thetaOwl

R

Ryder System, Inc.Close $260.72EOD only
Max Pain
$250.00
Next expiry Jul 17, 2026
Expected Move
±$14.30
5.5% from close
Price Gap
-10.72
Distance to max pain
IV Rank
32
Middle-high premium
P/C OI
2.15
Slightly put-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

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

Published Snapshot
Jul 2, 2026 close
R 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
165.0045.000.000.000.00100.0%1.0000.0000-0.0190.0000.063
190.0082.9069.5072.800.000182.8%0.9790.0012-0.0970.0250.071
200.0021.2033.2036.800.00330.0%1.0000.0000-0.0240.0000.077
210.0043.9749.5053.000.001162.5%0.9670.0023-0.1070.0370.077
220.0035.2040.0043.200.001257.2%0.9440.0039-0.1420.0580.078
230.0042.9230.0033.600.001364.5%0.8570.0068-0.2870.1150.073
240.0029.8921.0024.300.007554.2%0.8020.0101-0.2970.1420.071
250.0020.6012.5015.900.0015146.5%0.7000.0146-0.3150.1780.064
260.0019.156.309.800.00102044.8%0.5380.0174-0.3400.2030.050
270.005.101.955.900.0011045.9%0.3720.0161-0.3280.1930.035
280.002.610.053.600.0011148.3%0.2450.0128-0.2840.1610.023
290.002.200.001.100.0011141.2%0.1040.0086-0.1390.0920.010
300.003.800.002.350.0022951.1%0.0910.0063-0.1550.0840.009
310.000.950.002.150.002458.4%0.0750.0047-0.1530.0720.007
320.001.200.002.150.002566.3%0.0670.0038-0.1590.0660.006
330.001.100.002.150.0031073.7%0.0610.0032-0.1640.0610.006
340.000.800.002.150.002580.8%0.0560.0027-0.1680.0580.005
360.000.750.002.100.000193.5%0.0480.0021-0.1720.0510.004

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
150.003.330.000.000.002050.0%0.0000.00000.0000.0000.000
170.000.120.000.850.0035322107.3%-0.0160.0007-0.0770.020-0.002
175.001.280.001.000.0012103.7%-0.0190.0009-0.0870.024-0.002
180.001.330.102.150.0011113.5%-0.0370.0014-0.1660.041-0.004
185.000.450.002.150.0012105.5%-0.0380.0015-0.1580.042-0.004
190.000.420.002.150.007498.7%-0.0410.0017-0.1560.045-0.004
195.000.430.002.150.007492.0%-0.0430.0020-0.1530.047-0.005
200.000.300.052.150.001485.8%-0.0470.0023-0.1530.050-0.005
210.002.050.002.250.002373.3%-0.0560.0030-0.1490.058-0.006
220.001.040.002.400.001761.7%-0.0690.0042-0.1480.068-0.007
230.001.250.002.200.0041458.8%-0.1230.0068-0.2140.104-0.013
240.001.550.052.950.0082050.0%-0.1810.0103-0.2340.134-0.019
250.002.240.954.700.0012543.9%-0.2910.0153-0.2650.175-0.031
260.006.194.408.100.004640.2%-0.4620.0194-0.2760.203-0.049
270.0011.9010.6014.000.001540.0%-0.6500.0181-0.2480.189-0.070
280.0011.7018.6021.500.002139.6%-0.8050.0136-0.1720.141-0.089
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.