This page reflects RYAAY options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 19, 2026 close
RYAAY Options Chain
Data as of market close May 19, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 30)
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
35.00
24.75
20.20
24.10
0.00
5
6
102.0%
0.968
0.0044
-0.024
0.012
0.026
40.00
21.40
21.70
24.80
0.00
1
0
243.9%
0.805
0.0070
-0.188
0.044
0.018
45.00
24.67
17.20
19.60
0.00
3
1
200.8%
0.759
0.0097
-0.176
0.050
0.020
50.00
7.50
7.00
8.30
1.00
12
69
64.5%
0.794
0.0276
-0.055
0.046
0.029
55.00
3.75
3.70
4.30
1.55
11
107
51.1%
0.629
0.0461
-0.057
0.061
0.025
60.00
1.35
1.25
1.60
0.58
41
68
43.3%
0.364
0.0541
-0.047
0.060
0.015
65.00
0.45
0.35
0.70
0.15
22
126
47.1%
0.181
0.0349
-0.035
0.042
0.008
70.00
0.17
0.00
0.20
0.00
4
75
45.7%
0.064
0.0172
-0.016
0.020
0.003
75.00
0.96
0.00
1.25
0.00
4
99
74.0%
0.114
0.0163
-0.040
0.031
0.005
80.00
0.05
0.05
2.05
0.00
1
25
98.6%
0.141
0.0142
-0.062
0.036
0.006
85.00
0.10
0.00
1.15
0.00
1
25
94.6%
0.087
0.0104
-0.042
0.025
0.003
90.00
0.39
0.00
2.25
0.00
1
13
122.7%
0.126
0.0105
-0.071
0.033
0.005
95.00
0.40
0.00
0.85
0.00
0
1
106.3%
0.061
0.0070
-0.036
0.019
0.002
100.00
0.40
0.00
0.75
0.00
0
1
111.6%
0.052
0.0060
-0.033
0.017
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.03
0.00
0.20
0.00
11
211
109.8%
-0.013
0.0019
-0.010
0.005
-0.001
35.00
0.10
0.00
0.30
0.00
4
11
92.0%
-0.022
0.0035
-0.013
0.008
-0.001
40.00
0.15
0.00
0.95
0.00
1
82
89.6%
-0.062
0.0086
-0.030
0.020
-0.003
45.00
0.45
0.15
0.45
0.00
4
71
57.9%
-0.062
0.0131
-0.019
0.020
-0.003
50.00
0.62
0.60
1.00
-0.43
62
710
50.8%
-0.160
0.0298
-0.033
0.039
-0.008
55.00
1.92
1.60
1.90
-0.96
16
715
42.9%
-0.356
0.0542
-0.042
0.060
-0.018
60.00
6.30
4.00
4.90
0.00
16
494
46.4%
-0.624
0.0510
-0.044
0.061
-0.032
65.00
5.70
0.00
0.00
0.00
65
0
0.0%
-1.000
0.0000
0.008
0.000
-0.051
70.00
6.00
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.008
0.000
-0.055
75.00
15.27
11.40
14.40
0.00
8
76
0.0%
-1.000
0.0000
0.009
0.000
-0.059
80.00
10.10
17.60
20.30
0.00
0
2
0.0%
-1.000
0.0000
0.009
0.000
-0.063
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.