Western Midstream Partners, LPClose $43.67EOD only
Max Pain
$44.00
Next expiry Jul 17, 2026
Expected Move
±$1.18
2.7% from close
Price Gap
+0.33
Distance to max pain
IV Rank
1
Low premium
P/C OI
0.55
Slightly call-heavy
Consensus
—
No reports available
Published snapshot: Jul 2, 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
Jul 2, 2026 close
WES 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
38.00
5.85
4.80
7.00
0.00
0
0
54.9%
0.914
0.0336
-0.030
0.013
0.013
41.00
2.70
2.45
2.95
0.03
1
1
33.8%
0.844
0.0828
-0.029
0.020
0.013
42.00
1.85
1.40
2.30
0.05
1
3
37.5%
0.722
0.1045
-0.042
0.029
0.011
43.00
1.00
0.90
1.25
0.00
11
36
25.0%
0.646
0.1743
-0.032
0.032
0.010
44.00
0.50
0.25
0.65
0.00
1
386
22.7%
0.456
0.2042
-0.030
0.034
0.007
45.00
0.15
0.10
0.25
0.00
8
906
20.4%
0.245
0.1804
-0.021
0.027
0.004
46.00
0.05
0.00
0.20
0.00
5
371
25.9%
0.167
0.1129
-0.021
0.021
0.003
47.00
0.05
0.00
0.10
0.00
1
203
26.8%
0.089
0.0706
-0.014
0.014
0.001
48.00
0.10
0.00
0.10
0.00
2
286
32.3%
0.076
0.0515
-0.014
0.012
0.001
49.00
0.20
0.00
0.20
0.00
1
67
44.5%
0.104
0.0475
-0.025
0.015
0.002
50.00
0.06
0.00
0.10
0.00
7
18
42.6%
0.059
0.0324
-0.016
0.010
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
38.00
0.05
0.00
0.70
0.00
20
20
62.2%
-0.112
0.0358
-0.036
0.016
-0.002
39.00
0.13
0.00
0.65
0.00
3
9
52.5%
-0.122
0.0450
-0.032
0.017
-0.002
40.00
0.10
0.00
0.20
0.00
5
45
37.8%
-0.107
0.0568
-0.021
0.016
-0.002
41.00
0.10
0.00
0.15
0.00
2
154
27.3%
-0.108
0.0795
-0.015
0.016
-0.002
42.00
0.18
0.10
0.20
-0.12
1
383
22.0%
-0.167
0.1331
-0.016
0.021
-0.003
43.00
0.40
0.20
0.55
-0.10
5
152
24.1%
-0.350
0.1798
-0.025
0.032
-0.006
44.00
1.10
0.55
0.90
0.00
1
112
20.4%
-0.551
0.2267
-0.022
0.034
-0.010
45.00
1.40
1.00
2.00
0.00
15
16
34.1%
-0.652
0.1268
-0.035
0.032
-0.012
46.00
2.42
1.80
3.20
0.00
1
0
49.7%
-0.680
0.0841
-0.050
0.031
-0.013
47.00
2.66
2.90
4.10
0.00
10
0
54.9%
-0.730
0.0703
-0.051
0.028
-0.014
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.