This page reflects WHR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
WHR Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
22.50
21.40
15.60
18.90
0.00
3
12
391.0%
0.960
0.0062
-0.203
0.003
0.002
25.00
20.93
13.70
16.40
0.00
2
2
378.9%
0.932
0.0098
-0.299
0.005
0.002
27.50
15.74
10.60
13.90
0.00
1
4
273.8%
0.941
0.0121
-0.195
0.004
0.002
30.00
12.70
8.20
11.40
0.00
5
9
228.1%
0.920
0.0183
-0.204
0.005
0.002
32.50
11.37
5.70
8.90
0.00
2
87
177.1%
0.896
0.0286
-0.193
0.006
0.002
35.00
6.51
3.90
5.50
0.00
2
231
117.8%
0.872
0.0500
-0.150
0.007
0.002
37.50
2.60
1.80
2.50
0.29
843
537
64.5%
0.795
0.1238
-0.112
0.010
0.002
40.00
0.55
0.30
0.65
-0.30
61
2,204
58.7%
0.377
0.1818
-0.134
0.014
0.001
42.50
0.12
0.00
0.25
-0.08
103
1,814
59.8%
0.077
0.0679
-0.052
0.005
0.000
45.00
0.02
0.00
0.10
-0.04
133
1,860
73.4%
0.022
0.0204
-0.023
0.002
0.000
47.50
0.03
0.00
0.10
-0.02
5
1,747
96.1%
0.016
0.0119
-0.023
0.001
0.000
50.00
0.01
0.00
0.10
-0.09
3
2,992
117.2%
0.013
0.0082
-0.024
0.001
0.000
52.50
0.10
0.00
0.20
0.06
1
84
153.1%
0.022
0.0095
-0.047
0.002
0.000
55.00
0.03
0.00
0.20
0.00
5
497
171.9%
0.019
0.0075
-0.047
0.002
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
22.50
0.20
0.00
0.25
0.00
4
15
293.8%
-0.013
0.0032
-0.058
0.001
-0.000
25.00
0.02
0.00
0.30
0.00
1
63
253.1%
-0.019
0.0050
-0.068
0.002
-0.000
27.50
0.05
0.00
0.05
0.00
6
317
153.1%
-0.004
0.0023
-0.011
0.000
-0.000
30.00
0.17
0.00
0.60
0.00
1
5,961
194.1%
-0.053
0.0155
-0.123
0.004
-0.000
32.50
0.04
0.00
0.25
-0.01
1
2,259
119.1%
-0.035
0.0183
-0.055
0.003
-0.000
35.00
0.04
0.00
0.05
-0.04
305
1,429
57.8%
-0.013
0.0162
-0.011
0.001
-0.000
37.50
0.25
0.05
0.30
0.01
152
3,363
58.0%
-0.181
0.1277
-0.090
0.009
-0.001
40.00
1.15
1.00
1.40
0.10
37
1,448
60.0%
-0.620
0.1784
-0.132
0.014
-0.002
42.50
3.15
2.85
3.50
0.07
25
1,021
75.6%
-0.867
0.0797
-0.092
0.008
-0.003
45.00
5.02
4.50
6.00
-0.55
1
122
108.8%
-0.908
0.0426
-0.102
0.006
-0.003
47.50
7.78
6.70
8.50
0.00
1
3
137.5%
-0.928
0.0280
-0.107
0.005
-0.004
50.00
6.30
8.70
11.00
0.00
1
2
163.5%
-0.940
0.0205
-0.110
0.004
-0.004
55.00
11.35
13.70
16.90
0.00
1
0
311.1%
-0.854
0.0207
-0.418
0.008
-0.004
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.