This page reflects USB options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
USB 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 8)
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
30.00
31.54
31.00
32.75
0.00
20
0
247.7%
0.989
0.0014
-0.049
0.003
0.006
35.00
26.44
26.00
27.75
0.00
6
0
200.0%
0.986
0.0021
-0.048
0.003
0.007
48.00
13.50
13.20
14.15
0.00
2
0
126.4%
0.937
0.0115
-0.101
0.011
0.008
54.00
7.41
7.50
7.85
0.00
1,880
0
57.2%
0.959
0.0180
-0.037
0.008
0.010
55.00
6.70
6.50
6.85
0.00
28
0
51.0%
0.954
0.0222
-0.036
0.008
0.010
56.00
5.70
5.50
5.90
0.00
29
0
48.4%
0.933
0.0314
-0.045
0.011
0.010
57.00
4.25
4.50
4.90
0.00
395
0
41.7%
0.923
0.0406
-0.043
0.012
0.010
58.00
3.25
3.55
3.90
0.00
161
0
34.8%
0.909
0.0550
-0.041
0.014
0.010
59.00
2.71
2.62
2.96
-0.42
1
10
30.7%
0.866
0.0826
-0.046
0.019
0.010
60.00
1.81
1.78
2.21
-0.43
3
140
31.8%
0.754
0.1160
-0.066
0.027
0.009
61.00
1.06
1.10
1.30
-0.44
112
263
24.5%
0.652
0.1763
-0.060
0.032
0.007
62.00
0.58
0.58
0.72
-0.28
40
138
23.2%
0.462
0.2003
-0.060
0.034
0.005
63.00
0.27
0.24
0.35
-0.19
592
142
22.7%
0.272
0.1711
-0.048
0.028
0.003
64.00
0.13
0.09
0.17
-0.08
206
286
23.5%
0.143
0.1123
-0.033
0.019
0.002
65.00
0.09
0.03
0.07
0.00
15
18
23.7%
0.063
0.0611
-0.018
0.011
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
49.00
0.12
0.00
0.14
0.00
4
21
81.3%
-0.017
0.0061
-0.021
0.004
-0.000
50.00
0.10
0.00
0.14
0.00
1
21
75.4%
-0.019
0.0071
-0.021
0.004
-0.000
51.00
0.11
0.00
0.14
0.00
2
12
69.1%
-0.020
0.0082
-0.020
0.004
-0.000
52.00
0.01
0.00
0.14
0.00
10
21
63.3%
-0.022
0.0098
-0.020
0.005
-0.000
53.00
0.39
0.01
0.14
0.00
2
6
58.2%
-0.026
0.0122
-0.021
0.005
-0.000
54.00
0.02
0.01
0.15
0.00
18
43
52.7%
-0.030
0.0151
-0.022
0.006
-0.000
55.00
0.04
0.02
0.15
-0.06
21
30
53.5%
-0.054
0.0240
-0.036
0.009
-0.001
56.00
0.03
0.00
0.16
0.00
8
18
47.8%
-0.064
0.0308
-0.036
0.011
-0.001
57.00
0.03
0.03
0.17
0.00
1
255
41.7%
-0.077
0.0406
-0.036
0.012
-0.001
58.00
0.07
0.03
0.07
-0.10
15
122
27.7%
-0.048
0.0422
-0.017
0.009
-0.001
59.00
0.12
0.07
0.14
0.00
3
92
26.2%
-0.099
0.0777
-0.027
0.015
-0.001
60.00
0.25
0.18
0.26
-0.03
41
6
24.0%
-0.185
0.1300
-0.038
0.023
-0.002
61.00
0.45
0.39
0.50
-0.23
68
49
22.5%
-0.336
0.1899
-0.048
0.031
-0.004
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.