This page reflects STNG options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
STNG Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
55.00
24.53
23.40
26.40
0.00
1
0
243.0%
0.962
0.0047
-0.246
0.006
0.004
65.00
15.00
13.80
16.00
0.00
11
0
151.0%
0.937
0.0114
-0.232
0.009
0.005
70.00
9.60
8.70
11.10
0.00
130
7
107.4%
0.910
0.0211
-0.217
0.012
0.005
72.50
7.20
6.40
8.60
0.00
225
0
90.7%
0.873
0.0319
-0.233
0.015
0.005
75.00
4.60
4.30
5.40
0.00
128
29
60.9%
0.854
0.0523
-0.175
0.016
0.005
77.50
2.84
2.00
3.50
-0.16
1
1,146
51.0%
0.705
0.0941
-0.217
0.025
0.004
80.00
1.10
0.60
1.30
-0.37
2
702
48.3%
0.437
0.1133
-0.232
0.028
0.003
82.50
0.35
0.20
0.40
-0.50
11
269
43.6%
0.168
0.0803
-0.133
0.018
0.001
85.00
0.23
0.05
0.15
0.00
15
708
47.2%
0.057
0.0337
-0.065
0.008
0.000
87.50
0.09
0.00
0.15
0.00
10
93
53.5%
0.024
0.0144
-0.036
0.004
0.000
90.00
0.30
0.00
0.15
0.04
1
470
65.6%
0.019
0.0097
-0.036
0.003
0.000
95.00
0.05
0.00
0.05
0.00
1
38
75.0%
0.005
0.0025
-0.012
0.001
0.000
100.00
0.15
0.00
0.75
0.00
1
9
145.1%
0.045
0.0092
-0.167
0.007
0.000
105.00
0.45
0.00
0.05
0.00
0
2
109.4%
0.003
0.0011
-0.011
0.001
0.000
110.00
0.42
0.00
0.75
0.00
0
5
188.7%
0.034
0.0056
-0.172
0.005
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
55.00
0.20
0.00
0.05
0.00
6
117
143.8%
-0.002
0.0006
-0.011
0.000
-0.000
60.00
0.24
0.00
0.75
0.00
1
49
177.9%
-0.035
0.0060
-0.164
0.006
-0.000
62.50
0.25
0.00
0.75
0.00
0
5
156.8%
-0.040
0.0076
-0.161
0.006
-0.000
65.00
0.03
0.00
0.05
0.00
10
171
83.6%
-0.004
0.0019
-0.011
0.001
-0.000
67.50
0.05
0.00
0.75
0.00
1
155
115.8%
-0.055
0.0134
-0.155
0.008
-0.000
70.00
0.05
0.00
0.80
0.00
1
494
97.3%
-0.071
0.0194
-0.158
0.010
-0.000
72.50
0.13
0.00
0.10
-0.04
10
2,146
53.9%
-0.030
0.0177
-0.044
0.005
-0.000
75.00
0.14
0.00
0.60
-0.36
1
490
50.5%
-0.104
0.0497
-0.108
0.013
-0.001
77.50
0.30
0.35
0.55
-0.01
4
1,385
38.6%
-0.242
0.1127
-0.142
0.022
-0.002
80.00
1.43
1.15
1.55
0.13
7
89
35.8%
-0.590
0.1510
-0.161
0.028
-0.004
82.50
7.25
2.60
3.80
0.00
2
28
53.1%
-0.782
0.0770
-0.180
0.021
-0.005
85.00
11.02
4.50
6.30
0.00
1
1
73.5%
-0.840
0.0460
-0.206
0.017
-0.006
87.50
13.49
6.50
8.90
0.00
1
19
96.4%
-0.858
0.0324
-0.250
0.016
-0.006
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.