This page reflects RAL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
RAL Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
22.50
20.50
23.10
27.30
0.00
14
33
0.0%
1.000
0.0000
-0.003
0.000
0.002
25.00
20.05
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.003
0.000
0.002
30.00
15.70
28.10
31.90
0.00
1
2
0.0%
1.000
0.0000
-0.004
0.000
0.002
35.00
23.70
32.80
36.40
0.00
2
13
314.8%
0.995
0.0008
-0.056
0.001
0.003
40.00
20.20
0.00
0.00
0.00
2
0
0.0%
1.000
0.0000
-0.005
0.000
0.003
45.00
25.71
23.70
26.60
0.00
1
12
299.8%
0.959
0.0047
-0.283
0.006
0.003
50.00
11.30
19.00
22.00
0.00
2
33
270.9%
0.928
0.0080
-0.394
0.009
0.004
55.00
8.70
0.00
0.00
0.00
10
0
0.0%
1.000
0.0000
-0.006
0.000
0.005
60.00
16.36
8.90
11.20
0.00
3
5
125.4%
0.912
0.0203
-0.217
0.010
0.004
65.00
6.87
3.90
6.00
0.00
4
33
68.7%
0.866
0.0498
-0.162
0.014
0.005
70.00
3.21
0.05
1.95
0.00
9
219
75.4%
0.473
0.0838
-0.319
0.025
0.003
75.00
0.05
0.00
0.45
-0.85
1
257
58.4%
0.080
0.0402
-0.091
0.009
0.000
80.00
0.20
0.00
0.20
0.00
110
113
77.3%
0.025
0.0118
-0.047
0.004
0.000
85.00
1.50
0.00
0.40
0.00
4
852
117.4%
0.033
0.0100
-0.091
0.005
0.000
90.00
1.95
0.00
1.15
0.00
6
7
179.7%
0.066
0.0114
-0.243
0.008
0.000
95.00
0.65
0.00
1.20
0.00
1
3
208.3%
0.059
0.0090
-0.259
0.007
0.000
100.00
0.55
0.00
1.15
0.00
2
3
230.5%
0.051
0.0072
-0.254
0.007
0.000
105.00
0.50
0.00
1.15
0.00
0
2
252.9%
0.046
0.0061
-0.257
0.006
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.10
0.00
0.00
0.00
3
0
50.0%
0.000
0.0000
0.000
0.000
0.000
35.00
0.10
0.00
2.20
0.00
1
20
497.3%
-0.040
0.0028
-0.452
0.005
-0.000
40.00
0.15
0.00
1.35
0.00
1
13
367.2%
-0.034
0.0033
-0.290
0.005
-0.000
45.00
0.20
0.00
1.35
0.00
1
9
301.6%
-0.042
0.0047
-0.284
0.006
-0.000
50.00
0.03
0.00
1.15
0.00
12
623
231.8%
-0.047
0.0067
-0.239
0.006
-0.000
55.00
0.25
0.00
0.40
0.00
4
49
138.3%
-0.027
0.0071
-0.090
0.004
-0.000
60.00
0.70
0.00
1.35
0.00
1
38
133.1%
-0.100
0.0210
-0.245
0.011
-0.001
65.00
0.05
0.00
0.50
-0.46
4
2,419
56.1%
-0.089
0.0456
-0.094
0.010
-0.001
70.00
0.59
0.05
3.10
0.00
2
2,708
97.5%
-0.514
0.0649
-0.403
0.025
-0.003
75.00
7.70
4.00
6.20
0.00
12
79
84.7%
-0.829
0.0476
-0.218
0.016
-0.005
80.00
9.70
8.50
11.30
0.00
0
0
130.1%
-0.871
0.0256
-0.279
0.013
-0.006
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.