This page reflects RF options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
RF 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
21.00
5.66
7.30
8.60
0.00
2
0
0.0%
1.000
0.0000
-0.002
0.000
0.008
26.00
3.33
4.00
4.90
0.00
2
5
59.8%
0.915
0.0438
-0.022
0.009
0.009
27.00
3.30
3.10
3.80
0.00
1
32
72.4%
0.814
0.0625
-0.044
0.016
0.008
28.00
2.90
2.30
2.60
0.00
2
216
47.0%
0.820
0.0942
-0.029
0.016
0.009
29.00
1.76
1.55
1.75
-0.34
3
319
40.9%
0.726
0.1374
-0.031
0.020
0.008
30.00
0.95
0.90
1.05
-0.32
12
1,543
37.1%
0.574
0.1784
-0.033
0.023
0.006
31.00
0.45
0.35
0.55
-0.22
21
415
34.8%
0.387
0.1855
-0.030
0.023
0.004
32.00
0.23
0.10
0.30
-0.09
5
2,872
36.3%
0.236
0.1431
-0.025
0.018
0.003
33.00
0.09
0.00
0.15
0.00
1
26
37.1%
0.130
0.0963
-0.017
0.013
0.001
34.00
0.08
0.00
0.35
0.00
1
11
59.7%
0.179
0.0739
-0.034
0.016
0.002
35.00
0.05
0.00
0.35
0.00
0
1
55.9%
0.105
0.0548
-0.022
0.011
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
19.00
0.05
0.00
0.10
0.00
2
4
116.0%
-0.015
0.0055
-0.009
0.002
-0.000
20.00
0.05
0.00
0.10
0.00
2
5
104.7%
-0.016
0.0066
-0.009
0.002
-0.000
21.00
0.05
0.00
0.10
0.00
2
11
93.8%
-0.018
0.0080
-0.009
0.003
-0.000
22.00
0.05
0.00
0.05
0.00
4
7
75.0%
-0.012
0.0070
-0.005
0.002
-0.000
23.00
0.05
0.00
0.10
-0.01
2
282
73.4%
-0.023
0.0125
-0.008
0.003
-0.000
24.00
0.07
0.00
0.35
0.03
4
15
83.2%
-0.065
0.0255
-0.022
0.007
-0.001
25.00
0.05
0.00
0.20
0.00
6
51
62.5%
-0.050
0.0280
-0.014
0.006
-0.001
26.00
0.05
0.05
0.15
0.00
3
41
52.3%
-0.060
0.0384
-0.013
0.007
-0.001
27.00
0.11
0.05
0.15
0.00
2
91
46.9%
-0.095
0.0606
-0.016
0.010
-0.001
28.00
0.15
0.10
0.25
0.00
3
72
42.6%
-0.159
0.0958
-0.021
0.014
-0.002
29.00
0.24
0.25
0.45
0.00
3
781
39.9%
-0.270
0.1396
-0.027
0.020
-0.003
30.00
0.65
0.50
0.80
0.02
5
28
38.3%
-0.427
0.1728
-0.030
0.023
-0.005
35.00
5.41
4.10
5.10
0.00
1
0
70.7%
-0.833
0.0597
-0.034
0.015
-0.012
36.00
7.11
5.10
6.10
0.00
1
0
79.3%
-0.848
0.0501
-0.036
0.014
-0.012
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.