This page reflects ROL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
ROL 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
35.00
8.22
6.50
9.70
0.00
0
0
135.4%
0.828
0.0221
-0.108
0.022
0.010
42.50
1.56
0.95
2.45
0.16
15
20
57.0%
0.600
0.0797
-0.070
0.033
0.009
45.00
0.42
0.20
0.55
-0.08
19
8,216
33.3%
0.307
0.1243
-0.037
0.030
0.005
47.50
0.13
0.00
0.20
0.01
1
437
37.7%
0.121
0.0628
-0.024
0.017
0.002
50.00
0.25
0.00
0.10
0.00
1
186
44.1%
0.057
0.0305
-0.016
0.010
0.001
52.50
0.10
0.00
0.10
0.00
20
27
55.7%
0.046
0.0205
-0.017
0.008
0.001
55.00
0.01
0.00
0.60
0.00
2,097
2,102
83.4%
0.087
0.0223
-0.040
0.013
0.001
57.50
0.10
0.00
1.35
0.00
2
4
116.9%
0.134
0.0217
-0.077
0.018
0.002
60.00
0.09
0.00
0.95
0.00
2
177
117.1%
0.098
0.0174
-0.062
0.015
0.001
62.50
0.15
0.00
1.15
0.00
0
51
133.6%
0.104
0.0159
-0.074
0.015
0.002
65.00
0.12
0.00
1.15
0.00
0
2
143.6%
0.098
0.0142
-0.076
0.015
0.001
75.00
0.10
0.00
0.95
0.00
0
1
170.9%
0.072
0.0094
-0.071
0.012
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
37.50
0.12
0.00
0.10
0.00
3
24
46.5%
-0.048
0.0253
-0.014
0.008
-0.001
40.00
0.12
0.00
0.20
-0.28
3
43
35.7%
-0.112
0.0626
-0.020
0.016
-0.002
42.50
0.62
0.55
0.65
-0.31
9
427
29.7%
-0.341
0.1454
-0.031
0.031
-0.006
45.00
1.95
1.35
3.30
-0.63
5
309
67.3%
-0.579
0.0684
-0.077
0.033
-0.011
47.50
4.50
3.40
5.10
0.00
2
84
68.8%
-0.724
0.0572
-0.065
0.028
-0.014
50.00
5.00
5.30
8.30
0.00
1
6
50.6%
-0.914
0.0364
-0.019
0.013
-0.018
52.50
7.20
7.80
10.80
0.00
3
1
62.9%
-0.930
0.0252
-0.020
0.011
-0.019
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.