This page reflects ROOT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
ROOT 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
30.00
15.80
20.10
24.20
0.00
0
2
543.2%
0.915
0.0060
-0.668
0.007
0.002
35.00
17.00
15.10
19.40
0.00
3
3
444.9%
0.885
0.0092
-0.688
0.009
0.002
40.00
10.30
11.00
12.80
0.00
2
3
206.6%
0.936
0.0127
-0.208
0.006
0.003
45.00
6.61
5.30
8.40
0.11
1
93
180.5%
0.842
0.0282
-0.349
0.011
0.003
50.00
2.25
2.00
4.00
1.14
8
47
75.0%
0.757
0.0880
-0.190
0.015
0.003
55.00
0.24
0.05
0.45
0.09
9
144
50.0%
0.139
0.0935
-0.088
0.011
0.001
60.00
0.15
0.00
0.15
0.10
11
420
75.8%
0.025
0.0162
-0.035
0.003
0.000
65.00
0.45
0.00
0.25
0.35
1
227
120.3%
0.026
0.0107
-0.058
0.003
0.000
70.00
0.06
0.00
0.15
0.01
19
340
139.5%
0.013
0.0049
-0.036
0.002
0.000
75.00
0.05
0.00
0.75
0.00
2
147
221.9%
0.045
0.0091
-0.168
0.005
0.000
80.00
0.05
0.00
0.80
-0.04
7
90
254.3%
0.042
0.0074
-0.180
0.004
0.000
85.00
0.05
0.00
0.80
0.00
19
89
281.1%
0.038
0.0062
-0.183
0.004
0.000
90.00
0.05
0.00
0.80
0.00
18
1,018
305.5%
0.034
0.0052
-0.184
0.004
0.000
95.00
0.01
0.00
0.70
0.00
223
184
320.3%
0.028
0.0042
-0.163
0.003
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.10
0.00
0.05
0.00
10
61
221.9%
-0.002
0.0006
-0.012
0.000
-0.000
35.00
1.05
0.00
0.80
0.00
5
13
266.8%
-0.037
0.0064
-0.172
0.004
-0.000
40.00
0.05
0.00
0.10
0.00
1
111
127.3%
-0.009
0.0039
-0.023
0.001
-0.000
45.00
0.13
0.00
0.45
-0.07
175
614
106.8%
-0.055
0.0218
-0.093
0.005
-0.000
50.00
0.49
0.30
1.25
-1.21
50
850
78.5%
-0.252
0.0857
-0.196
0.015
-0.001
55.00
3.10
2.60
3.60
-3.90
7
420
59.3%
-0.818
0.0941
-0.118
0.013
-0.004
60.00
8.00
6.50
9.80
-3.15
1
220
116.2%
-0.894
0.0332
-0.161
0.009
-0.004
65.00
13.91
11.70
13.80
0.00
3
0
99.2%
-0.991
0.0051
-0.011
0.001
-0.005
70.00
22.00
16.10
19.90
0.00
15
4
178.9%
-0.957
0.0108
-0.122
0.004
-0.006
75.00
27.40
21.30
24.90
0.00
6
0
223.8%
-0.953
0.0093
-0.165
0.005
-0.006
80.00
31.00
26.30
29.90
0.00
3
0
252.9%
-0.959
0.0073
-0.167
0.004
-0.006
90.00
41.00
35.70
39.90
0.00
0
0
239.1%
-0.992
0.0020
-0.032
0.001
-0.007
95.00
37.30
40.70
44.90
0.00
1
0
257.8%
-0.993
0.0017
-0.031
0.001
-0.008
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.