This page reflects WEC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
WEC Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
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
3.22
1.75
3.80
0.87
1
28
36.0%
0.611
0.0535
-0.105
0.076
0.022
105.00
0.30
0.20
0.40
-0.05
16
393
18.5%
0.198
0.0757
-0.039
0.055
0.008
110.00
0.01
0.00
0.15
0.00
2
1,685
25.6%
0.063
0.0244
-0.023
0.025
0.002
115.00
0.15
0.00
0.10
0.00
2
235
33.6%
0.034
0.0113
-0.018
0.015
0.001
120.00
0.05
0.00
2.00
0.00
3
828
71.6%
0.135
0.0152
-0.112
0.043
0.005
125.00
0.80
0.00
0.80
0.00
16
62
66.2%
0.064
0.0095
-0.060
0.025
0.002
130.00
0.65
0.00
0.75
0.00
2
35
74.6%
0.054
0.0074
-0.059
0.022
0.002
135.00
0.25
0.00
0.75
0.00
1
12
83.3%
0.049
0.0062
-0.061
0.020
0.002
140.00
0.08
0.00
0.05
0.00
2
74
61.7%
0.005
0.0012
-0.006
0.003
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
75.00
0.80
0.00
0.00
0.00
0
0
25.0%
0.000
0.0000
0.000
0.000
0.000
80.00
0.47
0.00
0.00
0.00
2
0
25.0%
0.000
0.0000
0.000
0.000
0.000
85.00
0.05
0.00
1.75
0.00
0
1
76.0%
-0.100
0.0116
-0.093
0.035
-0.004
95.00
0.35
0.15
0.75
0.00
5
45
37.1%
-0.163
0.0334
-0.063
0.049
-0.007
97.50
0.50
0.15
0.70
0.00
22
35
26.8%
-0.200
0.0526
-0.051
0.056
-0.008
100.00
0.95
0.40
1.00
0.00
5
49
20.6%
-0.325
0.0880
-0.049
0.072
-0.013
105.00
3.50
2.50
4.30
-0.90
1
91
26.2%
-0.721
0.0645
-0.053
0.067
-0.030
110.00
9.80
6.50
9.20
0.00
1
0
40.9%
-0.824
0.0317
-0.064
0.051
-0.036
120.00
16.54
16.50
19.20
0.00
1
0
66.9%
-0.884
0.0147
-0.080
0.039
-0.042
140.00
26.70
26.40
28.70
0.00
0
1
0.0%
-1.000
0.0000
0.016
0.000
-0.054
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.