Service Corporation InternationClose $76.73EOD only
Max Pain
$80.00
Next expiry Jun 18, 2026
Expected Move
±$4.53
5.9% from close
Price Gap
+3.27
Distance to max pain
IV Rank
14
Low premium
P/C OI
0.48
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: May 21, 2026 close
End-of-day snapshot
This page reflects SCI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 21, 2026 close
SCI Options Chain
Data as of market close May 21, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 28)
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
65.00
15.09
17.60
19.70
0.00
2
3
150.5%
0.731
0.0103
-0.193
0.070
0.029
70.00
7.95
6.10
8.00
0.00
2
2
44.9%
0.796
0.0297
-0.055
0.060
0.041
72.50
7.46
0.00
0.00
0.00
1
0
0.0%
1.000
0.0000
-0.009
0.000
0.055
75.00
4.20
2.70
3.30
0.00
15
29
27.4%
0.649
0.0638
-0.044
0.079
0.036
77.50
1.70
1.50
1.95
-0.71
3
24
26.7%
0.479
0.0702
-0.044
0.085
0.027
80.00
0.80
0.75
1.10
-0.34
57
44
27.1%
0.318
0.0619
-0.039
0.076
0.018
82.50
0.35
0.05
1.45
-0.24
160
786
40.6%
0.288
0.0396
-0.055
0.072
0.016
85.00
0.27
0.05
0.55
-0.13
7
543
33.7%
0.155
0.0333
-0.032
0.051
0.009
87.50
0.17
0.00
0.20
-0.03
1
301
30.7%
0.072
0.0210
-0.017
0.029
0.004
90.00
0.05
0.00
1.15
0.00
1
603
57.4%
0.183
0.0218
-0.059
0.056
0.010
92.50
1.17
0.00
0.75
0.00
1
96
55.6%
0.132
0.0181
-0.046
0.046
0.007
95.00
0.10
0.00
0.75
0.00
1
123
51.1%
0.079
0.0135
-0.029
0.031
0.004
100.00
0.45
0.00
0.00
0.00
5
0
25.0%
0.000
0.0001
-0.000
0.000
0.000
120.00
0.20
0.00
0.75
0.00
0
200
89.8%
0.049
0.0053
-0.035
0.021
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
42.50
0.05
0.00
0.05
0.00
10
28
82.8%
-0.003
0.0006
-0.003
0.002
-0.000
50.00
0.40
0.05
0.75
0.00
3
4
95.9%
-0.039
0.0042
-0.031
0.018
-0.003
55.00
0.65
0.05
1.40
0.00
3
3
89.9%
-0.070
0.0070
-0.045
0.029
-0.005
60.00
0.55
0.00
0.75
0.00
3
10
60.1%
-0.057
0.0090
-0.026
0.024
-0.004
65.00
0.15
0.00
0.75
0.00
1
33
54.0%
-0.114
0.0168
-0.038
0.041
-0.007
67.50
0.30
0.20
0.35
0.10
14
28
35.7%
-0.084
0.0203
-0.020
0.033
-0.005
70.00
0.55
0.35
0.60
0.28
1
107
33.4%
-0.141
0.0316
-0.027
0.048
-0.009
72.50
0.76
0.50
0.95
-0.09
1
17
30.1%
-0.223
0.0467
-0.032
0.063
-0.014
75.00
1.85
1.40
1.60
0.50
4
104
27.7%
-0.353
0.0630
-0.036
0.079
-0.022
77.50
2.30
2.50
3.10
-0.40
1
96
31.1%
-0.514
0.0603
-0.042
0.085
-0.032
80.00
4.05
3.90
4.70
1.65
1
498
31.4%
-0.655
0.0553
-0.037
0.078
-0.042
82.50
5.50
5.40
7.60
0.00
1
33
45.7%
-0.686
0.0366
-0.054
0.075
-0.046
85.00
8.02
7.80
9.80
0.00
1
27
49.7%
-0.742
0.0306
-0.053
0.069
-0.051
87.50
8.60
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.010
0.000
-0.067
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.