This page reflects RY options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
RY 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
95.00
113.75
116.00
119.40
0.00
125
0
467.8%
0.983
0.0005
-0.650
0.008
0.007
180.00
28.42
31.90
33.90
0.00
25
22
116.4%
0.951
0.0045
-0.402
0.020
0.014
185.00
25.54
26.90
28.90
0.00
2
2
101.6%
0.943
0.0058
-0.395
0.022
0.014
190.00
20.98
21.10
24.00
0.00
33
119
89.4%
0.927
0.0080
-0.419
0.027
0.014
195.00
17.50
16.10
19.00
0.00
2
148
74.2%
0.912
0.0112
-0.403
0.031
0.014
200.00
15.76
11.10
14.00
0.00
1
202
58.7%
0.888
0.0168
-0.381
0.037
0.014
210.00
2.40
3.20
5.00
-5.80
133
821
37.3%
0.672
0.0502
-0.449
0.070
0.011
220.00
0.15
0.10
0.20
-0.60
22
1,493
22.6%
0.060
0.0273
-0.088
0.023
0.001
230.00
0.07
0.00
0.05
0.00
10
880
34.8%
0.008
0.0033
-0.025
0.004
0.000
250.00
2.15
0.00
2.15
0.00
2
2
112.2%
0.064
0.0058
-0.455
0.024
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
95.00
0.10
0.00
0.00
0.00
0
0
50.0%
0.000
0.0000
0.000
0.000
0.000
145.00
0.20
0.00
0.00
0.00
0
0
50.0%
0.000
0.0000
0.000
0.000
0.000
150.00
0.30
0.00
0.00
0.00
0
0
50.0%
0.000
0.0000
0.000
0.000
0.000
155.00
0.10
0.00
0.05
0.00
6
69
113.3%
-0.001
0.0001
-0.010
0.001
-0.000
160.00
0.20
0.00
0.05
0.00
20
73
103.1%
-0.001
0.0002
-0.010
0.001
-0.000
165.00
0.06
0.00
0.05
0.00
10
100
93.0%
-0.001
0.0002
-0.011
0.001
-0.000
170.00
0.10
0.00
0.05
0.00
10
499
82.8%
-0.001
0.0002
-0.010
0.001
-0.000
175.00
0.20
0.00
0.05
0.00
20
193
73.4%
-0.001
0.0003
-0.011
0.001
-0.000
180.00
0.05
0.00
0.05
0.00
19
526
64.1%
-0.002
0.0004
-0.011
0.001
-0.000
185.00
0.35
0.00
0.05
0.00
1
24
54.7%
-0.002
0.0006
-0.011
0.001
-0.000
190.00
0.35
0.00
0.05
0.00
16
269
49.4%
-0.005
0.0015
-0.023
0.003
-0.000
195.00
0.11
0.00
2.15
0.00
3
864
75.6%
-0.092
0.0113
-0.401
0.032
-0.002
200.00
0.05
0.00
0.10
0.00
1
1,132
33.2%
-0.017
0.0066
-0.045
0.008
-0.000
210.00
0.85
0.00
1.85
0.55
195
1,323
35.3%
-0.320
0.0524
-0.398
0.069
-0.006
220.00
8.80
5.70
8.40
0.85
2
155
43.6%
-0.785
0.0347
-0.389
0.056
-0.014
230.00
19.56
16.30
19.10
0.00
1
0
58.8%
-0.920
0.0130
-0.255
0.029
-0.018
240.00
29.70
26.40
29.10
0.00
1
0
82.4%
-0.940
0.0075
-0.289
0.023
-0.019
250.00
39.67
36.30
38.20
0.00
1
1
82.1%
-0.983
0.0027
-0.085
0.008
-0.020
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.