This page reflects UAN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
UAN 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
80.00
41.00
40.40
44.20
-4.00
1
3
86.5%
0.969
0.0024
-0.045
0.024
0.060
85.00
39.50
35.30
39.40
0.00
0
6
77.5%
0.962
0.0031
-0.047
0.028
0.063
90.00
36.50
30.40
34.50
0.00
0
112
70.0%
0.951
0.0042
-0.052
0.035
0.066
95.00
30.72
26.00
29.10
0.00
45
0
62.0%
0.937
0.0058
-0.056
0.042
0.069
100.00
30.25
21.30
24.90
0.00
5
60
61.1%
0.895
0.0087
-0.076
0.062
0.068
105.00
25.58
16.80
20.30
0.00
5
60
55.6%
0.853
0.0120
-0.086
0.079
0.068
115.00
18.40
9.80
12.90
0.00
25
363
54.9%
0.682
0.0189
-0.124
0.123
0.057
120.00
10.60
6.80
9.70
0.00
1
45
52.7%
0.579
0.0216
-0.129
0.134
0.049
125.00
5.60
5.60
7.30
-5.47
51
147
56.2%
0.476
0.0206
-0.139
0.137
0.041
130.00
6.34
4.00
5.50
0.00
2
120
56.9%
0.381
0.0195
-0.133
0.131
0.033
135.00
2.50
1.10
4.20
-1.00
23
88
50.8%
0.268
0.0189
-0.103
0.113
0.024
140.00
1.51
0.75
2.00
-1.43
2
69
53.6%
0.206
0.0155
-0.093
0.098
0.018
145.00
1.02
0.05
1.70
-0.88
3
70
58.2%
0.169
0.0126
-0.089
0.087
0.015
150.00
1.45
0.00
2.70
0.00
2
37
60.9%
0.135
0.0104
-0.080
0.074
0.012
155.00
1.98
0.00
2.55
0.00
1
6
66.3%
0.120
0.0088
-0.080
0.069
0.011
160.00
0.75
0.00
2.40
0.00
1
2
71.2%
0.107
0.0076
-0.079
0.064
0.009
165.00
3.00
0.00
2.30
0.00
0
1
76.0%
0.098
0.0066
-0.079
0.059
0.009
170.00
1.00
0.00
2.20
0.00
1
1
80.5%
0.090
0.0059
-0.079
0.056
0.008
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
95.00
0.50
0.00
2.45
0.00
1
1
72.0%
-0.089
0.0065
-0.067
0.055
-0.010
100.00
1.16
0.05
1.15
0.71
1
12
59.5%
-0.100
0.0086
-0.060
0.060
-0.011
105.00
1.20
0.35
1.40
-0.74
1
7
51.9%
-0.133
0.0120
-0.064
0.074
-0.014
110.00
2.80
0.05
4.30
0.00
10
42
68.1%
-0.259
0.0138
-0.126
0.111
-0.028
115.00
3.60
1.80
5.60
0.80
6
63
63.6%
-0.333
0.0166
-0.131
0.125
-0.036
120.00
5.40
3.70
7.30
1.85
8
16
59.3%
-0.422
0.0192
-0.131
0.134
-0.046
125.00
8.00
6.60
10.10
1.60
3
25
59.8%
-0.519
0.0194
-0.133
0.137
-0.058
130.00
8.26
9.90
13.40
0.00
9
24
60.7%
-0.608
0.0184
-0.128
0.132
-0.069
150.00
22.40
26.70
30.00
0.00
4
4
67.1%
-0.838
0.0106
-0.082
0.084
-0.105
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.