This page reflects ROP options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
ROP 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
300.00
16.60
25.60
30.20
0.00
0
6
45.1%
0.750
0.0077
-0.250
0.289
0.168
310.00
24.00
19.30
21.80
0.00
6
2
39.5%
0.677
0.0100
-0.246
0.327
0.156
320.00
13.79
12.90
15.60
-7.36
2
216
38.0%
0.570
0.0113
-0.254
0.358
0.134
330.00
9.00
7.90
10.50
-2.90
2
10
36.6%
0.452
0.0119
-0.244
0.361
0.108
340.00
5.70
4.60
6.80
-4.35
2
262
35.9%
0.338
0.0112
-0.218
0.333
0.081
350.00
4.03
2.60
4.60
-1.22
1
37
36.8%
0.247
0.0094
-0.191
0.287
0.060
360.00
1.95
1.40
2.85
-2.30
2
48
36.8%
0.169
0.0075
-0.152
0.230
0.041
370.00
1.88
0.70
1.90
0.00
3
22
37.8%
0.118
0.0057
-0.122
0.180
0.029
380.00
0.52
0.00
1.75
-0.85
1
81
42.1%
0.101
0.0046
-0.120
0.160
0.024
390.00
0.95
0.00
3.00
0.00
20
21
54.1%
0.128
0.0043
-0.182
0.191
0.031
400.00
1.80
0.00
4.80
0.00
1
15
55.6%
0.104
0.0036
-0.161
0.164
0.025
410.00
1.90
0.05
5.00
0.00
2
15
61.0%
0.100
0.0032
-0.172
0.160
0.024
420.00
2.10
0.00
4.80
0.00
1
13
64.6%
0.092
0.0028
-0.170
0.150
0.022
430.00
0.05
0.00
0.55
0.00
1
2
51.4%
0.030
0.0015
-0.057
0.063
0.007
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
250.00
0.60
0.00
2.15
0.00
0
6
56.1%
-0.043
0.0018
-0.078
0.082
-0.012
260.00
1.00
0.00
4.80
0.00
0
7
59.7%
-0.081
0.0028
-0.138
0.137
-0.023
270.00
0.79
0.25
1.50
-0.96
2
10
45.6%
-0.068
0.0032
-0.092
0.120
-0.019
280.00
1.20
1.00
7.50
0.00
4
232
53.1%
-0.146
0.0047
-0.185
0.208
-0.040
290.00
2.20
1.80
3.30
0.00
1
4
40.2%
-0.149
0.0063
-0.141
0.211
-0.041
300.00
2.77
3.30
5.10
0.00
2
18
38.4%
-0.220
0.0085
-0.169
0.270
-0.060
310.00
7.00
5.40
7.80
2.08
2
17
36.9%
-0.314
0.0106
-0.193
0.323
-0.086
320.00
11.20
8.90
11.60
3.12
1
54
35.6%
-0.428
0.0121
-0.202
0.357
-0.119
330.00
10.85
14.00
16.80
0.00
4
9
35.0%
-0.552
0.0124
-0.195
0.360
-0.154
340.00
18.30
20.70
23.20
0.00
11
23
34.5%
-0.670
0.0115
-0.168
0.330
-0.190
350.00
27.05
27.30
33.30
0.00
4
55
42.9%
-0.716
0.0087
-0.197
0.308
-0.209
360.00
22.10
34.80
42.30
0.00
1
7
46.7%
-0.767
0.0072
-0.190
0.279
-0.230
370.00
20.90
44.80
51.30
0.00
0
11
49.4%
-0.810
0.0060
-0.174
0.247
-0.248
380.00
44.49
54.40
61.10
0.00
1
0
54.4%
-0.831
0.0051
-0.177
0.230
-0.261
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.