This page reflects STUB options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
STUB 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 8)
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
2.00
10.60
10.60
11.00
-0.35
1
6
812.5%
0.987
0.0024
-0.035
0.001
0.000
3.00
9.90
9.50
10.00
0.00
1
2
634.4%
0.982
0.0039
-0.036
0.001
0.001
4.00
8.95
8.50
9.50
0.00
1
3
514.1%
0.977
0.0059
-0.036
0.001
0.001
4.50
7.36
7.60
9.00
0.00
0
0
721.9%
0.940
0.0093
-0.110
0.002
0.001
5.00
7.14
7.30
8.50
0.00
1
0
331.3%
0.989
0.0049
-0.013
0.001
0.001
8.50
4.40
3.90
4.90
1.45
1
1
159.4%
0.977
0.0194
-0.012
0.001
0.002
9.50
3.31
2.85
3.90
0.66
6
7
103.1%
0.986
0.0194
-0.006
0.001
0.002
10.00
2.98
2.45
3.10
0.08
1
35
170.7%
0.882
0.0650
-0.044
0.004
0.002
10.50
2.30
2.05
2.80
0.00
1
225
99.2%
0.939
0.0679
-0.016
0.002
0.002
11.00
2.00
1.55
2.35
0.00
4
1,209
89.1%
0.909
0.1032
-0.020
0.003
0.002
11.50
1.38
1.15
1.60
-0.12
2
413
101.2%
0.809
0.1512
-0.036
0.005
0.002
12.00
0.96
0.75
1.20
-0.14
46
1,633
55.9%
0.827
0.2568
-0.019
0.005
0.002
12.50
0.63
0.45
0.80
-0.07
20
19
56.3%
0.661
0.3655
-0.027
0.007
0.002
13.00
0.38
0.30
0.50
-0.07
19
6,597
61.1%
0.470
0.3654
-0.032
0.007
0.001
13.50
0.19
0.15
0.25
-0.11
111
480
57.8%
0.289
0.3319
-0.026
0.006
0.001
14.00
0.10
0.05
0.20
-0.05
169
54
63.3%
0.180
0.2327
-0.021
0.005
0.000
15.00
0.09
0.00
0.10
0.00
3
27
72.3%
0.069
0.1037
-0.012
0.002
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
7.00
0.14
0.00
0.35
0.00
2
2
305.5%
-0.049
0.0188
-0.040
0.002
-0.000
7.50
0.05
0.00
0.35
0.00
0
1
276.6%
-0.055
0.0225
-0.039
0.002
-0.000
8.00
0.15
0.00
0.35
0.00
2
102
250.0%
-0.061
0.0271
-0.038
0.002
-0.000
8.50
0.05
0.00
0.35
0.00
1
602
224.2%
-0.068
0.0329
-0.037
0.002
-0.000
9.00
0.30
0.00
0.35
0.00
0
5
199.6%
-0.076
0.0402
-0.036
0.003
-0.000
9.50
0.10
0.00
0.35
0.00
1
13
176.6%
-0.086
0.0500
-0.035
0.003
-0.000
10.00
0.08
0.00
0.05
0.00
4
25
96.1%
-0.025
0.0340
-0.007
0.001
-0.000
10.50
0.37
0.00
0.10
0.00
10
10
93.0%
-0.050
0.0622
-0.012
0.002
-0.000
11.00
0.10
0.00
0.15
0.00
1
9
84.4%
-0.080
0.0993
-0.016
0.003
-0.000
11.50
0.14
0.00
0.10
0.00
2
55
58.6%
-0.077
0.1379
-0.011
0.003
-0.000
12.00
0.24
0.10
0.20
0.02
1
15
62.1%
-0.196
0.2498
-0.022
0.005
-0.001
12.50
0.39
0.15
0.35
0.09
50
44
54.1%
-0.335
0.3779
-0.025
0.006
-0.001
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.