Raymond James Financial, Inc.Close $162.66EOD only
Max Pain
$150.00
Next expiry Jul 17, 2026
Expected Move
±$2.30
1.4% from close
Price Gap
-12.66
Distance to max pain
IV Rank
4
Low premium
P/C OI
0.35
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot
This page reflects RJF options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
RJF 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
115.00
33.99
46.10
49.10
0.00
12
0
127.0%
0.936
0.0031
-0.192
0.040
0.040
130.00
20.85
30.80
34.90
0.00
0
0
58.2%
0.979
0.0027
-0.048
0.016
0.048
135.00
12.20
26.10
29.10
0.00
2
1
79.2%
0.902
0.0069
-0.170
0.055
0.045
140.00
21.90
21.20
24.20
13.90
1
4
69.2%
0.882
0.0089
-0.169
0.063
0.046
145.00
7.84
16.30
19.30
0.00
2
19
58.9%
0.857
0.0120
-0.165
0.072
0.046
150.00
9.35
11.90
14.20
0.00
2
41
45.9%
0.833
0.0171
-0.145
0.080
0.046
155.00
7.70
7.40
9.50
3.79
3
35
36.7%
0.767
0.0261
-0.141
0.097
0.044
160.00
5.00
4.60
5.20
2.25
5
380
28.5%
0.638
0.0413
-0.133
0.119
0.038
165.00
2.40
1.80
2.80
1.60
10
428
29.1%
0.423
0.0422
-0.137
0.125
0.025
170.00
0.85
0.40
1.00
0.70
74
101
26.1%
0.211
0.0347
-0.090
0.092
0.013
175.00
0.10
0.00
0.45
0.00
22
25
28.1%
0.101
0.0198
-0.058
0.056
0.006
180.00
0.12
0.00
0.45
0.00
1
40
35.6%
0.082
0.0133
-0.063
0.048
0.005
185.00
2.17
0.00
0.00
0.00
0
0
12.5%
0.000
0.0000
0.000
0.000
0.000
190.00
0.16
0.00
1.15
0.00
3
21
52.0%
0.072
0.0083
-0.083
0.044
0.004
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
90.00
0.09
0.00
0.30
0.00
2
3
131.8%
-0.008
0.0005
-0.031
0.007
-0.001
105.00
0.35
0.00
0.75
0.00
12
22
116.1%
-0.020
0.0013
-0.065
0.016
-0.001
115.00
0.56
0.00
2.15
0.00
15
22
118.2%
-0.052
0.0028
-0.143
0.034
-0.004
120.00
0.82
0.00
1.20
0.00
6
9
93.3%
-0.039
0.0028
-0.088
0.027
-0.003
125.00
0.36
0.00
0.75
0.00
2
14
75.4%
-0.031
0.0029
-0.059
0.022
-0.002
130.00
0.20
0.00
0.75
0.00
3
30
65.9%
-0.035
0.0037
-0.057
0.025
-0.002
135.00
0.20
0.00
0.75
0.00
2
17
56.7%
-0.040
0.0048
-0.055
0.028
-0.003
140.00
1.05
0.00
0.75
0.00
401
415
56.1%
-0.076
0.0080
-0.089
0.045
-0.005
145.00
0.25
0.00
0.45
-1.67
1
223
40.2%
-0.064
0.0098
-0.056
0.040
-0.004
150.00
0.80
0.05
0.65
0.00
1
98
34.2%
-0.103
0.0164
-0.068
0.057
-0.007
155.00
0.91
0.30
1.85
-3.99
1
15
36.8%
-0.233
0.0261
-0.123
0.097
-0.015
160.00
2.25
1.45
2.80
-4.35
3
42
30.6%
-0.370
0.0387
-0.124
0.120
-0.024
170.00
19.30
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.020
0.000
-0.065
200.00
44.50
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.024
0.000
-0.077
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.