This page reflects RRC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
RRC 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
34.00
3.86
3.20
4.40
0.00
2
12
66.4%
0.814
0.0544
-0.050
0.020
0.010
35.00
2.45
2.45
3.40
0.00
2
6
55.2%
0.783
0.0718
-0.046
0.022
0.010
36.00
1.90
1.65
2.55
0.00
6
102
49.3%
0.717
0.0927
-0.047
0.025
0.009
37.00
1.41
1.15
1.55
0.36
1
137
36.3%
0.642
0.1388
-0.039
0.028
0.009
38.00
0.85
0.65
0.95
0.13
2
75
34.0%
0.493
0.1585
-0.038
0.030
0.007
39.00
0.40
0.30
0.55
-0.08
7
359
33.4%
0.339
0.1478
-0.034
0.027
0.005
40.00
0.30
0.05
0.30
-0.05
35
324
33.4%
0.211
0.1169
-0.026
0.021
0.003
41.00
0.23
0.05
0.20
0.00
3
77
36.4%
0.141
0.0828
-0.022
0.017
0.002
42.00
0.15
0.00
0.15
0.00
10
88
40.1%
0.101
0.0594
-0.019
0.013
0.001
43.00
0.05
0.00
0.10
0.00
23
70
42.2%
0.067
0.0417
-0.015
0.010
0.001
44.00
0.10
0.00
0.10
0.05
1
183
47.9%
0.060
0.0337
-0.015
0.009
0.001
45.00
0.10
0.00
0.10
0.00
2
279
53.1%
0.054
0.0280
-0.016
0.008
0.001
46.00
0.03
0.00
0.05
0.00
2
3,434
51.2%
0.029
0.0177
-0.009
0.005
0.000
47.00
0.68
0.00
0.05
0.00
6
31
50.0%
0.016
0.0105
-0.005
0.003
0.000
48.00
0.20
0.00
0.05
0.00
2
32
54.3%
0.015
0.0093
-0.005
0.003
0.000
49.00
0.12
0.00
0.05
0.00
150
90
58.2%
0.014
0.0082
-0.005
0.003
0.000
50.00
0.19
0.00
0.50
0.00
4
25
93.1%
0.076
0.0207
-0.035
0.011
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
32.00
0.30
0.00
0.05
0.00
0
1
46.5%
-0.029
0.0192
-0.008
0.005
-0.000
33.00
0.25
0.00
0.10
0.00
1
119
45.3%
-0.055
0.0333
-0.013
0.008
-0.001
34.00
0.40
0.00
0.15
0.00
1
9
41.6%
-0.086
0.0510
-0.017
0.012
-0.001
35.00
0.30
0.05
0.20
0.00
8
13
36.1%
-0.125
0.0770
-0.019
0.015
-0.002
36.00
0.40
0.25
0.35
-0.15
9
99
33.7%
-0.212
0.1159
-0.025
0.021
-0.003
37.00
0.65
0.50
0.65
-0.40
10
46
33.2%
-0.348
0.1503
-0.031
0.027
-0.005
38.00
1.60
0.95
1.25
0.00
4
22
37.6%
-0.504
0.1433
-0.037
0.030
-0.008
39.00
1.60
1.60
1.95
-1.60
2
399
40.8%
-0.628
0.1251
-0.038
0.028
-0.010
40.00
3.38
2.20
2.85
0.00
2
346
48.0%
-0.703
0.0973
-0.040
0.026
-0.011
41.00
4.40
2.90
3.80
0.00
6
17
55.5%
-0.751
0.0773
-0.043
0.024
-0.012
42.00
5.10
3.90
4.80
0.00
1
11
64.0%
-0.777
0.0629
-0.046
0.022
-0.013
45.00
5.97
6.70
8.20
0.00
1
0
66.7%
-0.895
0.0368
-0.027
0.013
-0.016
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.