This page reflects VRSK options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
VRSK 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
175.00
8.00
3.60
6.10
0.00
1
7
52.3%
0.688
0.0417
-0.514
0.057
0.010
180.00
3.82
0.05
2.90
2.80
1
13
45.9%
0.451
0.0532
-0.500
0.064
0.006
185.00
0.38
0.00
2.30
0.00
438
440
62.5%
0.288
0.0336
-0.582
0.055
0.004
190.00
0.27
0.00
0.30
0.14
2
74
41.5%
0.057
0.0171
-0.130
0.019
0.001
195.00
0.60
0.00
0.75
0.00
4
28
57.3%
0.051
0.0114
-0.164
0.017
0.001
200.00
0.15
0.00
2.10
0.00
1
45
90.5%
0.094
0.0114
-0.413
0.027
0.001
210.00
0.02
0.00
2.15
-0.18
1
24
117.6%
0.074
0.0073
-0.445
0.023
0.001
220.00
0.52
0.00
0.40
0.00
5
41
101.1%
0.014
0.0021
-0.095
0.006
0.000
230.00
2.05
0.00
2.15
0.00
11
161
163.0%
0.052
0.0040
-0.470
0.017
0.001
240.00
2.03
0.00
0.45
0.00
0
27
137.5%
0.011
0.0013
-0.107
0.005
0.000
250.00
0.46
0.00
2.15
0.00
0
2
202.0%
0.041
0.0027
-0.484
0.014
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
125.00
0.30
0.00
2.15
0.00
1
3
229.8%
-0.034
0.0020
-0.467
0.012
-0.001
135.00
0.15
0.00
2.15
0.00
1
0
189.2%
-0.042
0.0029
-0.457
0.015
-0.001
140.00
1.30
0.00
2.15
0.00
0
10
169.6%
-0.047
0.0036
-0.451
0.016
-0.001
150.00
0.60
0.00
1.75
0.00
2
2
124.6%
-0.053
0.0053
-0.362
0.017
-0.001
155.00
5.20
0.00
2.75
0.00
0
1
121.4%
-0.087
0.0080
-0.518
0.026
-0.001
160.00
0.20
0.00
1.85
0.00
3
10
90.0%
-0.079
0.0101
-0.357
0.024
-0.001
165.00
0.30
0.00
1.85
0.00
4
29
71.6%
-0.100
0.0151
-0.338
0.028
-0.002
170.00
0.85
0.00
1.70
0.00
6
65
51.0%
-0.129
0.0255
-0.288
0.034
-0.002
175.00
2.50
0.40
2.10
0.00
12
27
50.3%
-0.305
0.0430
-0.470
0.057
-0.005
180.00
5.00
0.50
4.30
0.00
5
205
49.4%
-0.544
0.0495
-0.518
0.064
-0.008
185.00
6.10
4.50
7.70
-4.22
19
52
51.1%
-0.757
0.0377
-0.415
0.051
-0.012
190.00
9.00
9.20
12.40
0.00
16
181
64.5%
-0.841
0.0232
-0.403
0.039
-0.013
195.00
11.85
14.10
17.30
0.00
2
22
78.6%
-0.879
0.0158
-0.406
0.033
-0.014
200.00
11.55
19.00
22.30
0.00
1
1
93.3%
-0.899
0.0117
-0.425
0.029
-0.015
210.00
24.15
29.00
32.10
0.00
20
0
114.2%
-0.933
0.0070
-0.379
0.021
-0.016
220.00
34.12
39.00
42.10
0.00
15
25
137.5%
-0.945
0.0050
-0.390
0.018
-0.017
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.