This page reflects WDFC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
WDFC 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
200.00
12.82
43.20
50.70
0.00
1
1
71.5%
0.940
0.0035
-0.168
0.057
0.071
220.00
26.57
26.20
31.10
0.00
1
3
60.4%
0.844
0.0082
-0.269
0.115
0.069
230.00
19.78
16.50
23.10
1.87
1
6
51.7%
0.765
0.0123
-0.293
0.148
0.065
240.00
13.34
11.10
17.00
0.00
2
5
55.4%
0.614
0.0143
-0.381
0.184
0.053
250.00
8.00
5.90
10.90
0.40
3
7
51.6%
0.460
0.0160
-0.365
0.191
0.040
260.00
6.10
2.55
6.40
0.00
9
11
59.7%
0.342
0.0128
-0.386
0.177
0.030
270.00
2.25
0.85
4.60
0.00
0
1
51.6%
0.195
0.0111
-0.250
0.133
0.017
280.00
1.33
0.05
2.90
0.00
1
13
52.3%
0.115
0.0077
-0.177
0.093
0.010
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
155.00
1.25
0.00
1.95
0.00
1
1
134.2%
-0.029
0.0010
-0.153
0.032
-0.003
165.00
1.15
0.00
2.05
0.00
1
3
119.8%
-0.034
0.0013
-0.155
0.036
-0.004
170.00
1.34
0.00
2.15
0.00
1
1
113.4%
-0.038
0.0015
-0.158
0.039
-0.004
175.00
1.47
0.00
2.25
0.00
1
1
107.0%
-0.041
0.0017
-0.162
0.043
-0.004
185.00
0.54
0.00
2.30
-4.57
1
4
92.9%
-0.048
0.0022
-0.159
0.048
-0.005
190.00
1.22
0.00
2.35
-8.13
10
2
86.3%
-0.053
0.0026
-0.158
0.052
-0.005
195.00
2.03
0.05
2.45
0.00
1
1
80.5%
-0.059
0.0031
-0.162
0.057
-0.006
200.00
2.55
0.05
2.50
0.00
1
2
73.9%
-0.065
0.0036
-0.160
0.061
-0.007
210.00
1.67
0.50
2.90
0.00
1
5
65.1%
-0.095
0.0054
-0.186
0.081
-0.009
220.00
23.58
7.00
8.70
0.00
0
1
95.1%
-0.243
0.0068
-0.504
0.151
-0.026
290.00
72.40
41.90
49.40
0.00
0
1
62.0%
-0.901
0.0058
-0.155
0.084
-0.102
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.