thetaOwl

SF

Stifel Financial CorporationClose $73.17EOD only
Max Pain
$75.00
Next expiry Jul 17, 2026
Expected Move
±$4.42
6.0% from close
Price Gap
+1.83
Distance to max pain
IV Rank
29
Middle-high premium
P/C OI
0.26
Slightly call-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

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

Published Snapshot
Jul 2, 2026 close
SF Options Chain
Data as of market close Jul 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 15)

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
65.005.107.009.300.002970.6%0.8260.0254-0.0990.0370.020
70.002.932.655.300.001760.3%0.6730.0418-0.1170.0520.017
75.000.400.802.200.0013750.5%0.4270.0542-0.1050.0560.011
80.000.110.000.500.001247542.1%0.1540.0393-0.0520.0340.004
85.000.500.002.150.0038776.3%0.1790.0240-0.1040.0380.005
90.001.180.000.500.0013764.2%0.0580.0126-0.0390.0170.002
95.0036.200.000.000.000125.0%0.0000.00000.0000.0000.000
100.0033.500.000.000.003425.0%0.0000.00000.0000.0000.000
105.0022.3029.6032.400.00025684.4%0.6560.0038-1.2910.0530.007
110.0017.500.000.000.0021350.0%0.0000.0000-0.0000.0000.000
115.009.600.000.000.00116450.0%0.0000.0000-0.0000.0000.000
120.0010.310.000.000.0023850.0%0.0000.00000.0000.0000.000
125.008.220.000.000.0013850.0%0.0000.00000.0000.0000.000
130.003.810.000.000.0092650.0%0.0000.00000.0000.0000.000
135.004.500.000.000.0015150.0%0.0000.00000.0000.0000.000
140.005.800.000.000.0076450.0%0.0000.00000.0000.0000.000
145.004.690.000.000.0012850.0%0.0000.00000.0000.0000.000
150.001.950.000.000.0015150.0%0.0000.00000.0000.0000.000
155.001.600.353.300.0011257.4%0.1090.0051-0.2460.0270.002

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
45.000.070.002.200.0002191.1%-0.0680.0048-0.1280.019-0.002
60.000.650.002.200.0013198.1%-0.1280.0149-0.1040.030-0.004
65.000.950.201.700.00707166.0%-0.1600.0258-0.0810.035-0.005
70.002.000.001.750.0019553.2%-0.3110.0463-0.0930.051-0.009
75.002.551.654.200.00136753.5%-0.5670.0513-0.1020.056-0.017
80.006.705.608.400.001166.5%-0.7280.0348-0.1060.048-0.024
85.001.300.000.000.00450.0%-1.0000.00000.0100.000-0.033
90.002.600.203.200.00120.0%-1.0000.00000.0110.000-0.034
105.003.120.000.000.00040.0%-1.0000.00000.0120.000-0.040
110.003.400.000.000.00120.0%-1.0000.00000.0130.000-0.042
115.009.800.000.000.00120.0%-1.0000.00000.0140.000-0.044
120.004.956.309.400.00010.0%-1.0000.00000.0140.000-0.046
125.0010.110.000.000.00250.0%-1.0000.00000.0150.000-0.048
130.009.0510.9014.200.00010.0%-1.0000.00000.0150.000-0.050
160.0030.300.000.000.000290.0%-1.0000.00000.0190.000-0.061
170.0038.1044.1048.100.001000.0%-1.0000.00000.0200.000-0.065
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.