This page reflects SNDX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
SNDX 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
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
15.00
5.45
3.40
7.40
0.00
6
36
88.7%
0.906
0.0334
-0.016
0.010
0.010
18.00
3.28
0.80
4.80
0.00
30
30
68.9%
0.755
0.0804
-0.023
0.018
0.010
19.00
1.82
0.60
4.30
0.00
3
24
81.9%
0.648
0.0798
-0.031
0.021
0.008
20.00
1.21
1.10
2.15
0.00
21
542
68.1%
0.559
0.1022
-0.027
0.022
0.008
21.00
1.12
0.70
2.25
-1.60
12
55
80.0%
0.476
0.0877
-0.032
0.023
0.006
22.00
0.72
0.50
1.05
-0.78
2
36
63.7%
0.350
0.1025
-0.024
0.021
0.005
23.00
0.55
0.45
0.75
0.00
21
3,088
67.3%
0.278
0.0878
-0.023
0.019
0.004
24.00
0.39
0.00
1.00
-0.01
1
1,554
72.3%
0.228
0.0737
-0.022
0.017
0.003
25.00
0.40
0.05
0.40
0.00
14
161
62.9%
0.133
0.0601
-0.013
0.012
0.002
26.00
0.50
0.00
1.15
0.00
2
4
94.8%
0.209
0.0534
-0.027
0.016
0.003
27.00
0.35
0.00
1.75
0.00
0
5
120.3%
0.246
0.0462
-0.038
0.018
0.003
28.00
0.50
0.00
0.70
0.00
10
100
94.9%
0.139
0.0410
-0.021
0.013
0.002
29.00
0.69
0.00
1.15
0.00
1
2,022
117.8%
0.178
0.0390
-0.030
0.015
0.002
30.00
0.15
0.00
0.75
0.00
15
1,575
109.9%
0.131
0.0341
-0.023
0.012
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
16.00
1.00
0.00
1.15
0.00
0
1,000
97.4%
-0.162
0.0444
-0.023
0.014
-0.003
17.00
0.60
0.00
0.65
0.00
2
1,014
63.9%
-0.147
0.0636
-0.014
0.013
-0.003
18.00
0.80
0.20
0.90
0.00
11
1,514
62.4%
-0.229
0.0855
-0.018
0.017
-0.004
20.00
1.75
0.95
2.00
0.00
67
124
67.2%
-0.442
0.1035
-0.025
0.022
-0.008
21.00
2.20
1.55
3.40
0.00
2
10
85.7%
-0.516
0.0820
-0.032
0.023
-0.010
23.00
4.00
1.75
5.40
0.00
0
15
72.7%
-0.703
0.0840
-0.023
0.020
-0.014
30.00
9.80
7.90
12.00
0.00
2
1
77.7%
-0.955
0.0215
-0.004
0.005
-0.023
34.00
14.35
11.90
15.90
0.00
4
3
82.8%
-0.983
0.0091
0.000
0.002
-0.027
35.00
14.85
12.90
16.90
0.00
2
1
86.7%
-0.983
0.0084
0.001
0.002
-0.027
37.00
17.30
14.90
18.90
0.00
4
2
93.8%
-0.985
0.0073
0.001
0.002
-0.029
38.00
17.85
15.90
19.90
0.00
2
0
97.7%
-0.985
0.0070
0.001
0.002
-0.030
39.00
17.95
16.90
20.90
0.00
4
0
100.8%
-0.985
0.0066
0.001
0.002
-0.031
40.00
19.50
17.90
21.90
0.00
0
0
103.9%
-0.986
0.0062
0.001
0.002
-0.031
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.