127
0.044
-0.005
125.00
15.73
0.05
2.25
0.00
0
5
71.1%
-0.097
0.0083
-0.124
0.050
-0.006
130.00
3.70
0.05
1.50
0.00
1
1
52.3%
-0.090
0.0107
-0.086
0.047
-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.