Home Options WAYChain

WAY

Waystar Holding Corp.Close $19.21EOD only

Max Pain

$22.50

Next expiry Jun 18, 2026

Expected Move

±$2.42

12.6% from close

Price Gap

+3.29

Distance to max pain

IV Rank

Low premium

P/C OI

0.91

Balanced positioning

Consensus

—

No reports available

Published snapshot: May 20, 2026 close

End-of-day snapshot

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

Published Snapshot

May 20, 2026 close

WAY Options Chain

Data as of market close May 20, 2026

Expiration

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

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
15.00	5.60	3.20	5.70	0.00	0	2	76.4%	0.898	0.0429	-0.014	0.010	0.010
20.00	0.81	0.70	0.95	-0.28	24	89	52.6%	0.431	0.1379	-0.020	0.021	0.006
22.50	0.25	0.20	0.35	0.00	257	892	55.3%	0.180	0.0877	-0.014	0.014	0.003
25.00	0.10	0.00	1.00	0.00	2	1,613	93.4%	0.196	0.0547	-0.024	0.015	0.003
27.50	0.15	0.00	0.95	0.00	5	161	111.3%	0.165	0.0411	-0.026	0.013	0.002
30.00	0.15	0.00	0.30	0.00	2	96	96.5%	0.068	0.0251	-0.012	0.007	0.001
32.50	0.10	0.00	0.90	0.00	1	223	140.8%	0.132	0.0280	-0.028	0.012	0.002
35.00	0.04	0.00	0.10	0.00	14	312	100.4%	0.025	0.0106	-0.005	0.003	0.000
37.50	0.20	0.00	1.00	0.00	2	8	170.1%	0.125	0.0224	-0.033	0.011	0.002
40.00	0.43	0.00	1.15	0.00	2	22	187.5%	0.132	0.0211	-0.038	0.012	0.002
42.50	0.30	0.00	0.00	0.00	33	0	50.0%	0.000	0.0000	0.000	0.000	0.000
45.00	0.25	0.00	0.00	0.00	1	0	50.0%	0.000	0.0000	0.000	0.000	0.000
47.50	1.80	0.30	1.10	0.00	1	2	226.4%	0.137	0.0179	-0.047	0.012	0.002
50.00	0.34	0.00	1.80	0.00	2	11	250.2%	0.159	0.0179	-0.057	0.013	0.002

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
12.50	0.17	0.00	0.95	0.00	0	1	143.0%	-0.101	0.0228	-0.023	0.010	-0.002
15.00	0.20	0.05	1.00	0.00	2	15	100.4%	-0.152	0.0433	-0.022	0.013	-0.003
17.50	0.50	0.40	0.65	-0.30	14	218	56.7%	-0.247	0.1027	-0.016	0.017	-0.004
20.00	1.53	1.45	1.75	0.23	20	2,398	51.9%	-0.571	0.1397	-0.018	0.021	-0.010
22.50	3.55	3.30	3.90	0.07	146	993	57.6%	-0.808	0.0875	-0.012	0.015	-0.015
25.00	4.95	3.90	6.90	0.00	1	557	128.3%	-0.705	0.0497	-0.039	0.019	-0.016
27.50	8.90	7.10	9.40	0.00	4	129	150.4%	-0.734	0.0403	-0.043	0.018	-0.019
30.00	9.87	8.90	11.90	0.00	1	133	169.2%	-0.755	0.0343	-0.047	0.017	-0.021
32.50	13.95	11.40	14.40	0.00	2	23	185.7%	-0.769	0.0303	-0.049	0.016	-0.023
35.00	16.45	13.90	16.90	0.00	6	0	200.4%	-0.780	0.0273	-0.052	0.016	-0.025
37.50	18.96	16.40	19.40	0.00	4	0	213.6%	-0.789	0.0250	-0.054	0.016	-0.027
40.00	19.63	18.90	21.90	0.00	2	0	225.6%	-0.797	0.0231	-0.055	0.015	-0.029
42.50	17.10	21.40	24.40	0.00	0	0	236.5%	-0.803	0.0217	-0.057	0.015	-0.031

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.