This page reflects SFM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
SFM Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
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
40.00
24.70
22.80
26.80
0.00
1
10
260.6%
0.903
0.0058
-0.233
0.019
0.010
55.00
17.00
7.80
11.20
0.00
1
7
107.6%
0.838
0.0202
-0.140
0.028
0.013
60.00
6.69
3.10
5.40
0.00
5
6
46.0%
0.852
0.0447
-0.060
0.026
0.015
65.00
1.75
1.45
2.05
0.05
91
197
44.5%
0.516
0.0795
-0.095
0.045
0.009
70.00
0.32
0.35
0.45
-0.07
54
426
42.5%
0.167
0.0522
-0.056
0.028
0.003
75.00
0.07
0.05
0.10
-0.03
10
1,042
46.1%
0.040
0.0167
-0.021
0.010
0.001
80.00
0.05
0.00
0.15
0.00
26
1,483
59.0%
0.024
0.0085
-0.017
0.006
0.000
85.00
0.05
0.00
0.10
0.04
1
574
68.8%
0.014
0.0047
-0.013
0.004
0.000
90.00
0.15
0.00
2.15
0.00
1
531
146.9%
0.125
0.0125
-0.156
0.023
0.002
95.00
0.05
0.00
1.05
0.00
171
533
136.8%
0.070
0.0087
-0.094
0.015
0.001
100.00
0.05
0.00
0.50
0.00
3
5,075
130.1%
0.036
0.0054
-0.053
0.009
0.001
105.00
0.03
0.00
2.15
0.00
2
35
191.5%
0.101
0.0082
-0.174
0.020
0.002
110.00
0.40
0.00
1.00
0.00
3
4
172.9%
0.054
0.0057
-0.098
0.012
0.001
115.00
0.20
0.00
2.15
0.00
27
38
216.2%
0.091
0.0067
-0.183
0.019
0.002
120.00
0.10
0.00
1.00
0.00
2
4
193.9%
0.049
0.0047
-0.102
0.011
0.001
125.00
0.45
0.00
0.50
0.00
0
248
180.9%
0.027
0.0031
-0.058
0.007
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
45.00
0.07
0.00
0.05
0.00
3
62
85.2%
-0.005
0.0016
-0.006
0.002
-0.000
50.00
0.05
0.00
1.75
0.00
20
20
128.7%
-0.099
0.0120
-0.114
0.020
-0.002
55.00
0.06
0.05
0.10
0.00
2
207
50.4%
-0.025
0.0104
-0.015
0.007
-0.001
60.00
0.40
0.00
0.55
-0.11
29
1,235
48.3%
-0.159
0.0446
-0.059
0.027
-0.003
65.00
2.10
1.60
2.15
-0.21
50
1,673
44.9%
-0.484
0.0787
-0.088
0.045
-0.010
70.00
5.73
4.30
7.20
-0.45
17
1,157
85.7%
-0.664
0.0378
-0.154
0.041
-0.015
75.00
10.32
8.40
12.40
-0.28
11
529
59.7%
-0.908
0.0245
-0.042
0.019
-0.021
80.00
15.00
13.40
17.30
0.00
10
132
75.4%
-0.936
0.0148
-0.040
0.014
-0.023
85.00
19.15
19.60
22.30
0.00
5
0
121.5%
-0.878
0.0148
-0.117
0.023
-0.023
90.00
24.13
23.40
27.30
0.00
5
0
106.2%
-0.953
0.0082
-0.043
0.011
-0.026
95.00
14.80
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.011
0.000
-0.029
100.00
15.50
18.50
20.10
0.00
2
2
0.0%
-1.000
0.0000
0.012
0.000
-0.030
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.