thetaOwl

SANM

Sanmina CorporationClose $198.28EOD only
Max Pain
$200.00
Next expiry Aug 21, 2026
Expected Move
±$11.20
5.7% from close
Price Gap
+1.72
Distance to max pain
IV Rank
18
Low premium
P/C OI
0.60
Slightly call-heavy
Consensus
No reports available
Published snapshot: Aug 18, 2026 close
End-of-day snapshot

This page reflects SANM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Aug 18, 2026 close
SANM 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
110.0057.1586.4089.800.0001367.1%0.9740.0009-0.6830.0110.009
120.0052.5076.4079.800.0002320.9%0.9690.0012-0.6770.0120.009
125.0043.3171.4074.800.0012299.0%0.9670.0014-0.6730.0130.010
130.0073.9066.4069.800.0026278.0%0.9640.0016-0.6690.0140.010
135.0043.0061.8064.800.0053132.8%0.9990.0001-0.0240.0000.011
140.0051.5456.8059.800.0012121.9%0.9990.0001-0.0250.0000.011
145.0029.1052.1054.100.0002189.5%0.9720.0019-0.3820.0120.011
150.0053.9446.7049.400.0028185.2%0.9600.0026-0.4970.0160.012
155.0021.3042.2044.100.0008155.9%0.9650.0027-0.3760.0140.012
160.0056.7536.5039.900.00174166.2%0.9330.0043-0.6610.0230.012
165.0014.0032.1034.600.0013316279.3%0.9950.0010-0.0520.0020.013
170.0041.3027.2029.600.0011573.4%0.9910.0019-0.0750.0050.014
175.0040.3022.1025.100.0011273.7%0.9720.0049-0.1630.0120.014
180.0023.6017.0020.30-12.15146562.1%0.9600.0077-0.1800.0150.014
185.0014.0013.2015.900.0004569.5%0.8720.0167-0.4540.0380.013
190.0026.729.5011.600.0014567.1%0.7700.0252-0.6270.0550.012
195.0022.005.808.500.00218765.2%0.6250.0324-0.7540.0680.010
200.004.803.706.10-11.80258068.8%0.4600.0321-0.8280.0710.007
210.001.670.252.65-9.331663863.4%0.1680.0220-0.4800.0450.003
220.001.050.151.75-4.3521,54681.2%0.0850.0107-0.3810.0280.001
230.000.350.000.75-2.0541,64785.0%0.0300.0044-0.1730.0120.000
240.000.200.000.55-0.70901,34798.1%0.0180.0025-0.1300.0080.000
250.000.440.000.600.023198116.6%0.0160.0019-0.1430.0070.000
260.000.550.000.550.007466130.5%0.0130.0014-0.1300.0060.000
270.000.250.002.100.00232184.9%0.0400.0026-0.4740.0150.001
280.000.200.000.550.00120159.2%0.0100.0010-0.1300.0050.000
290.000.200.002.100.001200216.7%0.0330.0019-0.4810.0130.001
300.000.040.000.05-0.0111,017139.8%0.0010.0001-0.0100.0000.000
310.000.700.002.100.002135245.4%0.0290.0015-0.4870.0120.000
320.000.100.000.050.005893159.4%0.0010.0001-0.0100.0000.000
330.000.970.002.100.0024271.5%0.0260.0012-0.4900.0110.000
340.004.750.002.100.0031283.8%0.0250.0011-0.4920.0100.000
350.000.050.002.100.001915295.5%0.0240.0010-0.4920.0100.000
360.002.250.002.100.0013306.8%0.0230.0010-0.4930.0100.000
370.001.900.002.100.0013317.8%0.0220.0009-0.4940.0090.000
380.000.050.002.100.00313328.2%0.0210.0009-0.4940.0090.000
390.000.050.005.000.0063397.8%0.0450.0013-1.1330.0170.001

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
120.000.050.002.15-0.092296297.6%-0.0230.0010-0.4830.010-0.000
125.000.050.002.150.00320277.0%-0.0250.0012-0.4800.010-0.000
130.000.100.002.150.00325257.1%-0.0270.0013-0.4780.011-0.000
135.000.300.002.150.00316237.9%-0.0290.0016-0.4740.012-0.001
140.000.380.000.450.331725164.1%-0.0080.0007-0.1060.004-0.000
145.000.050.000.05-0.411104112.5%-0.0010.0001-0.0100.001-0.000
150.000.400.000.450.15137135.4%-0.0100.0011-0.1050.005-0.000
155.000.250.002.150.004180166.1%-0.0430.0031-0.4570.017-0.001
160.000.600.000.500.001354110.1%-0.0140.0018-0.1160.006-0.000
165.000.500.050.450.4226296.6%-0.0160.0023-0.1150.007-0.000
170.000.100.000.700.0034089.0%-0.0250.0037-0.1570.011-0.000
175.000.600.001.450.0011689.1%-0.0560.0070-0.2990.020-0.001
180.000.520.002.050.251032181.3%-0.0880.0109-0.3860.029-0.001
185.001.430.003.701.07891,11180.3%-0.1600.0169-0.5820.044-0.003
190.001.700.504.401.03466869.7%-0.2380.0247-0.6410.056-0.004
195.003.433.005.402.38222269.3%-0.3810.0306-0.7820.069-0.006
200.001.654.707.900.00685164.9%-0.5440.0340-0.7570.071-0.009
210.0011.3512.2015.306.9518772.9%-0.7970.0216-0.5960.051-0.014
220.009.4821.2023.200.00131568.1%-0.9500.0084-0.1850.018-0.017
230.0015.5531.2033.600.00117496.6%-0.9500.0059-0.2710.018-0.018
240.0037.8040.3043.700.000298.4%-0.9820.0025-0.1040.008-0.019
250.0072.0050.3053.800.0023118.5%-0.9820.0021-0.1270.008-0.020
260.0055.0060.3062.900.0020172.0%-0.9510.0033-0.4900.018-0.021
270.0074.5070.1073.700.0010136.5%-0.9920.0008-0.0540.004-0.022
280.0077.5380.3083.700.0000159.8%-0.9890.0010-0.1000.005-0.023
290.0086.6390.8093.500.0010184.8%-0.9860.0011-0.1700.007-0.024
300.0062.30100.30102.900.00630236.8%-0.9660.0018-0.5050.014-0.024
320.00145.50120.30123.700.0000209.4%-0.9920.0006-0.0950.004-0.026
330.0093.50111.50114.800.00220.0%-1.0000.00000.0390.000-0.027
340.00123.00140.30143.800.0000236.3%-0.9920.0005-0.1160.004-0.028
350.00170.40150.20153.700.0000235.2%-0.9950.0004-0.0660.003-0.029
360.00196.05160.30163.600.0010244.9%-0.9950.0003-0.0640.003-0.030
370.00206.01170.70173.700.0010280.9%-0.9900.0005-0.1840.005-0.030
380.00205.50180.30183.500.0030255.5%-0.9960.0002-0.0370.002-0.031
390.00213.50190.30193.800.0000285.0%-0.9940.0004-0.1080.003-0.032
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.