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VMI

Valmont Industries, Inc.Close $555.35EOD only

Max Pain

$550.00

Next expiry Jul 17, 2026

Expected Move

±$28.70

5.2% from close

Price Gap

-5.35

Distance to max pain

IV Rank

Low premium

P/C OI

1.04

Balanced positioning

Consensus

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No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

This page reflects VMI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Jul 2, 2026 close

VMI Options Chain

Data as of market close Jul 2, 2026

Expiration

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	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
370.00	182.00	181.30	188.30	0	1	128.0%	0.960	0.0006	-0.468	0.094	0.132
380.00	172.00	171.30	178.30	1	1	121.0%	0.958	0.0007	-0.464	0.098	0.136
450.00	88.10	101.70	108.40	0	1	76.1%	0.933	0.0016	-0.432	0.141	0.157
460.00	86.80	91.90	98.80	1	1	72.2%	0.922	0.0019	-0.459	0.159	0.158
480.00	59.60	72.70	79.60	0	1	63.4%	0.894	0.0027	-0.499	0.199	0.160
500.00	74.42	54.30	60.50	2	2	53.9%	0.856	0.0039	-0.523	0.246	0.159
510.00	64.20	45.30	50.90	1	1	48.4%	0.832	0.0048	-0.520	0.273	0.158
520.00	56.93	36.70	42.30	1	2	45.6%	0.788	0.0058	-0.559	0.315	0.152
530.00	16.70	27.90	32.60	0	9	38.8%	0.750	0.0075	-0.523	0.345	0.147
540.00	23.00	19.50	25.30	1	2	37.3%	0.671	0.0089	-0.564	0.393	0.133
560.00	27.97	8.10	14.70	0	1	37.5%	0.478	0.0098	-0.610	0.433	0.096
570.00	11.00	4.30	10.70	4	4	37.4%	0.384	0.0094	-0.579	0.415	0.078
580.00	6.00	1.55	6.80	3	6	35.4%	0.285	0.0088	-0.484	0.369	0.058
590.00	9.35	0.05	6.10	1	3	39.9%	0.238	0.0071	-0.494	0.336	0.048
600.00	8.65	0.05	4.40	4	4	40.5%	0.180	0.0060	-0.424	0.286	0.037

Puts

Strike	Last	Bid	Ask	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
440.00	7.11	0.00	4.10	0	5	75.0%	-0.048	0.0012	-0.286	0.108	-0.011
450.00	6.70	0.00	3.00	0	5	64.6%	-0.041	0.0013	-0.218	0.096	-0.009
480.00	1.00	0.00	4.60	1	1	53.4%	-0.072	0.0024	-0.279	0.149	-0.016
490.00	1.99	0.05	4.60	1	1	58.4%	-0.122	0.0032	-0.450	0.220	-0.027
500.00	5.35	0.05	4.80	1	11	52.5%	-0.138	0.0039	-0.441	0.240	-0.031
520.00	4.76	1.30	7.50	200	106	47.2%	-0.219	0.0058	-0.526	0.321	-0.049
530.00	4.50	2.20	9.80	1	2	45.5%	-0.279	0.0068	-0.574	0.365	-0.063
540.00	7.84	4.70	12.40	2	12	43.1%	-0.347	0.0079	-0.595	0.402	-0.078
550.00	10.78	9.00	15.30	3	200	39.9%	-0.427	0.0090	-0.579	0.427	-0.096
560.00	11.60	14.00	20.60	1	5	40.3%	-0.518	0.0091	-0.588	0.433	-0.118
570.00	17.12	20.70	27.00	1	3	41.3%	-0.603	0.0086	-0.576	0.419	-0.138
630.00	112.50	72.50	79.30	1	0	56.6%	-0.857	0.0037	-0.430	0.245	-0.212
640.00	117.80	81.00	89.20	1	0	60.8%	-0.868	0.0032	-0.437	0.232	-0.219

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.