This page reflects WHR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
WHR 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
25.00
13.33
12.80
15.30
0.00
8
4
199.7%
0.899
0.0118
-0.096
0.013
0.008
27.50
10.80
10.30
12.80
0.00
4
2
165.7%
0.879
0.0162
-0.091
0.015
0.008
30.00
8.60
7.80
9.60
0.00
3
3
113.6%
0.884
0.0231
-0.062
0.015
0.010
32.50
5.80
4.70
7.00
-1.18
3
8
64.6%
0.909
0.0340
-0.032
0.012
0.011
35.00
4.20
3.00
4.40
-1.28
4
24
58.4%
0.792
0.0658
-0.048
0.021
0.010
37.50
2.17
2.00
2.10
-1.23
83
265
56.7%
0.584
0.0921
-0.061
0.029
0.008
40.00
0.97
0.90
1.15
-0.99
129
1,821
57.6%
0.359
0.0870
-0.059
0.028
0.005
42.50
0.44
0.35
0.50
-0.56
100
10,613
56.8%
0.181
0.0621
-0.041
0.020
0.002
45.00
0.15
0.10
0.20
-0.22
136
2,922
56.1%
0.074
0.0335
-0.021
0.010
0.001
47.50
0.10
0.05
0.25
0.00
70
1,380
69.3%
0.061
0.0234
-0.023
0.009
0.001
50.00
0.05
0.00
0.05
-0.09
106
1,365
60.5%
0.013
0.0075
-0.006
0.003
0.000
52.50
0.05
0.00
0.20
0.03
32
365
85.9%
0.035
0.0121
-0.018
0.006
0.000
55.00
0.06
0.00
0.10
0.00
1
173
85.9%
0.018
0.0070
-0.010
0.003
0.000
60.00
0.03
0.00
0.05
0.00
1
73
93.8%
0.009
0.0034
-0.006
0.002
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
25.00
0.05
0.00
0.10
0.00
5
46
102.3%
-0.014
0.0045
-0.009
0.003
-0.000
27.50
0.10
0.00
0.30
0.00
52
96
100.2%
-0.039
0.0112
-0.022
0.006
-0.001
30.00
0.10
0.00
0.20
0.00
1
175
71.3%
-0.036
0.0150
-0.015
0.006
-0.001
32.50
0.25
0.15
0.25
0.13
15
927
60.7%
-0.079
0.0326
-0.024
0.011
-0.001
35.00
0.53
0.50
0.60
0.21
90
1,587
56.2%
-0.200
0.0668
-0.041
0.021
-0.003
37.50
1.40
1.35
1.45
0.55
214
1,776
55.1%
-0.414
0.0948
-0.055
0.029
-0.007
40.00
2.65
2.75
3.10
0.87
6
1,370
57.7%
-0.641
0.0869
-0.054
0.028
-0.010
42.50
4.70
4.30
5.10
1.10
16
1,888
50.5%
-0.851
0.0617
-0.027
0.017
-0.014
45.00
6.84
6.40
7.40
1.64
105
552
78.4%
-0.840
0.0415
-0.046
0.018
-0.015
47.50
9.18
8.60
9.70
0.00
1
14
81.8%
-0.901
0.0286
-0.033
0.013
-0.017
50.00
11.50
11.30
12.20
1.50
2
20
95.1%
-0.913
0.0224
-0.035
0.012
-0.018
52.50
13.25
12.30
15.70
0.00
1
0
163.4%
-0.799
0.0231
-0.117
0.021
-0.018
55.00
16.00
15.30
18.70
0.00
70
1
95.7%
-0.968
0.0100
-0.012
0.005
-0.021
60.00
20.60
19.80
23.00
0.00
2
0
191.8%
-0.845
0.0166
-0.115
0.018
-0.021
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.