This page reflects SGI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
SGI 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
55.00
27.00
7.90
9.90
0.00
0
2
0.0%
1.000
0.0000
-0.006
0.000
0.044
65.00
3.69
3.40
4.20
1.54
16
187
51.5%
0.567
0.0413
-0.069
0.073
0.026
70.00
1.71
1.50
2.05
0.91
3,512
7,630
49.3%
0.358
0.0409
-0.061
0.069
0.017
75.00
0.80
0.55
1.35
0.28
24
491
57.0%
0.235
0.0291
-0.058
0.057
0.011
80.00
0.36
0.10
0.50
0.16
1
2,961
52.9%
0.110
0.0192
-0.033
0.035
0.005
85.00
0.15
0.00
0.55
0.10
3,020
25,914
56.0%
0.063
0.0119
-0.023
0.023
0.003
90.00
0.17
0.00
1.15
0.03
1
115
76.7%
0.091
0.0116
-0.041
0.030
0.004
95.00
0.09
0.00
1.05
0.00
2
971
84.4%
0.078
0.0093
-0.040
0.027
0.004
100.00
0.03
0.00
0.05
-0.02
2
22,540
57.8%
0.007
0.0017
-0.003
0.003
0.000
105.00
0.52
0.00
0.95
0.00
1
6
98.8%
0.063
0.0067
-0.039
0.023
0.003
110.00
1.15
0.00
0.00
0.00
2
0
50.0%
0.000
0.0001
-0.000
0.000
0.000
115.00
2.75
0.75
2.85
0.00
1
1
153.1%
0.141
0.0079
-0.110
0.042
0.006
120.00
1.40
0.00
1.35
0.00
1
3
127.9%
0.069
0.0056
-0.055
0.025
0.003
125.00
1.11
0.00
0.95
0.00
0
1
125.6%
0.051
0.0045
-0.043
0.020
0.002
130.00
0.65
0.05
1.45
0.00
0
1
143.3%
0.069
0.0050
-0.061
0.025
0.003
135.00
0.40
0.00
0.85
0.00
1
26
134.3%
0.044
0.0038
-0.040
0.017
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
45.00
0.20
0.00
1.20
0.00
1
19
97.0%
-0.063
0.0069
-0.038
0.023
-0.004
50.00
0.30
0.00
0.55
0.00
15
16
62.0%
-0.048
0.0086
-0.019
0.018
-0.003
55.00
0.85
0.35
0.75
0.00
53
84
53.1%
-0.100
0.0178
-0.029
0.032
-0.006
60.00
1.25
0.90
1.65
-1.00
50
76
53.6%
-0.243
0.0315
-0.051
0.058
-0.014
65.00
3.00
2.50
3.30
-2.10
179
3,201
48.7%
-0.432
0.0436
-0.057
0.073
-0.025
70.00
8.20
5.50
6.50
0.00
1
163
51.3%
-0.634
0.0396
-0.056
0.070
-0.038
75.00
9.77
9.50
11.30
0.00
23
177
52.4%
-0.788
0.0299
-0.041
0.054
-0.049
80.00
18.40
13.90
15.70
0.20
2
52
52.6%
-0.891
0.0192
-0.023
0.035
-0.058
85.00
20.70
18.80
21.30
1.18
8
174
71.0%
-0.879
0.0153
-0.036
0.037
-0.062
90.00
16.62
22.90
26.50
0.00
10
10
70.2%
-0.930
0.0103
-0.020
0.025
-0.068
95.00
10.42
8.70
11.10
0.00
2
2
0.0%
-1.000
0.0000
0.011
0.000
-0.075
105.00
16.30
16.40
19.50
0.00
81
81
0.0%
-1.000
0.0000
0.012
0.000
-0.083
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.