This page reflects SLG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
SLG Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
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
9.52
8.20
11.00
0.00
10
0
100.9%
0.868
0.0222
-0.078
0.020
0.013
45.00
4.17
3.70
5.60
0.00
3
3
59.4%
0.780
0.0522
-0.064
0.028
0.013
47.50
3.35
0.95
2.90
0.99
2
4
56.1%
0.625
0.0708
-0.076
0.036
0.011
50.00
1.20
0.60
1.50
0.45
2
14
51.1%
0.431
0.0805
-0.071
0.038
0.008
52.50
0.20
0.10
0.70
0.00
11
42
49.7%
0.247
0.0665
-0.055
0.030
0.004
55.00
0.07
0.05
0.35
0.00
1
227
52.0%
0.134
0.0436
-0.039
0.021
0.002
57.50
0.15
0.00
0.15
-0.05
1
67
52.4%
0.063
0.0248
-0.023
0.012
0.001
60.00
0.05
0.00
0.30
0.00
26
138
62.7%
0.054
0.0183
-0.024
0.010
0.001
62.50
0.08
0.00
0.90
0.00
5
64
92.4%
0.103
0.0202
-0.057
0.017
0.002
65.00
0.16
0.00
2.15
0.00
1
764
131.4%
0.164
0.0197
-0.112
0.024
0.003
67.50
0.52
0.00
2.15
0.00
0
2
142.3%
0.154
0.0175
-0.116
0.023
0.003
70.00
0.05
0.00
2.15
0.00
1
2
152.4%
0.146
0.0157
-0.120
0.022
0.002
75.00
0.05
0.00
2.15
0.00
1
2
171.0%
0.133
0.0132
-0.126
0.021
0.002
85.00
0.25
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.05
0.00
0.25
0.00
0
6
129.7%
-0.020
0.0039
-0.021
0.005
-0.000
35.00
0.26
0.00
2.15
0.00
1
1
161.0%
-0.112
0.0124
-0.104
0.018
-0.002
37.50
0.30
0.00
0.00
0.00
0
0
25.0%
0.000
0.0000
0.000
0.000
0.000
40.00
0.60
0.00
0.65
0.00
3
5
76.7%
-0.079
0.0201
-0.038
0.014
-0.002
42.50
0.22
0.00
1.75
0.00
13
21
82.7%
-0.172
0.0323
-0.071
0.024
-0.004
45.00
0.55
0.00
2.50
0.00
2
40
72.5%
-0.256
0.0465
-0.078
0.031
-0.005
47.50
1.35
0.45
2.60
0.00
3
4,892
54.3%
-0.373
0.0729
-0.068
0.036
-0.008
50.00
2.33
1.20
2.40
0.00
17
142
43.6%
-0.587
0.0934
-0.054
0.037
-0.012
52.50
4.08
1.90
4.60
0.00
1
301
56.2%
-0.723
0.0623
-0.060
0.032
-0.015
55.00
6.85
4.20
6.90
0.00
1
97
66.2%
-0.800
0.0442
-0.058
0.027
-0.018
57.50
5.78
6.70
9.40
0.00
1
3
80.4%
-0.829
0.0330
-0.064
0.024
-0.019
60.00
3.90
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.007
0.000
-0.023
65.00
7.40
14.50
17.90
0.00
0
0
54.7%
-0.995
0.0026
0.005
0.001
-0.025
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.