Home Options SSYSChain

SSYS

Stratasys, Ltd.Close $8.36EOD only

Max Pain

$10.00

Next expiry Jun 18, 2026

Expected Move

±$1.25

14.9% from close

Price Gap

+1.64

Distance to max pain

IV Rank

Low premium

P/C OI

0.19

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: May 20, 2026 close

End-of-day snapshot

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

Published Snapshot

May 20, 2026 close

SSYS Options Chain

Data as of market close May 20, 2026

Expiration

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
2.50	8.35	5.40	6.90	0.00	5	5	373.4%	0.953	0.0111	-0.015	0.002	0.001
5.00	2.94	3.40	4.40	0.00	2	6	234.8%	0.867	0.0388	-0.021	0.005	0.003
7.50	1.00	0.95	1.20	0.24	1	433	59.6%	0.774	0.2144	-0.008	0.007	0.004
10.00	0.10	0.05	0.15	0.05	24	2,360	56.4%	0.153	0.1774	-0.006	0.006	0.001
12.50	0.03	0.00	0.05	0.00	1	929	74.2%	0.036	0.0450	-0.002	0.002	0.000
15.00	0.13	0.00	0.35	0.00	1	1,604	146.9%	0.116	0.0563	-0.012	0.005	0.001
17.50	0.18	0.00	0.30	0.00	1	354	166.8%	0.092	0.0420	-0.011	0.004	0.000
20.00	0.05	0.00	0.30	0.00	1	228	187.5%	0.084	0.0349	-0.012	0.004	0.000
22.50	0.31	0.00	0.40	0.00	1	51	218.0%	0.097	0.0334	-0.015	0.004	0.000
25.00	0.10	0.00	0.00	0.00	2	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
5.00	0.03	0.00	0.05	0.00	1	17	98.4%	-0.023	0.0231	-0.002	0.001	-0.000
7.50	0.20	0.15	0.20	-0.05	9	554	54.1%	-0.209	0.2253	-0.006	0.007	-0.002
10.00	1.80	1.55	1.85	0.00	1	465	73.4%	-0.772	0.1746	-0.008	0.007	-0.007
12.50	3.65	3.90	4.80	0.00	1	46	120.3%	-0.843	0.0848	-0.010	0.006	-0.009

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.