This page reflects SFM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
SFM 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
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
40.00
39.22
37.00
40.80
-7.66
3
6
281.3%
0.997
0.0004
-0.032
0.001
0.003
55.00
27.70
22.90
25.90
0.00
6
8
240.0%
0.961
0.0049
-0.246
0.006
0.004
60.00
17.65
17.60
20.90
0.00
2
2
178.5%
0.962
0.0065
-0.184
0.006
0.005
65.00
23.20
12.60
16.00
0.00
2
20
140.0%
0.944
0.0113
-0.196
0.008
0.005
70.00
18.13
7.10
11.00
0.00
1
23
79.3%
0.955
0.0167
-0.097
0.007
0.005
75.00
4.63
2.40
6.20
-2.26
5
730
54.5%
0.851
0.0595
-0.158
0.017
0.005
80.00
1.00
0.45
1.70
-0.95
14
1,482
67.3%
0.420
0.0813
-0.317
0.028
0.003
85.00
0.07
0.00
0.35
-0.21
30
782
52.3%
0.060
0.0319
-0.075
0.009
0.000
90.00
0.05
0.00
0.25
-0.05
21
1,676
75.0%
0.028
0.0121
-0.058
0.005
0.000
95.00
0.01
0.00
0.20
-0.02
2
546
94.9%
0.017
0.0062
-0.048
0.003
0.000
100.00
0.30
0.00
0.30
0.25
1
742
123.8%
0.020
0.0054
-0.071
0.003
0.000
105.00
0.01
0.00
1.15
0.00
7
209
187.8%
0.055
0.0083
-0.250
0.008
0.000
110.00
0.05
0.00
0.40
0.00
50
356
170.5%
0.019
0.0038
-0.094
0.003
0.000
115.00
0.05
0.00
0.05
0.00
1
425
142.2%
0.002
0.0007
-0.011
0.000
0.000
120.00
0.05
0.00
2.15
0.00
2
11
287.5%
0.069
0.0065
-0.458
0.010
0.000
125.00
0.05
0.00
2.15
0.00
4
5
307.0%
0.065
0.0058
-0.463
0.009
0.000
130.00
0.08
0.00
1.15
0.00
1
6
284.6%
0.035
0.0038
-0.264
0.006
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
50.00
0.08
0.00
0.80
0.00
10
22
270.3%
-0.024
0.0029
-0.180
0.004
-0.000
55.00
0.05
0.00
2.15
0.00
1
101
284.8%
-0.064
0.0061
-0.422
0.009
-0.000
60.00
0.03
0.00
0.40
-0.02
2
695
153.1%
-0.021
0.0046
-0.091
0.004
-0.000
65.00
0.05
0.00
0.05
0.00
3
2,840
81.3%
-0.004
0.0020
-0.011
0.001
-0.000
70.00
0.05
0.00
0.15
-0.05
3
2,010
63.9%
-0.018
0.0099
-0.034
0.003
-0.000
75.00
0.20
0.00
0.50
0.04
142
1,159
56.3%
-0.156
0.0595
-0.159
0.017
-0.001
80.00
1.95
0.90
3.30
0.80
80
2,239
80.9%
-0.563
0.0682
-0.374
0.028
-0.004
85.00
6.06
4.90
7.30
1.41
8
654
98.2%
-0.787
0.0414
-0.332
0.021
-0.006
90.00
8.20
9.10
12.90
0.00
2
111
160.7%
-0.798
0.0245
-0.531
0.020
-0.006
95.00
15.20
14.10
17.20
6.10
6
241
163.8%
-0.881
0.0170
-0.378
0.014
-0.007
100.00
11.00
19.20
23.00
0.00
1
89
231.1%
-0.848
0.0142
-0.636
0.017
-0.007
105.00
15.10
24.20
28.00
0.00
1
0
259.4%
-0.864
0.0118
-0.662
0.016
-0.008
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.