This page reflects UCTT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
UCTT Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
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
45.00
22.00
26.10
29.90
0.00
0
3
140.6%
0.970
0.0034
-0.053
0.010
0.016
50.00
24.45
21.20
24.90
0.00
0
0
117.8%
0.959
0.0052
-0.058
0.012
0.018
55.00
20.49
16.20
20.10
0.00
15
15
98.2%
0.940
0.0085
-0.065
0.017
0.019
60.00
16.09
11.50
15.40
0.00
15
21
85.1%
0.893
0.0152
-0.086
0.026
0.020
65.00
12.56
7.80
9.60
1.79
2
94
65.3%
0.829
0.0273
-0.090
0.036
0.020
70.00
13.10
3.90
7.10
0.00
5
1,003
69.6%
0.639
0.0378
-0.137
0.053
0.016
75.00
3.30
3.00
4.80
-3.99
353
5,769
83.3%
0.460
0.0335
-0.172
0.057
0.011
80.00
1.80
1.30
2.25
-2.36
256
401
73.3%
0.280
0.0322
-0.128
0.048
0.007
85.00
0.87
0.80
1.85
-1.93
13
1,549
84.7%
0.198
0.0230
-0.121
0.040
0.005
90.00
0.60
0.20
0.80
-1.15
30
5,165
77.2%
0.092
0.0151
-0.066
0.024
0.002
95.00
0.25
0.20
0.65
-1.25
12
1,029
87.6%
0.071
0.0109
-0.061
0.019
0.002
100.00
0.22
0.00
0.35
-0.18
14
58
84.3%
0.033
0.0061
-0.032
0.010
0.001
105.00
0.25
0.00
1.20
0.00
1
13
119.8%
0.075
0.0083
-0.086
0.020
0.002
110.00
0.10
0.00
0.55
0.00
6
56
112.3%
0.039
0.0052
-0.048
0.012
0.001
115.00
2.30
0.00
0.95
0.00
2
16
134.7%
0.055
0.0058
-0.076
0.016
0.001
120.00
0.15
0.00
0.75
0.00
4
27
137.8%
0.043
0.0047
-0.064
0.013
0.001
125.00
0.60
0.00
3.40
0.00
1
12
203.1%
0.123
0.0070
-0.211
0.029
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
40.00
0.50
0.00
0.95
0.00
4
11
185.3%
-0.033
0.0028
-0.070
0.011
-0.001
45.00
0.03
0.00
0.05
0.00
2
11
96.1%
-0.004
0.0009
-0.006
0.002
-0.000
50.00
0.01
0.00
1.15
0.00
4
1,278
131.2%
-0.056
0.0060
-0.074
0.016
-0.002
55.00
0.75
0.00
0.95
0.00
2
79
99.0%
-0.061
0.0086
-0.060
0.017
-0.002
60.00
0.53
0.00
0.55
0.23
5
631
64.6%
-0.056
0.0122
-0.036
0.016
-0.002
65.00
1.55
0.45
2.25
0.85
48
240
73.7%
-0.195
0.0263
-0.102
0.039
-0.006
70.00
3.35
1.95
3.70
1.83
28
140
69.9%
-0.361
0.0376
-0.130
0.053
-0.011
75.00
5.00
4.00
7.20
1.90
14
64
72.9%
-0.554
0.0381
-0.141
0.056
-0.018
80.00
6.20
7.50
10.80
0.45
3
33
74.7%
-0.716
0.0319
-0.121
0.048
-0.023
115.00
47.60
40.20
44.00
0.00
0
1
181.4%
-0.866
0.0084
-0.186
0.031
-0.041
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.