This page reflects WSO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
WSO 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
330.00
90.67
56.20
63.60
0.00
0
1
64.0%
0.838
0.0035
-0.325
0.267
0.206
400.00
11.60
8.80
10.80
1.00
13
43
37.1%
0.404
0.0096
-0.287
0.422
0.115
410.00
16.60
5.80
7.70
0.00
1
2
37.1%
0.316
0.0088
-0.262
0.388
0.091
420.00
15.93
3.50
5.40
0.00
5
4
37.3%
0.241
0.0077
-0.228
0.339
0.070
430.00
4.35
2.05
3.90
0.00
1
10
38.1%
0.183
0.0064
-0.198
0.289
0.053
440.00
3.72
1.30
3.20
0.00
10
12
40.6%
0.148
0.0052
-0.182
0.252
0.043
450.00
0.96
0.55
2.15
-1.22
10
34
40.4%
0.106
0.0042
-0.144
0.200
0.031
460.00
7.16
0.00
4.80
0.00
100
150
56.0%
0.159
0.0040
-0.261
0.264
0.045
470.00
7.50
0.00
4.80
0.00
0
10
60.5%
0.149
0.0035
-0.270
0.253
0.042
480.00
6.30
0.00
4.80
0.00
8
8
53.7%
0.092
0.0028
-0.170
0.179
0.026
500.00
2.50
0.00
4.80
0.00
3
4
61.0%
0.082
0.0023
-0.177
0.165
0.023
510.00
2.42
0.00
4.80
0.00
0
1
64.5%
0.078
0.0021
-0.181
0.160
0.022
520.00
2.95
0.00
4.80
0.00
1
2
67.8%
0.075
0.0019
-0.184
0.154
0.021
530.00
2.00
0.00
4.80
0.00
1
1
71.0%
0.072
0.0018
-0.187
0.150
0.020
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
310.00
0.82
0.00
4.80
0.00
0
1
57.6%
-0.072
0.0022
-0.145
0.149
-0.024
340.00
1.56
1.90
3.50
0.00
1
7
43.3%
-0.127
0.0044
-0.163
0.227
-0.041
350.00
5.50
2.90
4.80
0.00
1
10
41.0%
-0.172
0.0057
-0.188
0.278
-0.056
360.00
3.85
4.40
6.90
0.00
2
4
39.8%
-0.235
0.0071
-0.219
0.335
-0.077
370.00
6.28
6.70
9.30
0.00
1
4
37.6%
-0.309
0.0086
-0.234
0.384
-0.102
380.00
11.84
10.00
13.30
0.00
1
19
37.4%
-0.402
0.0095
-0.252
0.422
-0.133
390.00
18.00
14.60
18.00
0.00
1
17
36.6%
-0.500
0.0100
-0.249
0.435
-0.167
400.00
14.36
20.40
23.10
0.00
1
1
34.4%
-0.606
0.0103
-0.219
0.419
-0.204
410.00
28.32
27.50
30.80
0.00
1
7
36.3%
-0.688
0.0089
-0.206
0.385
-0.235
420.00
19.21
32.80
39.30
0.00
1
3
38.7%
-0.750
0.0075
-0.192
0.346
-0.261
430.00
18.62
41.20
48.10
0.00
1
1
40.7%
-0.800
0.0063
-0.173
0.305
-0.283
500.00
79.81
109.00
117.70
0.00
0
0
70.5%
-0.881
0.0026
-0.210
0.217
-0.363
530.00
89.00
139.00
147.70
0.00
0
0
81.4%
-0.894
0.0021
-0.223
0.200
-0.390
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.