Service Corporation InternationClose $77.54EOD only
Max Pain
$80.00
Next expiry Jun 18, 2026
Expected Move
±$4.38
5.6% from close
Price Gap
+2.46
Distance to max pain
IV Rank
6
Low premium
P/C OI
0.47
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: May 20, 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 20, 2026 close
SCI Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
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
139.8%
0.743
0.0105
-0.174
0.070
0.031
70.00
7.95
6.70
8.70
0.00
2
2
45.1%
0.815
0.0271
-0.052
0.058
0.043
72.50
7.46
0.00
0.00
0.00
1
0
0.0%
1.000
0.0000
-0.009
0.000
0.057
75.00
4.20
3.50
3.90
0.00
15
29
27.8%
0.694
0.0578
-0.043
0.077
0.040
77.50
2.41
1.90
2.30
0.00
2
24
25.7%
0.536
0.0707
-0.043
0.087
0.031
80.00
1.14
0.90
1.30
-0.36
2
43
25.8%
0.365
0.0666
-0.040
0.082
0.021
82.50
0.59
0.40
0.75
-0.21
1
785
27.1%
0.233
0.0516
-0.033
0.067
0.014
85.00
0.40
0.15
0.55
0.00
2
543
30.8%
0.164
0.0368
-0.030
0.054
0.010
87.50
0.20
0.00
0.15
0.00
6
301
26.6%
0.063
0.0213
-0.013
0.027
0.004
90.00
0.05
0.00
0.75
0.00
1
603
46.8%
0.150
0.0228
-0.042
0.051
0.009
92.50
1.17
0.00
0.75
0.00
1
96
52.4%
0.136
0.0191
-0.044
0.048
0.008
95.00
0.10
0.00
0.75
0.00
1
123
57.7%
0.126
0.0164
-0.046
0.045
0.007
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
86.5%
0.049
0.0054
-0.033
0.022
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
96.0%
-0.038
0.0040
-0.030
0.018
-0.003
55.00
0.65
0.05
1.40
0.00
3
3
90.4%
-0.068
0.0067
-0.044
0.029
-0.005
60.00
0.55
0.00
0.75
0.00
3
10
60.9%
-0.055
0.0083
-0.025
0.024
-0.004
65.00
0.15
0.00
0.75
0.00
1
33
55.3%
-0.109
0.0155
-0.038
0.041
-0.007
67.50
0.20
0.20
0.30
-0.27
24
4
35.7%
-0.072
0.0176
-0.018
0.030
-0.005
70.00
0.27
0.35
0.60
0.00
1
107
35.2%
-0.132
0.0278
-0.027
0.047
-0.009
72.50
0.85
0.65
0.75
-0.07
2
17
29.2%
-0.184
0.0417
-0.028
0.058
-0.012
75.00
1.35
1.20
1.55
0.30
1
103
30.1%
-0.317
0.0541
-0.037
0.078
-0.021
77.50
2.70
2.10
2.45
1.00
3
96
27.9%
-0.464
0.0652
-0.037
0.087
-0.030
80.00
2.40
3.50
4.00
0.00
2
498
28.7%
-0.619
0.0607
-0.035
0.083
-0.041
82.50
5.50
5.10
6.90
0.00
1
33
43.0%
-0.664
0.0388
-0.052
0.080
-0.046
85.00
8.02
7.30
9.20
0.00
1
27
48.8%
-0.717
0.0317
-0.055
0.074
-0.051
87.50
8.60
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.010
0.000
-0.069
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.