This page reflects SWBI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
SWBI Options Chain
Data as of market close May 20, 2026
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
2.00
13.20
12.40
14.00
0.00
8
4
393.8%
0.991
0.0014
-0.007
0.001
0.001
3.00
11.00
11.40
12.50
0.00
23
0
450.8%
0.972
0.0033
-0.022
0.003
0.002
4.00
10.10
10.40
11.50
0.00
0
0
371.1%
0.964
0.0050
-0.022
0.003
0.002
5.00
9.20
9.40
10.50
0.00
0
0
312.5%
0.955
0.0071
-0.022
0.004
0.003
7.00
8.15
7.40
9.00
0.00
9
17
156.6%
0.976
0.0085
-0.007
0.002
0.005
8.00
3.90
0.00
0.00
0.00
3
0
0.0%
1.000
0.0000
-0.001
0.000
0.006
9.00
6.20
5.50
6.90
0.00
1
31
110.9%
0.966
0.0159
-0.007
0.003
0.007
10.00
5.45
4.60
5.80
0.00
1
313
91.8%
0.959
0.0224
-0.007
0.004
0.007
11.00
3.40
3.70
4.90
0.00
11
119
91.0%
0.916
0.0396
-0.011
0.007
0.008
12.00
3.60
3.00
3.70
0.00
1
997
77.5%
0.881
0.0600
-0.012
0.008
0.008
13.00
2.64
1.90
2.75
0.00
10
281
55.7%
0.856
0.0956
-0.011
0.010
0.008
14.00
1.70
1.30
1.95
-0.20
3
1,030
57.9%
0.717
0.1371
-0.015
0.014
0.007
15.00
1.08
0.85
1.10
-0.02
14
1,198
53.1%
0.560
0.1742
-0.016
0.017
0.006
16.00
0.54
0.40
0.60
-0.04
21
350
55.0%
0.395
0.1644
-0.016
0.016
0.004
17.00
0.25
0.20
0.30
-0.05
28
900
52.4%
0.243
0.1401
-0.012
0.013
0.003
18.00
0.10
0.05
0.15
-0.03
2
73
52.3%
0.139
0.0993
-0.009
0.009
0.002
19.00
0.08
0.00
0.20
0.00
240
289
56.6%
0.092
0.0683
-0.007
0.007
0.001
20.00
0.12
0.00
0.30
0.00
10
18
72.7%
0.106
0.0592
-0.010
0.008
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
6.00
0.11
0.00
0.35
0.00
1
4
217.6%
-0.034
0.0082
-0.012
0.003
-0.001
7.00
0.03
0.00
0.35
0.00
2
11
185.2%
-0.041
0.0111
-0.012
0.004
-0.001
8.00
0.05
0.00
0.35
0.00
1
150
157.4%
-0.048
0.0149
-0.011
0.004
-0.001
9.00
0.20
0.00
0.40
0.00
1
132
137.5%
-0.062
0.0208
-0.012
0.005
-0.001
10.00
0.01
0.00
0.40
0.00
5
207
114.8%
-0.074
0.0285
-0.012
0.006
-0.001
11.00
0.20
0.00
0.35
0.00
2
169
90.2%
-0.082
0.0394
-0.010
0.006
-0.001
12.00
0.17
0.05
0.35
0.00
1
100
74.0%
-0.110
0.0595
-0.010
0.008
-0.001
13.00
0.21
0.05
0.35
0.05
1
313
55.1%
-0.142
0.0956
-0.009
0.010
-0.002
14.00
0.40
0.30
0.55
0.00
2
227
52.5%
-0.269
0.1473
-0.012
0.014
-0.004
15.00
0.75
0.50
0.90
0.00
7
74
55.8%
-0.440
0.1660
-0.015
0.017
-0.006
16.00
1.10
1.15
1.45
0.00
11
15
53.2%
-0.610
0.1691
-0.014
0.016
-0.008
17.00
2.22
0.00
0.00
0.00
21
0
0.0%
-1.000
0.0000
0.002
0.000
-0.013
18.00
3.02
0.00
0.00
0.00
21
0
0.0%
-1.000
0.0000
0.002
0.000
-0.014
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.