This page reflects VOYA options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
VOYA 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
75.00
15.20
17.50
20.80
0.00
0
3
109.0%
0.883
0.0097
-0.149
0.036
0.024
77.50
12.16
15.10
18.30
0.00
11
5
97.9%
0.871
0.0116
-0.143
0.039
0.025
80.00
13.09
13.20
15.80
0.00
2
7
86.9%
0.857
0.0141
-0.137
0.042
0.025
82.50
8.90
10.30
13.40
0.00
1
57
78.0%
0.833
0.0173
-0.136
0.046
0.025
85.00
8.80
8.10
11.70
0.00
1
616
81.0%
0.773
0.0201
-0.168
0.056
0.024
87.50
6.80
6.90
7.60
1.64
1
123
40.7%
0.844
0.0319
-0.073
0.044
0.028
90.00
4.50
4.70
5.60
0.00
754
562
39.0%
0.752
0.0439
-0.089
0.059
0.025
92.50
1.60
2.00
4.70
0.00
1
81
48.9%
0.608
0.0426
-0.130
0.071
0.020
95.00
2.10
1.40
2.45
0.85
1
145
36.0%
0.486
0.0600
-0.100
0.074
0.017
97.50
1.20
0.15
1.55
0.20
6
1
36.7%
0.346
0.0544
-0.093
0.068
0.012
100.00
0.90
0.15
1.00
0.00
20
16
38.4%
0.238
0.0437
-0.081
0.057
0.008
105.00
0.05
0.00
0.75
0.00
15
504
49.8%
0.152
0.0255
-0.079
0.043
0.005
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
60.00
0.21
0.00
0.65
0.00
0
1
128.5%
-0.027
0.0026
-0.052
0.011
-0.001
65.00
0.46
0.00
0.75
0.00
0
5
112.2%
-0.035
0.0037
-0.057
0.014
-0.001
70.00
0.72
0.00
0.75
0.00
5
7
93.4%
-0.041
0.0051
-0.054
0.016
-0.002
72.50
1.08
0.00
0.60
0.00
1
15
80.4%
-0.039
0.0057
-0.044
0.016
-0.002
75.00
0.75
0.00
0.75
0.00
2
7
75.5%
-0.051
0.0075
-0.051
0.019
-0.002
77.50
0.30
0.00
1.00
0.00
1
36
71.6%
-0.069
0.0100
-0.062
0.024
-0.003
80.00
0.25
0.10
0.45
0.00
19
521
54.1%
-0.052
0.0106
-0.037
0.020
-0.002
82.50
0.15
0.00
0.70
-0.45
1
18
59.3%
-0.109
0.0171
-0.072
0.035
-0.004
85.00
0.35
0.00
0.65
-0.15
1
37
48.5%
-0.122
0.0226
-0.063
0.037
-0.005
87.50
0.42
0.20
1.30
-0.35
326
506
51.5%
-0.207
0.0300
-0.095
0.053
-0.008
90.00
1.00
0.65
1.25
-1.30
326
31
39.3%
-0.250
0.0437
-0.080
0.059
-0.009
92.50
1.55
1.40
3.30
-1.55
1
6
55.2%
-0.400
0.0379
-0.136
0.071
-0.016
95.00
6.20
2.40
4.20
0.00
0
5
50.7%
-0.500
0.0426
-0.127
0.074
-0.020
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.