This page reflects WCN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
WCN Options Chain
Data as of market close May 20, 2026
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
130.00
43.80
36.60
39.60
0.00
0
1
135.5%
0.756
0.0052
-0.334
0.139
0.064
140.00
33.10
31.50
35.00
0.00
1
2
141.3%
0.690
0.0056
-0.389
0.156
0.060
145.00
10.50
12.40
14.40
0.00
0
2
39.4%
0.789
0.0166
-0.100
0.128
0.087
150.00
5.55
8.30
10.10
0.00
0
0
34.0%
0.711
0.0227
-0.101
0.151
0.081
155.00
5.30
5.10
6.10
0.00
5
30
28.3%
0.596
0.0309
-0.094
0.171
0.069
160.00
3.00
2.95
3.30
-0.90
5
564
25.7%
0.429
0.0345
-0.084
0.174
0.051
165.00
1.35
1.00
1.70
-1.22
10
424
25.3%
0.269
0.0295
-0.068
0.146
0.032
170.00
1.30
0.60
1.10
0.00
21
122
27.9%
0.176
0.0210
-0.058
0.115
0.021
175.00
1.00
0.00
2.40
0.00
2
18
45.1%
0.223
0.0149
-0.106
0.132
0.026
180.00
0.20
0.00
2.10
0.00
3
92
49.3%
0.187
0.0123
-0.104
0.119
0.022
185.00
0.56
0.00
2.15
0.00
6
13
55.8%
0.172
0.0103
-0.112
0.113
0.020
190.00
0.30
0.00
2.15
0.00
5
69
50.3%
0.105
0.0082
-0.072
0.081
0.012
195.00
0.35
0.00
0.55
0.00
10
22
47.3%
0.062
0.0059
-0.045
0.054
0.007
200.00
0.10
0.00
0.50
0.00
1
12
50.5%
0.054
0.0049
-0.043
0.049
0.006
260.00
0.15
0.00
0.00
0.00
0
0
25.0%
0.000
0.0000
0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
120.00
0.61
0.00
0.75
0.00
0
1
54.5%
-0.032
0.0030
-0.030
0.032
-0.004
130.00
1.18
0.00
2.80
0.00
0
3
56.6%
-0.100
0.0070
-0.074
0.077
-0.013
135.00
0.65
0.00
2.25
0.00
1
2
56.7%
-0.148
0.0092
-0.097
0.102
-0.020
140.00
0.50
0.00
2.45
0.00
2
4
49.1%
-0.179
0.0120
-0.094
0.116
-0.024
145.00
0.80
0.40
1.05
-0.88
1
10
28.2%
-0.140
0.0178
-0.045
0.098
-0.018
150.00
1.20
1.30
1.80
0.00
1
181
25.3%
-0.236
0.0275
-0.055
0.136
-0.031
155.00
3.00
2.55
3.40
0.78
70
41
24.2%
-0.393
0.0359
-0.063
0.170
-0.052
160.00
9.70
4.90
6.30
0.00
11
21
25.6%
-0.572
0.0347
-0.065
0.174
-0.076
165.00
8.73
7.90
10.50
-3.70
1
12
30.4%
-0.691
0.0262
-0.068
0.156
-0.094
170.00
12.50
12.20
13.90
0.00
3
2
25.9%
-0.843
0.0209
-0.030
0.106
-0.116
175.00
21.99
16.90
19.70
0.00
1
0
39.5%
-0.813
0.0154
-0.063
0.119
-0.117
180.00
23.70
0.00
0.00
0.00
2
0
0.0%
-1.000
0.0000
0.021
0.000
-0.143
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.