This page reflects ULS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
ULS 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 15)
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
60.00
41.90
35.40
39.30
0.00
0
2
137.1%
0.973
0.0024
-0.064
0.012
0.022
65.00
18.65
0.00
0.00
0.00
1
0
0.0%
1.000
0.0000
-0.008
0.000
0.025
70.00
34.72
25.60
29.60
0.00
1
1,500
111.1%
0.947
0.0051
-0.089
0.021
0.025
75.00
25.27
21.70
24.40
0.00
1
18
106.8%
0.910
0.0080
-0.125
0.031
0.025
80.00
21.10
16.80
19.50
0.00
6
9
89.0%
0.885
0.0115
-0.125
0.037
0.026
85.00
6.30
9.70
12.60
0.00
3
13
55.6%
0.900
0.0166
-0.075
0.033
0.029
90.00
11.10
7.30
9.90
0.00
1
52
55.8%
0.775
0.0283
-0.121
0.057
0.026
95.00
3.70
3.80
6.00
0.00
4
95
63.7%
0.596
0.0320
-0.174
0.074
0.020
100.00
4.15
1.50
2.35
0.00
92
2,391
46.0%
0.391
0.0440
-0.124
0.073
0.014
105.00
1.50
0.25
1.15
-0.50
1
336
48.0%
0.218
0.0323
-0.098
0.056
0.008
110.00
0.12
0.00
1.10
0.00
18
136
50.3%
0.113
0.0200
-0.067
0.036
0.004
115.00
1.25
0.00
0.75
0.00
1
1
56.8%
0.072
0.0127
-0.054
0.026
0.003
120.00
2.40
0.00
1.80
0.00
1
8
83.3%
0.113
0.0121
-0.109
0.036
0.004
125.00
1.60
0.05
2.70
0.00
1
7
106.0%
0.133
0.0107
-0.156
0.041
0.004
130.00
1.15
0.00
2.60
0.00
1
8
115.0%
0.119
0.0091
-0.156
0.038
0.004
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
45.00
0.75
0.00
1.95
0.00
1
2
252.9%
-0.036
0.0016
-0.135
0.015
-0.002
50.00
1.20
0.00
1.80
0.00
1
1
218.7%
-0.039
0.0020
-0.124
0.016
-0.002
55.00
0.60
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
60.00
0.10
0.00
0.75
0.00
50
54
138.3%
-0.028
0.0024
-0.059
0.012
-0.001
65.00
3.80
0.60
3.70
0.00
1
2
184.9%
-0.098
0.0049
-0.216
0.033
-0.004
70.00
1.70
0.70
1.85
0.00
1
4
134.9%
-0.085
0.0061
-0.141
0.030
-0.004
75.00
0.65
0.00
0.70
0.00
1
1
81.0%
-0.044
0.0060
-0.050
0.018
-0.002
80.00
0.19
0.05
0.45
0.00
92
2,211
59.6%
-0.042
0.0080
-0.036
0.017
-0.002
85.00
1.38
0.00
0.75
0.00
5
1,074
59.3%
-0.113
0.0171
-0.076
0.036
-0.004
90.00
0.50
0.20
1.35
0.00
1,000
413
51.4%
-0.209
0.0294
-0.098
0.055
-0.008
95.00
4.80
0.90
2.45
0.00
2
1,009
43.2%
-0.379
0.0464
-0.107
0.072
-0.015
100.00
3.25
3.80
4.90
0.00
1,000
1,163
39.8%
-0.630
0.0499
-0.094
0.072
-0.025
105.00
6.32
6.20
8.90
0.00
1
0
43.5%
-0.808
0.0331
-0.070
0.052
-0.033
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.