This page reflects WLDN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
WLDN 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
40.00
45.00
50.60
54.70
0.00
0
0
119.9%
0.996
0.0004
-0.011
0.003
0.031
45.00
39.90
45.70
49.70
0.00
0
1
114.1%
0.992
0.0007
-0.016
0.006
0.035
50.00
35.00
40.70
44.70
0.00
0
0
98.8%
0.991
0.0009
-0.017
0.006
0.039
55.00
38.80
35.70
39.70
0.00
0
0
84.8%
0.990
0.0012
-0.017
0.007
0.043
70.00
21.88
21.70
24.40
2.38
4
5
65.4%
0.948
0.0062
-0.039
0.028
0.051
75.00
17.60
16.50
19.80
1.60
1
11
54.9%
0.928
0.0096
-0.042
0.036
0.054
80.00
14.05
12.50
15.50
1.30
11
32
56.6%
0.846
0.0161
-0.068
0.062
0.051
85.00
10.15
9.00
11.60
0.00
1
7
56.3%
0.739
0.0221
-0.089
0.085
0.046
90.00
7.93
6.60
9.20
2.05
12
80
62.5%
0.606
0.0236
-0.114
0.100
0.038
95.00
3.80
4.30
6.70
0.00
17
65
61.9%
0.484
0.0247
-0.116
0.104
0.031
100.00
3.23
2.65
4.90
0.98
31
107
62.3%
0.370
0.0232
-0.109
0.099
0.024
105.00
2.10
1.20
2.40
0.85
12
76
54.1%
0.234
0.0217
-0.077
0.080
0.016
110.00
0.61
0.80
1.25
0.00
1
51
53.7%
0.149
0.0166
-0.058
0.061
0.010
115.00
0.80
0.20
1.15
-0.05
3
9
56.0%
0.102
0.0121
-0.046
0.046
0.007
125.00
0.05
0.00
2.35
0.00
1
4
81.4%
0.120
0.0094
-0.074
0.052
0.008
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
40.00
0.05
0.00
2.15
0.00
0
10
199.9%
-0.038
0.0016
-0.073
0.021
-0.004
45.00
0.10
0.00
2.15
0.00
0
12
175.3%
-0.043
0.0020
-0.072
0.024
-0.004
50.00
0.08
0.00
2.15
0.00
1
21
153.4%
-0.050
0.0026
-0.070
0.027
-0.004
55.00
0.20
0.00
2.20
0.00
1
2
134.2%
-0.058
0.0033
-0.069
0.030
-0.005
60.00
0.24
0.00
2.25
0.00
12
9
116.5%
-0.067
0.0043
-0.067
0.034
-0.006
65.00
0.39
0.10
0.25
0.00
10
24
66.0%
-0.022
0.0031
-0.015
0.014
-0.002
70.00
0.50
0.00
1.40
0.00
3
21
72.9%
-0.069
0.0070
-0.043
0.035
-0.006
75.00
0.90
0.10
1.50
-0.40
1
61
60.8%
-0.091
0.0103
-0.044
0.043
-0.007
80.00
2.00
0.55
3.10
-0.50
4
28
62.9%
-0.175
0.0157
-0.071
0.067
-0.014
85.00
3.20
1.70
4.00
0.00
2
13
58.1%
-0.266
0.0216
-0.082
0.086
-0.022
90.00
6.85
4.20
6.00
0.00
16
35
60.6%
-0.393
0.0243
-0.100
0.100
-0.033
105.00
13.30
12.80
15.70
-2.20
2
3
54.7%
-0.763
0.0216
-0.066
0.081
-0.067
115.00
19.30
21.60
24.40
0.00
0
1
54.3%
-0.906
0.0118
-0.029
0.044
-0.085
120.00
50.45
26.40
29.10
0.00
0
2
55.1%
-0.942
0.0081
-0.015
0.030
-0.091
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.