This page reflects WYFI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
WYFI 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
12.50
19.21
17.10
20.70
0.00
4
4
492.2%
0.925
0.0047
-0.154
0.009
0.003
15.00
20.93
15.00
18.60
0.00
4
2
252.5%
0.960
0.0056
-0.050
0.005
0.005
17.50
12.00
12.90
15.60
0.00
2
2
199.8%
0.955
0.0077
-0.043
0.006
0.006
20.00
11.40
10.60
13.50
-1.50
5
9
194.5%
0.917
0.0128
-0.068
0.009
0.006
22.50
16.73
8.00
11.40
0.00
29
45
167.0%
0.883
0.0191
-0.074
0.012
0.007
25.00
7.06
6.00
8.30
-3.99
3
100
125.4%
0.856
0.0294
-0.065
0.014
0.008
30.00
4.13
3.20
5.10
-3.37
34
683
136.5%
0.624
0.0452
-0.116
0.023
0.006
35.00
2.00
1.95
2.05
-1.63
370
559
130.6%
0.388
0.0476
-0.111
0.024
0.004
40.00
0.96
0.90
1.20
-1.11
983
1,210
137.3%
0.225
0.0355
-0.091
0.018
0.002
45.00
0.50
0.50
0.55
-0.70
711
6,753
140.2%
0.123
0.0235
-0.063
0.013
0.001
50.00
0.30
0.25
0.35
-0.47
155
830
146.9%
0.072
0.0151
-0.044
0.008
0.001
55.00
0.20
0.15
0.25
-0.30
60
1,477
155.9%
0.047
0.0102
-0.034
0.006
0.001
60.00
0.35
0.10
0.40
0.01
38
69
181.3%
0.051
0.0093
-0.042
0.006
0.001
65.00
0.10
0.00
0.30
-0.09
18
188
181.6%
0.032
0.0063
-0.028
0.004
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
12.50
0.04
0.00
2.15
0.00
8
45
413.3%
-0.061
0.0047
-0.109
0.007
-0.001
15.00
0.05
0.00
0.05
0.00
6
492
157.8%
-0.005
0.0016
-0.005
0.001
-0.000
17.50
0.06
0.00
0.25
0.00
4
50
164.8%
-0.024
0.0055
-0.020
0.003
-0.000
20.00
0.19
0.00
0.20
0.07
39
415
126.6%
-0.025
0.0076
-0.016
0.004
-0.000
22.50
0.20
0.00
0.60
0.00
5
243
125.8%
-0.068
0.0170
-0.036
0.008
-0.001
25.00
0.80
0.35
1.20
0.35
106
2,097
129.7%
-0.150
0.0292
-0.066
0.014
-0.002
30.00
2.50
2.00
2.70
1.00
116
912
121.7%
-0.373
0.0505
-0.100
0.023
-0.005
35.00
5.60
5.00
6.90
1.80
130
384
146.4%
-0.589
0.0432
-0.122
0.024
-0.009
40.00
9.88
8.20
11.00
3.63
6
371
136.8%
-0.776
0.0355
-0.086
0.018
-0.013
45.00
9.00
12.50
15.40
-1.80
1
163
129.7%
-0.899
0.0221
-0.045
0.011
-0.016
50.00
17.50
17.70
20.10
1.07
3
47
151.0%
-0.922
0.0158
-0.043
0.009
-0.018
55.00
14.90
21.70
25.60
0.00
0
1
135.9%
-0.975
0.0070
-0.011
0.004
-0.021
60.00
19.96
26.90
30.20
0.00
0
1
286.4%
-0.807
0.0155
-0.166
0.017
-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.