This page reflects WCN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
WCN 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
100.00
70.60
65.30
67.70
0.00
0
10
303.3%
0.976
0.0013
-0.445
0.009
0.008
140.00
13.70
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.016
0.000
0.012
150.00
9.90
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.018
0.000
0.012
155.00
14.00
10.50
12.30
0.00
1
3
62.6%
0.884
0.0209
-0.323
0.029
0.011
160.00
7.35
5.60
7.50
-4.41
1
143
61.3%
0.741
0.0352
-0.510
0.049
0.009
165.00
3.10
1.45
3.60
0.00
2
132
48.2%
0.541
0.0548
-0.489
0.060
0.007
170.00
0.75
0.15
0.65
-0.01
2
41
31.4%
0.182
0.0560
-0.211
0.040
0.002
175.00
0.26
0.00
0.95
0.00
1
1,394
56.8%
0.147
0.0270
-0.330
0.035
0.002
180.00
0.12
0.00
0.15
0.07
3
218
46.8%
0.026
0.0085
-0.071
0.009
0.000
185.00
0.19
0.05
0.35
0.14
35
489
61.9%
0.026
0.0065
-0.093
0.009
0.000
190.00
0.40
0.00
0.05
0.00
0
12
54.3%
0.003
0.0011
-0.012
0.001
0.000
195.00
0.03
0.00
0.05
-0.17
397
1,294
63.3%
0.002
0.0008
-0.012
0.001
0.000
200.00
0.47
0.00
2.15
0.00
2
2
135.0%
0.069
0.0066
-0.450
0.020
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
100.00
0.07
-
0.05
0.00
0
1
192.2%
-0.001
0.0002
-0.022
0.001
-0.000
105.00
0.07
-
2.15
0.00
0
1
337.5%
-0.050
0.0020
-0.874
0.016
-0.001
120.00
0.37
0.00
2.15
0.00
0
10
214.5%
-0.040
0.0027
-0.459
0.013
-0.001
135.00
0.21
0.00
2.15
0.00
1
3
150.2%
-0.058
0.0052
-0.437
0.018
-0.001
140.00
0.05
0.00
0.20
0.00
1
138
79.1%
-0.009
0.0020
-0.047
0.004
-0.000
145.00
0.04
0.00
2.15
0.00
147
139
109.0%
-0.082
0.0092
-0.411
0.023
-0.001
150.00
0.05
0.00
0.25
-0.28
4
27
52.4%
-0.018
0.0056
-0.057
0.007
-0.000
155.00
0.43
0.00
0.35
0.00
4
648
47.7%
-0.060
0.0168
-0.142
0.018
-0.001
160.00
0.37
0.05
0.35
0.00
2
164
29.6%
-0.098
0.0390
-0.127
0.026
-0.001
165.00
0.83
0.75
1.20
-0.89
407
764
21.0%
-0.422
0.1242
-0.197
0.059
-0.006
170.00
4.65
3.10
4.90
0.00
2
208
26.8%
-0.858
0.0559
-0.133
0.034
-0.012
175.00
4.90
7.90
9.80
0.00
6
12
40.8%
-0.930
0.0219
-0.118
0.020
-0.013
185.00
20.80
17.20
20.30
0.00
3
0
86.2%
-0.916
0.0119
-0.312
0.023
-0.014
190.00
36.26
20.90
23.90
0.00
0
0
0.0%
-1.000
0.0000
0.022
0.000
-0.016
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.