This page reflects RDNT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
RDNT 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
35.00
29.35
24.60
27.90
0.00
0
1
301.7%
0.827
0.0055
-0.205
0.039
0.015
40.00
42.30
37.40
39.10
0.00
0
1
658.8%
0.863
0.0022
-0.382
0.034
0.007
45.00
15.38
7.60
10.20
0.00
0
5
71.3%
0.852
0.0212
-0.048
0.035
0.029
50.00
5.90
5.50
6.30
0.80
37
88
56.9%
0.728
0.0382
-0.054
0.051
0.027
55.00
2.70
1.30
3.00
0.30
27
52
54.2%
0.502
0.0482
-0.060
0.061
0.019
60.00
0.75
0.05
1.70
-0.10
22
70
60.4%
0.312
0.0383
-0.058
0.054
0.012
65.00
0.35
0.00
0.60
0.00
1
89
55.6%
0.145
0.0268
-0.034
0.035
0.006
70.00
0.30
0.00
0.20
0.00
2
24
54.2%
0.058
0.0139
-0.017
0.018
0.002
75.00
0.50
0.00
1.60
0.00
1
5
89.6%
0.126
0.0151
-0.050
0.032
0.005
80.00
0.07
0.00
1.35
0.00
1
176
97.3%
0.102
0.0120
-0.046
0.027
0.004
85.00
0.78
0.00
2.25
0.00
1
12
122.7%
0.132
0.0114
-0.070
0.033
0.005
90.00
0.25
0.00
1.15
0.00
200
252
113.4%
0.078
0.0085
-0.044
0.022
0.003
95.00
0.43
0.00
2.15
0.00
1
188
140.9%
0.114
0.0090
-0.072
0.029
0.004
100.00
0.20
0.00
1.60
0.00
1
87
139.8%
0.089
0.0075
-0.060
0.025
0.003
105.00
0.75
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
-0.000
0.000
0.000
110.00
0.45
0.00
0.00
0.00
10
0
50.0%
0.000
0.0000
0.000
0.000
0.000
120.00
0.08
0.00
0.00
0.00
102
0
50.0%
0.000
0.0000
0.000
0.000
0.000
125.00
0.45
0.00
2.00
0.00
1
2
183.1%
0.088
0.0057
-0.077
0.024
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.05
0.00
0.65
0.00
0
1
127.5%
-0.033
0.0038
-0.025
0.011
-0.002
40.00
0.35
0.00
1.00
0.00
1
4
81.8%
-0.074
0.0112
-0.030
0.021
-0.004
45.00
0.65
0.05
2.85
-0.05
2
20
83.0%
-0.177
0.0205
-0.055
0.040
-0.009
50.00
1.45
1.25
2.40
-0.30
11
94
59.5%
-0.279
0.0370
-0.051
0.051
-0.013
55.00
3.30
3.00
3.50
-0.50
14
66
49.5%
-0.504
0.0527
-0.048
0.061
-0.024
60.00
7.64
5.90
7.70
0.00
20
91
64.2%
-0.674
0.0367
-0.056
0.055
-0.035
65.00
12.30
11.70
13.90
0.00
2
25
87.0%
-0.727
0.0250
-0.070
0.051
-0.041
70.00
11.70
9.50
12.00
0.00
1
6
0.0%
-1.000
0.0000
0.008
0.000
-0.055
75.00
11.20
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.009
0.000
-0.059
80.00
24.00
24.20
27.80
0.00
2
0
76.0%
-0.955
0.0082
-0.010
0.015
-0.062
95.00
38.37
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.011
0.000
-0.075
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.