thetaOwl

SJM

The J.M. Smucker CompanyClose $100.48EOD only
Max Pain
$100.00
Next expiry Jun 18, 2026
Expected Move
±$7.10
7.1% from close
Price Gap
-0.48
Distance to max pain
IV Rank
17
Low premium
P/C OI
0.32
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

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

Published Snapshot
May 20, 2026 close
SJM 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
45.0055.5053.6058.000.0011148.3%0.9840.0010-0.0340.0110.034
70.0029.9929.1032.500.006673.9%0.9680.0034-0.0340.0200.053
80.0020.0619.6022.000.0045050.5%0.9550.0066-0.0320.0270.060
85.0010.8515.1016.900.001060.4%0.8620.0129-0.0730.0630.055
90.0013.1110.2012.100.0022248.6%0.8150.0194-0.0720.0760.055
95.008.806.907.400.00132736.6%0.7350.0316-0.0660.0930.053
100.004.153.504.20-1.511401,26434.5%0.5530.0405-0.0730.1120.041
105.002.001.602.15-0.90171,32134.2%0.3540.0385-0.0660.1050.027
110.000.900.701.10-0.50404,48235.6%0.2070.0283-0.0520.0810.016
115.000.530.050.60-0.141030037.9%0.1190.0186-0.0380.0560.009
120.000.330.000.300.0062,06339.2%0.0640.0113-0.0250.0350.005
125.000.200.000.250.0020311744.3%0.0490.0080-0.0220.0290.004
130.000.480.000.000.002025.0%0.0000.0001-0.0000.0000.000
135.000.050.000.050.002844.3%0.0120.0024-0.0070.0090.001
140.000.350.000.700.004665.7%0.0460.0052-0.0320.0280.003
145.000.400.000.000.002025.0%0.0000.00000.0000.0000.000
150.000.550.000.750.0011177.1%0.0430.0042-0.0350.0260.003
155.000.500.000.750.001382.1%0.0410.0038-0.0350.0250.003
160.000.250.000.750.00182386.8%0.0390.0034-0.0360.0240.003

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
45.000.100.001.150.0001165.1%-0.0250.0012-0.0460.016-0.002
55.000.300.000.000.001050.0%-0.0000.0000-0.0000.000-0.000
60.000.100.000.800.0037104.5%-0.0280.0022-0.0330.018-0.003
65.000.390.000.800.0023590.4%-0.0320.0028-0.0310.020-0.003
70.000.300.000.750.0012176.3%-0.0360.0036-0.0290.022-0.003
75.000.050.000.050.0010516745.7%-0.0090.0019-0.0050.007-0.001
80.000.150.050.35-0.10411751.5%-0.0480.0068-0.0240.028-0.004
85.000.240.100.45-0.01418842.8%-0.0700.0111-0.0270.038-0.006
90.000.580.400.650.135931934.9%-0.1140.0196-0.0320.055-0.010
95.001.301.151.500.3516763432.2%-0.2420.0342-0.0460.088-0.020
100.003.172.903.601.00544933.5%-0.4470.0417-0.0590.112-0.038
105.006.156.006.501.692110732.5%-0.6540.0400-0.0500.104-0.057
110.007.509.5010.900.00113938.9%-0.7700.0275-0.0470.086-0.070
115.0010.0519.1021.800.0086996.2%-0.6370.0138-0.1660.106-0.067
120.009.000.000.000.001800.0%-1.0000.00000.0140.000-0.095
125.0024.5728.2032.200.0025116.0%-0.6890.0107-0.1880.100-0.079
130.0021.7433.1037.100.0063124.6%-0.7080.0097-0.1970.097-0.084
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.