This page reflects STT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
STT 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
135.00
34.95
33.80
36.70
0.00
5
0
84.3%
0.935
0.0045
-0.142
0.042
0.047
140.00
29.99
28.80
31.70
0.00
15
0
74.0%
0.927
0.0056
-0.138
0.047
0.048
145.00
24.76
24.00
27.00
0.00
10
0
68.8%
0.901
0.0075
-0.158
0.058
0.049
150.00
20.11
19.30
21.70
0.00
1
14
53.8%
0.902
0.0096
-0.126
0.058
0.051
155.00
14.96
14.60
17.70
0.00
2
18
55.8%
0.830
0.0136
-0.183
0.085
0.048
160.00
12.48
10.70
13.00
-0.34
1
118
46.8%
0.779
0.0190
-0.180
0.099
0.046
165.00
7.10
7.50
9.20
-0.60
4
130
43.7%
0.677
0.0246
-0.200
0.120
0.041
170.00
4.90
4.40
5.90
-0.96
12
109
40.3%
0.544
0.0294
-0.201
0.133
0.033
175.00
2.91
2.40
3.40
-0.58
2
213
37.8%
0.391
0.0304
-0.181
0.128
0.024
180.00
1.52
1.20
1.95
-0.33
1
76
37.9%
0.256
0.0254
-0.150
0.108
0.016
185.00
1.01
0.55
0.95
-0.10
1
30
36.8%
0.145
0.0185
-0.103
0.076
0.009
190.00
1.30
0.25
0.95
0.00
68
86
44.7%
0.123
0.0136
-0.111
0.068
0.008
195.00
0.52
0.00
0.70
0.00
2
3
48.0%
0.088
0.0100
-0.094
0.054
0.006
210.00
0.10
0.00
1.15
0.00
0
8
64.0%
0.057
0.0054
-0.089
0.038
0.004
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
100.00
0.15
0.00
2.15
0.00
0
4
167.2%
-0.036
0.0014
-0.156
0.026
-0.003
120.00
0.40
0.00
0.95
0.00
0
3
99.8%
-0.028
0.0019
-0.076
0.022
-0.002
125.00
0.38
0.00
0.75
0.00
0
3
86.0%
-0.026
0.0021
-0.062
0.020
-0.002
130.00
0.28
0.00
0.75
0.00
6
6
76.8%
-0.029
0.0026
-0.060
0.022
-0.002
135.00
0.40
0.00
0.75
0.00
4
51
67.8%
-0.033
0.0032
-0.058
0.024
-0.002
140.00
0.19
0.15
0.80
0.00
1
7
62.0%
-0.044
0.0045
-0.068
0.031
-0.003
145.00
0.23
0.20
0.95
0.00
10
150
55.4%
-0.058
0.0062
-0.075
0.039
-0.004
150.00
0.57
0.35
0.70
0.11
1
20
48.6%
-0.077
0.0089
-0.083
0.049
-0.005
155.00
0.95
0.85
1.10
0.17
11
14
44.9%
-0.123
0.0136
-0.107
0.068
-0.008
160.00
1.78
1.40
1.95
0.13
10
18
43.3%
-0.205
0.0196
-0.143
0.095
-0.014
165.00
3.28
2.75
3.30
-0.46
1
12
42.0%
-0.318
0.0254
-0.172
0.119
-0.022
170.00
5.76
3.50
5.40
0.00
2
76
41.7%
-0.456
0.0285
-0.188
0.133
-0.032
175.00
9.22
7.20
8.30
0.00
8
148
42.2%
-0.595
0.0275
-0.182
0.130
-0.042
180.00
12.20
10.50
12.70
0.00
1
15
50.1%
-0.683
0.0213
-0.198
0.119
-0.049
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.