This page reflects SYF options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
SYF 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
50.00
28.95
29.90
32.20
0.00
15
0
289.5%
0.974
0.0028
-0.215
0.004
0.004
55.00
24.05
24.90
26.90
0.00
0
0
221.5%
0.977
0.0033
-0.151
0.004
0.004
60.00
18.95
19.90
21.80
0.00
5
0
172.7%
0.975
0.0046
-0.129
0.004
0.005
65.00
8.30
14.90
16.90
0.00
1
0
138.5%
0.962
0.0081
-0.146
0.006
0.005
67.50
6.84
12.40
14.40
0.00
0
0
118.9%
0.955
0.0108
-0.144
0.007
0.005
70.00
9.12
10.10
11.80
0.00
10
10
103.4%
0.940
0.0158
-0.158
0.009
0.005
72.50
6.90
7.60
9.30
0.00
3
41
83.6%
0.925
0.0233
-0.152
0.010
0.005
75.00
6.40
4.80
6.80
0.40
7
268
54.5%
0.931
0.0333
-0.096
0.010
0.006
77.50
3.55
3.10
3.80
0.24
11
1,110
56.6%
0.786
0.0705
-0.208
0.021
0.005
80.00
1.82
1.20
1.65
0.19
22
653
39.9%
0.590
0.1332
-0.194
0.028
0.004
82.50
0.50
0.25
0.55
0.00
72
2,831
37.8%
0.255
0.1161
-0.150
0.023
0.002
85.00
0.05
0.00
0.65
-0.10
2
2,242
63.2%
0.185
0.0578
-0.207
0.019
0.001
87.50
0.10
0.00
0.15
0.00
23
25
53.7%
0.048
0.0256
-0.066
0.007
0.000
90.00
0.05
0.00
0.05
0.00
34
242
54.7%
0.014
0.0089
-0.024
0.003
0.000
95.00
0.05
0.00
0.65
0.00
2
9
108.4%
0.052
0.0135
-0.142
0.008
0.000
110.00
0.05
0.00
0.30
0.00
0
8
153.1%
0.015
0.0034
-0.071
0.003
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
50.00
0.03
0.00
0.65
0.00
1
3
268.4%
-0.019
0.0023
-0.148
0.003
-0.000
55.00
0.10
0.00
0.35
0.00
1
29
197.7%
-0.013
0.0023
-0.081
0.002
-0.000
60.00
0.18
0.00
0.20
0.00
1
516
144.1%
-0.010
0.0025
-0.047
0.002
-0.000
62.50
0.23
0.00
0.20
0.18
1
649
126.6%
-0.011
0.0032
-0.046
0.002
-0.000
65.00
0.05
0.00
0.20
0.00
3
505
109.8%
-0.013
0.0043
-0.046
0.003
-0.000
67.50
0.05
0.00
0.25
0.00
3
568
97.3%
-0.020
0.0068
-0.057
0.004
-0.000
70.00
0.04
0.00
0.10
-0.01
18
278
68.4%
-0.011
0.0056
-0.023
0.002
-0.000
72.50
0.05
0.00
0.70
0.00
15
106
82.3%
-0.072
0.0229
-0.137
0.010
-0.000
75.00
0.05
0.00
0.20
-0.10
2
124
53.1%
-0.064
0.0323
-0.080
0.009
-0.000
77.50
0.10
0.05
0.10
-0.07
11
78
28.1%
-0.060
0.0580
-0.040
0.009
-0.000
80.00
0.55
0.20
0.75
-0.35
12
22
30.2%
-0.386
0.1732
-0.137
0.028
-0.003
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.