thetaOwl

WWD

Woodward, Inc.Close $356.38EOD only
Max Pain
$360.00
Next expiry Jun 18, 2026
Expected Move
±$31.50
8.8% from close
Price Gap
+3.62
Distance to max pain
IV Rank
1
Low premium
P/C OI
0.59
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

This page reflects WWD options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 20, 2026 close
WWD 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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
270.0099.2085.9089.400.000960.7%0.9580.0015-0.1240.0900.201
330.0028.7031.8034.900.001248.1%0.7460.0066-0.2940.3220.183
350.0016.8018.0020.700.001242.9%0.5940.0090-0.3110.3900.151
360.0010.0012.6015.400.0033041.9%0.5010.0095-0.3090.4010.129
370.007.408.5011.200.0081641.3%0.4070.0093-0.2940.3900.106
380.006.005.608.000.0064041.1%0.3210.0087-0.2670.3600.084
390.004.254.005.400.8542240.4%0.2410.0077-0.2280.3130.064
400.002.451.903.900.0017141.3%0.1830.0064-0.1970.2660.049
410.001.601.152.70-3.061341.7%0.1340.0052-0.1610.2170.036
420.001.110.703.400.001349.7%0.1410.0045-0.1980.2240.037
430.000.930.002.750.0014151.3%0.1150.0038-0.1770.1940.030
440.000.500.002.550.002254.6%0.1020.0032-0.1720.1790.027
450.005.890.002.400.000157.9%0.0920.0028-0.1690.1660.024
460.000.810.002.300.004052.7%0.0530.0020-0.1000.1080.014
490.000.880.002.200.000162.2%0.0440.0015-0.1020.0930.012
500.002.950.002.150.000165.0%0.0410.0014-0.1010.0890.011

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
260.001.000.002.800.001468.8%-0.0410.0013-0.1030.088-0.013
270.001.570.003.000.001263.0%-0.0470.0016-0.1050.099-0.014
280.001.760.003.200.001257.1%-0.0550.0019-0.1070.111-0.017
290.001.760.603.500.001253.6%-0.0720.0025-0.1240.137-0.022
300.001.941.053.900.0041856.5%-0.1190.0035-0.1890.199-0.036
310.003.402.103.600.451151747.5%-0.1280.0044-0.1670.211-0.039
320.004.253.605.10-1.6455245.7%-0.1770.0057-0.1970.261-0.054
330.007.855.507.200.002544.1%-0.2390.0070-0.2260.312-0.073
340.0011.308.1010.00-0.4825036242.6%-0.3150.0083-0.2480.357-0.097
350.0013.1511.6013.80-4.35197941.6%-0.4040.0093-0.2610.389-0.125
360.0020.0016.3018.706.7525051741.1%-0.5000.0097-0.2610.401-0.156
370.0028.0521.9024.600.002540.8%-0.5940.0095-0.2460.389-0.187
380.0035.6028.9031.400.001440.5%-0.6820.0088-0.2180.358-0.217
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.