thetaOwl

VNO

Vornado Realty TrustClose $31.60EOD only
Max Pain
$33.00
Next expiry Jun 18, 2026
Expected Move
±$2.70
8.5% from close
Price Gap
+1.40
Distance to max pain
IV Rank
20
Low premium
P/C OI
0.61
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

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

Published Snapshot
May 20, 2026 close
VNO Options Chain
Data as of market close May 20, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 29)

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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
23.004.400.000.000.00000.0%1.0000.0000-0.0030.0000.018
24.004.550.000.000.00000.0%1.0000.0000-0.0030.0000.019
25.002.900.000.000.00000.0%1.0000.0000-0.0030.0000.020
26.002.802.505.400.00230.0%1.0000.0000-0.0030.0000.021
27.002.201.804.600.001312.5%1.0000.0000-0.0030.0000.021
28.004.702.604.300.0035559.0%0.7970.0538-0.0280.0250.017
29.003.042.653.400.0037852.3%0.7510.0680-0.0280.0280.016
30.002.352.252.550.00117346.2%0.6880.0860-0.0270.0320.015
31.001.651.551.850.0016042.8%0.5980.1015-0.0270.0340.014
32.001.191.001.350.4256142.4%0.4930.1055-0.0280.0360.011
33.000.900.650.950.0012542.0%0.3900.1026-0.0260.0340.009
34.000.450.400.70-0.11161243.4%0.3050.0907-0.0240.0310.007
35.000.250.250.500.0011,04744.2%0.2320.0776-0.0220.0270.005
36.000.250.100.350.011212244.8%0.1730.0641-0.0180.0230.004
37.000.200.050.60-0.084261.1%0.2090.0528-0.0280.0260.005
38.000.100.000.950.001661.9%0.1710.0461-0.0250.0230.004
39.000.100.000.950.001267.4%0.1600.0405-0.0260.0220.004
40.000.140.000.950.0052672.7%0.1510.0362-0.0270.0210.003
41.000.050.000.950.00395277.6%0.1430.0327-0.0270.0200.003
42.000.050.000.950.0012282.3%0.1370.0299-0.0280.0200.003
43.000.090.000.950.001486.9%0.1310.0275-0.0290.0190.003
44.000.060.000.950.001791.2%0.1260.0255-0.0290.0180.003
45.000.020.002.150.0019122.4%0.2000.0257-0.0530.0250.004
46.000.450.002.200.0012127.9%0.1970.0244-0.0550.0250.004
47.000.400.002.200.0012132.3%0.1920.0232-0.0560.0240.004
48.000.300.000.750.0017101.2%0.0950.0187-0.0270.0150.002
50.000.300.002.150.0015143.6%0.1780.0204-0.0580.0230.004
55.000.150.002.150.0016161.7%0.1630.0171-0.0620.0220.003

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
18.000.200.000.000.001050.0%-0.0000.0000-0.0000.000-0.000
19.000.230.000.750.0000131.6%-0.0590.0100-0.0230.010-0.002
20.000.150.002.150.001,2751,224167.2%-0.1120.0128-0.0490.017-0.004
22.000.050.002.150.001012141.5%-0.1320.0170-0.0460.019-0.004
23.000.050.000.950.00202697.3%-0.0950.0196-0.0250.015-0.003
24.000.930.000.000.001025.0%-0.0000.0001-0.0000.000-0.000
25.000.600.002.250.001782108.2%-0.1760.0268-0.0420.023-0.005
26.000.210.050.500.004015457.6%-0.0960.0332-0.0150.015-0.003
27.000.320.150.600.003222454.5%-0.1310.0437-0.0170.019-0.004
28.000.850.200.450.00808649.0%-0.1660.0571-0.0180.022-0.005
29.000.500.350.65-0.1850019147.1%-0.2300.0724-0.0210.027-0.006
30.001.110.600.900.00551144.7%-0.3080.0883-0.0230.031-0.008
31.001.070.901.25-0.4846642.8%-0.4020.1014-0.0240.034-0.011
32.003.501.351.700.001641.0%-0.5090.1092-0.0230.036-0.014
33.002.142.002.300.00375840.5%-0.6150.1059-0.0210.034-0.017
34.002.782.703.100.0031343.4%-0.6950.0906-0.0200.031-0.020
35.004.763.305.800.003465.5%-0.6710.0620-0.0330.032-0.020
36.009.070.000.000.00100.0%-1.0000.00000.0040.000-0.029
37.004.806.609.200.0046121.1%-0.6110.0355-0.0680.034-0.021
38.005.407.4010.100.00910124.1%-0.6340.0340-0.0680.034-0.023
40.006.306.308.900.000573.8%-0.8440.0363-0.0230.021-0.028
45.0012.7016.7020.200.0010245.0%-0.5640.0180-0.1440.035-0.029
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.