This page reflects RSG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 19, 2026 close
RSG Options Chain
Data as of market close Aug 19, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 2)
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
190.00
22.40
30.40
32.90
0.00
1
1
111.4%
0.970
0.0037
-0.333
0.011
0.010
195.00
11.20
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.023
0.000
0.011
200.00
14.00
19.80
23.10
0.00
1
14
73.5%
0.969
0.0058
-0.232
0.011
0.011
210.00
5.40
10.70
11.50
0.00
373
228
45.6%
0.938
0.0163
-0.250
0.020
0.011
220.00
4.15
1.25
3.80
3.20
8
150
40.8%
0.571
0.0588
-0.670
0.064
0.007
230.00
0.10
0.00
0.20
0.02
1
779
30.1%
0.039
0.0172
-0.105
0.014
0.000
240.00
0.30
0.00
0.60
0.22
1
377
57.8%
0.029
0.0070
-0.157
0.011
0.000
250.00
0.30
0.00
2.15
0.00
87
226
106.2%
0.064
0.0072
-0.544
0.020
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
175.00
1.00
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
180.00
0.12
0.00
2.15
0.00
1
20
162.0%
-0.038
0.0031
-0.546
0.014
-0.000
185.00
0.20
0.00
2.15
0.00
20
22
145.0%
-0.043
0.0039
-0.543
0.015
-0.001
190.00
0.01
0.00
2.15
0.00
2
51
128.1%
-0.050
0.0049
-0.538
0.017
-0.001
195.00
0.01
0.00
0.05
0.00
4
30
56.3%
-0.001
0.0004
-0.009
0.001
-0.000
200.00
0.05
0.00
0.05
0.00
1
370
50.6%
-0.004
0.0013
-0.022
0.002
-0.000
210.00
0.05
0.00
0.30
0.00
4
264
40.7%
-0.042
0.0136
-0.150
0.015
-0.001
220.00
5.97
0.55
1.10
0.00
1
238
19.6%
-0.364
0.1169
-0.292
0.061
-0.004
240.00
13.64
17.90
19.90
0.00
1
0
77.0%
-0.921
0.0117
-0.437
0.024
-0.012
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.