This page reflects SOLV options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
SOLV 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
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
50.00
18.00
19.70
22.20
0.00
2
3
0.0%
1.000
0.0000
-0.006
0.000
0.019
60.00
19.80
16.80
20.10
0.00
1
28
75.9%
0.970
0.0059
-0.035
0.011
0.022
65.00
17.00
12.50
14.80
0.00
1
25
67.0%
0.932
0.0127
-0.055
0.020
0.023
70.00
9.40
7.00
9.80
4.95
5
97
75.3%
0.800
0.0242
-0.122
0.043
0.020
75.00
4.70
3.10
5.10
-1.10
8
215
51.7%
0.687
0.0447
-0.106
0.054
0.019
80.00
1.30
0.30
1.55
0.01
64
1,197
36.1%
0.401
0.0698
-0.080
0.059
0.011
85.00
0.28
0.05
0.35
0.07
26
468
35.0%
0.126
0.0386
-0.041
0.032
0.004
90.00
0.13
0.00
0.45
0.08
25
824
54.3%
0.107
0.0221
-0.056
0.028
0.003
95.00
0.20
0.00
0.15
0.00
1
355
54.3%
0.040
0.0103
-0.026
0.013
0.001
100.00
0.45
0.00
1.35
0.00
1
60
90.2%
0.099
0.0126
-0.087
0.027
0.003
105.00
0.12
0.00
0.15
0.00
4
31
68.2%
0.017
0.0040
-0.016
0.006
0.000
110.00
0.11
0.00
2.15
0.00
1
25
128.4%
0.111
0.0096
-0.134
0.029
0.003
115.00
0.05
0.00
0.30
0.00
1
62
94.5%
0.024
0.0039
-0.029
0.009
0.001
120.00
0.05
0.00
0.35
0.00
5
40
105.5%
0.025
0.0036
-0.034
0.009
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
40.00
0.55
0.00
0.75
0.00
0
1
192.6%
-0.024
0.0019
-0.060
0.009
-0.001
45.00
0.05
0.00
0.05
0.00
1
33
108.6%
-0.003
0.0006
-0.006
0.002
-0.000
50.00
0.13
0.00
0.20
0.00
4
22
107.8%
-0.013
0.0020
-0.019
0.005
-0.000
55.00
0.46
0.00
0.95
0.00
16
38
117.5%
-0.049
0.0056
-0.065
0.016
-0.002
60.00
0.35
0.05
1.35
0.00
2
233
103.5%
-0.078
0.0092
-0.082
0.022
-0.003
65.00
0.15
0.00
0.60
0.00
1
711
63.2%
-0.057
0.0119
-0.039
0.018
-0.002
70.00
0.20
0.00
0.40
-0.28
1
156
46.4%
-0.098
0.0243
-0.043
0.027
-0.003
75.00
0.66
0.50
0.70
-0.04
16
112
30.8%
-0.222
0.0631
-0.048
0.046
-0.007
80.00
3.39
1.55
4.30
0.00
2
82
52.6%
-0.558
0.0490
-0.108
0.061
-0.018
85.00
6.00
5.10
7.50
0.00
1
2
45.7%
-0.805
0.0394
-0.061
0.042
-0.027
90.00
15.17
10.00
12.60
0.00
2
0
66.3%
-0.841
0.0239
-0.079
0.037
-0.030
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.