Western Midstream Partners, LPClose $46.02EOD only
Max Pain
$43.00
Next expiry Jun 18, 2026
Expected Move
±$2.05
4.5% from close
Price Gap
-3.02
Distance to max pain
IV Rank
3
Low premium
P/C OI
0.41
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot
This page reflects WES options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
WES 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
34.00
8.45
10.50
14.20
0.00
2
2
76.5%
0.937
0.0125
-0.025
0.016
0.024
38.00
5.84
7.80
10.20
0.00
30
0
77.0%
0.843
0.0241
-0.045
0.031
0.024
40.00
4.83
5.80
8.10
0.00
10
12
61.9%
0.819
0.0328
-0.040
0.034
0.024
41.00
4.03
4.70
6.70
0.00
1
1
73.6%
0.751
0.0332
-0.056
0.041
0.022
42.00
4.94
4.00
5.70
0.00
12
254
65.9%
0.727
0.0389
-0.052
0.043
0.022
43.00
4.35
3.00
4.40
0.00
7
449
51.5%
0.714
0.0510
-0.043
0.044
0.023
44.00
3.30
2.25
3.40
0.00
1
1,650
43.7%
0.675
0.0635
-0.038
0.047
0.022
45.00
2.45
1.50
2.35
0.35
4
287
34.5%
0.623
0.0849
-0.032
0.049
0.021
46.00
1.29
0.90
1.40
-0.21
10
265
26.4%
0.535
0.1160
-0.026
0.052
0.018
47.00
0.65
0.45
0.80
-0.52
8
1,133
23.1%
0.406
0.1294
-0.022
0.050
0.014
48.00
0.35
0.15
0.35
-0.35
25
1,199
19.7%
0.251
0.1249
-0.015
0.041
0.009
49.00
0.15
0.05
0.25
-0.20
23
438
21.9%
0.176
0.0911
-0.014
0.034
0.006
50.00
0.08
0.00
0.15
-0.17
41
59
22.7%
0.113
0.0651
-0.010
0.025
0.004
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
37.00
0.05
0.00
0.15
0.00
1
105
49.0%
-0.047
0.0155
-0.011
0.013
-0.002
38.00
0.08
0.00
0.20
0.00
1
128
47.2%
-0.063
0.0202
-0.013
0.016
-0.002
39.00
0.07
0.00
0.20
-0.01
2
33
42.1%
-0.069
0.0243
-0.012
0.017
-0.003
40.00
0.05
0.00
0.10
0.00
65
191
31.4%
-0.048
0.0245
-0.007
0.013
-0.002
41.00
0.05
0.00
0.15
0.00
1
48
29.8%
-0.072
0.0356
-0.009
0.018
-0.003
42.00
0.05
0.00
0.30
0.00
1
56
30.8%
-0.128
0.0524
-0.014
0.027
-0.005
43.00
0.15
0.10
0.20
0.04
6
51
22.0%
-0.119
0.0696
-0.009
0.026
-0.004
44.00
0.35
0.20
0.35
0.03
108
20
20.8%
-0.197
0.1027
-0.012
0.036
-0.007
45.00
0.51
0.40
0.60
0.16
108
278
19.8%
-0.312
0.1376
-0.014
0.046
-0.012
46.00
0.80
0.60
1.20
0.20
1
76
23.0%
-0.463
0.1332
-0.018
0.052
-0.018
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.