This page reflects VTR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
VTR 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
55.00
31.96
28.70
32.80
0.00
0
1
0.0%
1.000
0.0000
-0.006
0.000
0.021
70.00
18.75
20.60
24.00
0.00
14
0
127.5%
0.894
0.0079
-0.158
0.033
0.023
75.00
13.55
15.70
18.50
0.00
10
1
91.1%
0.899
0.0107
-0.112
0.032
0.025
77.50
3.50
13.20
16.40
0.00
1
0
90.5%
0.864
0.0133
-0.136
0.040
0.024
80.00
8.65
10.80
13.20
0.00
22
5
62.5%
0.897
0.0159
-0.081
0.033
0.027
82.50
6.35
9.00
10.60
0.00
1
1
50.2%
0.891
0.0205
-0.069
0.034
0.028
85.00
7.25
6.70
8.40
1.70
21
321
47.3%
0.836
0.0288
-0.084
0.045
0.026
87.50
5.38
4.80
6.00
1.64
265
1,402
38.5%
0.788
0.0415
-0.080
0.053
0.026
90.00
3.01
3.00
3.60
1.46
20
507
28.5%
0.709
0.0663
-0.071
0.062
0.024
92.50
1.35
1.25
1.80
0.75
86
98
23.9%
0.525
0.0918
-0.067
0.072
0.018
95.00
0.60
0.30
0.70
0.45
401
121
21.8%
0.288
0.0864
-0.051
0.062
0.010
97.50
0.08
0.00
0.95
0.00
2
8
35.8%
0.246
0.0485
-0.076
0.057
0.008
100.00
0.05
0.00
0.25
-0.31
6
10
29.2%
0.096
0.0323
-0.033
0.031
0.003
105.00
0.15
0.00
0.95
0.00
1
3
60.6%
0.160
0.0222
-0.097
0.044
0.005
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
65.00
0.28
0.00
1.75
0.00
2
6
131.0%
-0.065
0.0054
-0.107
0.023
-0.003
70.00
1.75
0.00
1.15
0.00
1
583
97.9%
-0.059
0.0067
-0.074
0.021
-0.002
72.50
0.81
0.00
0.75
0.00
0
2
79.5%
-0.049
0.0070
-0.052
0.018
-0.002
75.00
0.43
0.00
0.95
0.00
4
84
74.7%
-0.064
0.0093
-0.060
0.023
-0.002
77.50
0.01
0.00
0.35
0.00
10
782
52.2%
-0.036
0.0084
-0.026
0.014
-0.001
80.00
0.10
0.00
0.50
0.00
36
57
57.2%
-0.086
0.0151
-0.057
0.028
-0.003
82.50
0.38
0.00
1.10
0.00
1
69
62.5%
-0.156
0.0211
-0.095
0.043
-0.006
85.00
0.30
0.00
0.75
0.00
1
34
44.6%
-0.151
0.0290
-0.066
0.042
-0.006
87.50
1.00
0.00
0.40
0.00
6
31
27.1%
-0.134
0.0439
-0.036
0.039
-0.005
90.00
0.80
0.10
1.10
-0.55
9
10
28.8%
-0.292
0.0658
-0.061
0.062
-0.011
92.50
3.00
0.75
1.45
0.00
2
25
19.5%
-0.473
0.1126
-0.045
0.072
-0.017
95.00
7.20
2.45
4.80
0.00
2
3
45.1%
-0.594
0.0475
-0.106
0.070
-0.023
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.