This page reflects WTTR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
WTTR 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
2.50
16.72
14.50
17.30
0.00
4
16
765.6%
0.981
0.0017
-0.046
0.002
0.001
5.00
14.37
12.50
14.80
0.00
0
0
568.8%
0.956
0.0046
-0.067
0.003
0.001
7.50
11.71
10.00
12.30
0.00
4
7
404.3%
0.934
0.0091
-0.066
0.005
0.002
10.00
9.11
7.20
9.80
0.00
2
214
268.4%
0.917
0.0162
-0.053
0.005
0.003
12.50
4.98
5.00
7.10
0.00
2
551
194.1%
0.875
0.0300
-0.051
0.007
0.004
15.00
3.07
2.65
4.30
-0.50
3
598
116.0%
0.821
0.0639
-0.039
0.009
0.004
17.50
1.22
0.45
1.40
-0.69
4
159
79.4%
0.605
0.1377
-0.040
0.014
0.004
20.00
0.14
0.10
0.25
-0.26
25
140
53.1%
0.171
0.1357
-0.017
0.009
0.001
22.50
0.70
0.00
0.60
0.65
1
518
102.5%
0.157
0.0666
-0.031
0.008
0.001
25.00
0.25
0.00
2.10
0.00
1
2
204.1%
0.268
0.0458
-0.085
0.012
0.001
30.00
0.15
0.00
0.75
0.00
0
1
189.5%
0.117
0.0295
-0.047
0.007
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
2.50
0.05
0.00
0.05
0.00
0
0
437.5%
-0.003
0.0006
-0.005
0.000
-0.000
12.50
0.50
0.00
0.65
0.00
3
4
161.3%
-0.094
0.0295
-0.034
0.006
-0.001
15.00
0.33
0.00
0.65
0.00
2
4
98.8%
-0.148
0.0664
-0.028
0.008
-0.001
17.50
0.25
0.05
0.65
0.00
1
26
60.9%
-0.380
0.1774
-0.028
0.013
-0.003
20.00
2.30
1.00
2.75
0.00
2
4
100.6%
-0.667
0.1026
-0.044
0.013
-0.006
30.00
12.05
11.90
12.60
1.15
6
1
169.9%
-0.914
0.0262
-0.030
0.006
-0.011
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.