This page reflects SNDX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
SNDX 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
10.00
9.30
10.00
13.50
0.00
1
1
737.5%
0.868
0.0084
-0.195
0.007
0.001
13.00
12.30
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.002
0.000
0.005
15.00
3.40
1.30
3.70
0.00
20
0
164.6%
0.746
0.0565
-0.066
0.011
0.004
17.00
1.20
1.25
3.10
0.00
30
31
133.4%
0.606
0.0837
-0.064
0.013
0.003
18.00
0.85
0.75
1.55
0.03
1
21
93.3%
0.491
0.1241
-0.047
0.014
0.003
19.00
0.55
0.40
1.05
-0.25
26
136
88.5%
0.365
0.1232
-0.042
0.013
0.002
20.00
0.80
0.05
0.80
0.00
3
286
84.6%
0.249
0.1087
-0.033
0.011
0.002
21.00
0.30
0.30
2.50
-0.08
410
790
179.2%
0.373
0.0613
-0.084
0.013
0.002
22.00
0.25
0.20
0.60
0.00
10
515
113.7%
0.188
0.0689
-0.038
0.009
0.001
23.00
0.20
0.00
2.40
0.00
10
136
197.5%
0.311
0.0519
-0.086
0.012
0.002
24.00
0.18
0.00
1.20
0.00
1
5
160.2%
0.204
0.0513
-0.056
0.010
0.001
25.00
0.15
0.05
0.35
0.01
603
2,361
125.0%
0.096
0.0395
-0.026
0.006
0.001
26.00
3.27
0.00
1.15
0.00
1
1
181.3%
0.180
0.0419
-0.059
0.009
0.001
27.00
0.45
0.00
1.15
0.00
3
9
192.0%
0.172
0.0385
-0.061
0.009
0.001
28.00
1.59
0.00
2.40
0.00
0
2
260.7%
0.258
0.0359
-0.104
0.011
0.001
30.00
0.05
0.00
2.20
0.00
1
50
272.3%
0.233
0.0326
-0.103
0.011
0.001
40.00
0.14
0.00
0.00
0.00
10
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
11.00
0.50
0.00
2.65
0.00
0
1
335.0%
-0.148
0.0200
-0.095
0.008
-0.001
12.00
0.25
0.00
1.75
0.00
0
126
242.6%
-0.148
0.0276
-0.068
0.008
-0.001
15.00
0.15
0.00
0.45
0.00
1
116
80.1%
-0.134
0.0782
-0.021
0.007
-0.001
16.00
0.35
0.25
0.70
0.00
10
26
80.7%
-0.244
0.1129
-0.031
0.011
-0.002
17.00
0.85
0.70
1.00
0.26
114
162
80.5%
-0.379
0.1371
-0.037
0.013
-0.003
18.00
1.01
0.65
2.00
0.00
5
49
77.4%
-0.525
0.1492
-0.037
0.014
-0.004
19.00
1.45
1.15
2.55
0.15
10
46
67.5%
-0.692
0.1513
-0.028
0.012
-0.005
20.00
2.22
2.40
3.80
0.00
27
35
107.2%
-0.690
0.0955
-0.045
0.012
-0.006
21.00
2.05
1.65
5.30
0.00
2
43
59.8%
-0.925
0.0690
-0.008
0.005
-0.008
22.00
3.80
3.00
6.10
0.00
3
15
84.2%
-0.896
0.0621
-0.016
0.006
-0.008
23.00
3.15
3.50
7.00
0.00
10
26
227.9%
-0.645
0.0474
-0.102
0.013
-0.007
24.00
7.50
1.85
5.90
0.00
1
1
0.0%
-1.000
0.0000
0.003
0.000
-0.009
25.00
7.77
5.50
9.00
0.00
26
15
256.8%
-0.671
0.0409
-0.112
0.012
-0.008
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.