This page reflects SII options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
SII 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
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
105.00
26.99
25.70
28.70
0.00
3
3
248.4%
0.668
0.0065
-0.731
0.082
0.019
110.00
6.80
6.70
8.10
0.00
2
26
57.6%
0.678
0.0276
-0.174
0.081
0.027
115.00
5.16
3.40
5.90
-0.29
11
17
50.1%
0.526
0.0353
-0.167
0.090
0.021
120.00
4.50
1.15
4.30
2.30
6
29
50.8%
0.358
0.0326
-0.157
0.084
0.015
125.00
1.50
0.20
3.20
0.00
1
26
54.3%
0.237
0.0252
-0.138
0.069
0.010
130.00
0.88
0.00
1.15
0.00
5
21
58.9%
0.160
0.0184
-0.117
0.055
0.007
135.00
0.50
0.00
1.30
0.00
1
23
59.8%
0.097
0.0128
-0.084
0.039
0.004
140.00
0.34
0.00
1.00
0.00
1
41
65.1%
0.071
0.0093
-0.072
0.031
0.003
145.00
0.22
0.00
0.50
0.00
1
6
64.2%
0.038
0.0058
-0.043
0.019
0.002
150.00
0.93
0.00
1.75
0.00
6
36
92.8%
0.086
0.0075
-0.119
0.035
0.004
155.00
1.15
0.00
1.75
0.00
0
6
101.0%
0.080
0.0066
-0.122
0.034
0.003
160.00
1.65
0.00
1.75
0.00
0
3
108.7%
0.075
0.0058
-0.125
0.032
0.003
185.00
0.50
0.00
0.75
0.00
0
1
122.1%
0.031
0.0026
-0.069
0.016
0.001
190.00
0.45
0.00
0.75
0.00
0
1
127.5%
0.030
0.0024
-0.070
0.015
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
85.00
0.50
0.00
0.95
0.00
0
1
95.0%
-0.042
0.0042
-0.068
0.020
-0.002
95.00
1.70
0.00
1.75
0.00
0
1
77.1%
-0.088
0.0092
-0.098
0.036
-0.004
100.00
0.60
0.00
2.00
0.00
2
19
64.0%
-0.117
0.0136
-0.100
0.044
-0.006
105.00
5.00
0.25
2.55
0.00
2
9
54.4%
-0.179
0.0213
-0.112
0.059
-0.008
110.00
3.40
0.95
3.50
0.00
3
28
62.1%
-0.331
0.0259
-0.176
0.082
-0.016
115.00
7.17
3.80
5.70
0.00
2
3
51.0%
-0.474
0.0347
-0.156
0.090
-0.023
120.00
9.65
6.60
9.10
0.00
1
3
52.0%
-0.638
0.0320
-0.147
0.084
-0.031
125.00
16.72
10.50
13.00
0.00
1
7
54.7%
-0.762
0.0252
-0.125
0.070
-0.038
130.00
6.30
14.70
17.60
0.00
1
2
58.5%
-0.841
0.0184
-0.101
0.055
-0.043
135.00
18.03
19.50
22.40
3.28
2
0
65.9%
-0.878
0.0136
-0.093
0.046
-0.047
140.00
20.91
24.50
27.30
0.00
1
0
74.9%
-0.896
0.0107
-0.094
0.041
-0.049
150.00
37.10
34.00
37.30
0.00
2
0
85.9%
-0.931
0.0068
-0.075
0.030
-0.055
180.00
53.50
64.30
67.30
0.00
0
0
133.3%
-0.943
0.0038
-0.102
0.026
-0.067
195.00
68.50
79.30
82.30
0.00
0
0
151.0%
-0.949
0.0031
-0.106
0.024
-0.073
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.