thetaOwl

SKYW

SkyWest, Inc.Close $96.88EOD only
Max Pain
$90.00
Next expiry Jul 17, 2026
Expected Move
±$5.62
5.8% from close
Price Gap
-6.88
Distance to max pain
IV Rank
40
Middle-high premium
P/C OI
0.56
Slightly call-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

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

Published Snapshot
Jul 2, 2026 close
SKYW 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
50.0054.880.000.000.001000.0%1.0000.0000-0.0060.0000.019
75.0011.359.2012.200.00110.0%1.0000.0000-0.0090.0000.029
80.008.2015.0018.700.001112103.8%0.8540.0117-0.1690.0440.025
82.504.7813.1015.800.000084.3%0.8570.0141-0.1370.0430.026
85.0013.3510.7013.400.001375.7%0.8340.0174-0.1360.0470.026
87.502.418.3010.300.002253.2%0.8520.0229-0.0920.0440.028
90.007.406.907.90-2.6022545.2%0.8150.0312-0.0900.0510.027
92.504.704.106.200.002146.9%0.7150.0381-0.1150.0640.024
95.003.002.404.10-2.0042739.6%0.6230.0506-0.1080.0720.022
97.503.031.503.100.001843.3%0.4950.0486-0.1220.0760.017
100.002.120.202.250.0014845.2%0.3840.0445-0.1210.0720.013
105.001.200.051.050.00432346.7%0.2070.0323-0.0930.0540.007
110.000.750.100.750.00512255.5%0.1360.0207-0.0830.0410.005
115.000.120.001.250.0013364.8%0.1010.0144-0.0790.0340.004
120.000.220.001.150.0012074.5%0.0830.0109-0.0780.0290.003
125.000.050.000.750.005677.2%0.0550.0076-0.0590.0210.002
130.000.400.000.950.0011990.5%0.0590.0069-0.0730.0220.002
135.001.600.051.800.0001115.0%0.0880.0073-0.1250.0300.003
140.000.150.001.100.0013110.7%0.0570.0054-0.0860.0220.002
145.000.150.000.850.0011113.0%0.0440.0044-0.0720.0180.002
150.000.150.000.750.0011117.6%0.0380.0037-0.0660.0160.001
155.000.150.000.750.0011124.5%0.0360.0034-0.0670.0150.001
160.000.150.000.750.0011131.1%0.0340.0031-0.0680.0140.001

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
50.000.550.001.600.0019212.7%-0.0360.0020-0.1130.015-0.002
55.000.700.000.000.001050.0%0.0000.00000.0000.0000.000
60.000.750.000.000.001050.0%0.0000.0000-0.0000.0000.000
65.000.050.000.050.00111478.9%-0.0040.0008-0.0060.002-0.000
70.000.290.000.950.0018104.7%-0.0450.0048-0.0670.018-0.002
75.000.250.001.300.0011793.2%-0.0660.0073-0.0810.024-0.003
77.500.190.001.300.0015083.8%-0.0730.0087-0.0780.026-0.003
80.001.890.001.250.0024973.8%-0.0800.0106-0.0730.028-0.003
82.500.620.001.200.001364.0%-0.0870.0131-0.0680.030-0.003
85.000.260.001.100.00505353.7%-0.0950.0165-0.0600.032-0.004
87.500.500.051.050.00121455.9%-0.1590.0228-0.0900.046-0.006
90.000.440.151.100.0419346.6%-0.1920.0309-0.0840.052-0.008
92.503.200.902.350.0011354.6%-0.3080.0340-0.1260.067-0.012
95.001.951.702.750.006346.6%-0.3900.0434-0.1160.073-0.015
97.5017.332.354.300.001150.7%-0.4990.0415-0.1310.076-0.020
100.002.553.306.200.00121256.2%-0.5860.0366-0.1410.074-0.024
105.0012.5612.8014.700.0011112.0%-0.5990.0182-0.2850.073-0.027
115.0031.4029.4033.400.008000249.7%-0.5410.0084-0.6620.075-0.032
120.0036.4034.4038.400.008000266.7%-0.5580.0078-0.7030.075-0.034
140.0037.2041.6044.700.000171.9%-0.9940.00120.0090.003-0.053
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.