This page reflects USFD options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
USFD 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
55.00
55.96
51.40
54.10
0.00
0
2
409.2%
0.976
0.0014
-0.379
0.005
0.004
60.00
51.00
46.40
49.10
0.00
0
2
362.9%
0.973
0.0018
-0.376
0.006
0.005
85.00
23.46
21.40
24.10
0.00
1
1
172.9%
0.939
0.0072
-0.347
0.012
0.006
87.50
17.84
18.90
21.60
0.00
5
11
156.2%
0.932
0.0087
-0.342
0.013
0.007
90.00
6.93
8.40
10.30
0.00
1
2
0.0%
1.000
0.0000
-0.011
0.000
0.007
92.50
15.00
13.90
16.60
0.00
1
2
123.1%
0.912
0.0133
-0.326
0.015
0.007
95.00
7.80
11.80
13.40
0.00
5
21
100.3%
0.911
0.0165
-0.270
0.016
0.007
97.50
4.00
9.30
11.60
0.00
1
8
97.5%
0.862
0.0233
-0.356
0.021
0.007
100.00
8.30
6.80
8.40
0.00
1
73
68.1%
0.869
0.0323
-0.245
0.021
0.007
105.00
4.74
2.00
3.80
0.00
2
280
61.9%
0.639
0.0624
-0.382
0.036
0.005
110.00
0.65
0.05
1.05
0.00
2
27
50.1%
0.275
0.0688
-0.274
0.032
0.002
115.00
0.09
0.00
0.75
-0.41
1
7,534
57.9%
0.087
0.0283
-0.150
0.015
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
60.00
0.50
0.00
0.00
0.00
0
0
50.0%
0.000
0.0000
0.000
0.000
0.000
65.00
0.55
0.00
1.20
0.00
1
1
297.5%
-0.024
0.0019
-0.269
0.005
-0.000
72.50
1.00
0.00
0.90
0.00
0
1
227.3%
-0.023
0.0025
-0.202
0.005
-0.000
75.00
0.20
0.00
0.05
0.00
2
35
135.2%
-0.002
0.0004
-0.011
0.000
-0.000
77.50
0.57
0.00
0.75
0.00
0
1
187.3%
-0.024
0.0031
-0.169
0.005
-0.000
80.00
0.80
0.05
1.05
0.00
801
287
186.9%
-0.036
0.0044
-0.239
0.008
-0.000
82.50
2.23
0.05
1.15
0.00
3
3
174.4%
-0.043
0.0054
-0.255
0.009
-0.000
85.00
0.41
0.00
0.75
0.00
1
2
142.0%
-0.032
0.0053
-0.165
0.007
-0.000
87.50
0.50
0.00
0.75
0.00
1
20
127.3%
-0.036
0.0064
-0.163
0.008
-0.000
90.00
0.10
0.00
0.75
0.00
1
340
112.9%
-0.041
0.0081
-0.160
0.009
-0.000
92.50
0.45
0.00
0.75
0.00
2
459
98.6%
-0.048
0.0104
-0.158
0.010
-0.000
95.00
0.05
0.00
0.75
0.00
16
520
84.4%
-0.056
0.0138
-0.154
0.011
-0.001
97.50
0.80
0.00
0.75
0.00
4
557
70.1%
-0.069
0.0194
-0.149
0.013
-0.001
100.00
0.04
0.00
0.30
0.00
3
910
52.1%
-0.074
0.0278
-0.117
0.014
-0.001
105.00
0.45
0.30
0.55
0.10
107
116
29.1%
-0.239
0.1100
-0.142
0.030
-0.002
110.00
2.15
1.75
3.90
0.00
0
10
43.8%
-0.755
0.0741
-0.213
0.031
-0.007
115.00
6.50
6.70
8.60
0.00
0
1
63.6%
-0.891
0.0304
-0.180
0.018
-0.009
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.