This page reflects WYFI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
WYFI Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
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
15.00
3.25
2.90
3.70
0.55
2
77
102.7%
0.840
0.0674
-0.033
0.009
0.005
17.50
1.40
1.30
1.65
0.25
168
443
87.3%
0.594
0.1265
-0.044
0.014
0.004
20.00
0.55
0.50
0.65
0.11
121
842
89.5%
0.299
0.1106
-0.040
0.012
0.002
22.50
0.25
0.20
0.30
0.07
1,525
3,024
97.9%
0.140
0.0648
-0.028
0.008
0.001
25.00
0.09
0.05
0.15
0.01
205
1,349
102.0%
0.060
0.0332
-0.015
0.004
0.000
30.00
0.03
0.00
0.50
0.00
1
617
172.3%
0.088
0.0264
-0.035
0.006
0.001
35.00
0.05
0.00
0.05
0.00
18
81
142.2%
0.012
0.0063
-0.006
0.001
0.000
40.00
0.08
0.00
0.10
0.00
1
161
181.3%
0.019
0.0072
-0.010
0.002
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
12.50
0.03
0.00
0.20
0.00
1
32
117.2%
-0.045
0.0231
-0.014
0.003
-0.000
15.00
0.25
0.20
0.30
-0.10
100
699
88.9%
-0.131
0.0682
-0.023
0.007
-0.001
17.50
1.00
0.85
1.15
-0.35
50
950
84.1%
-0.405
0.1313
-0.040
0.014
-0.003
20.00
2.65
2.00
2.85
-0.65
1
629
71.3%
-0.758
0.1247
-0.026
0.011
-0.006
22.50
4.17
4.40
5.10
-0.43
2
69
89.1%
-0.886
0.0617
-0.019
0.007
-0.008
25.00
8.00
6.30
8.50
0.00
3
92
137.1%
-0.864
0.0454
-0.035
0.008
-0.009
30.00
11.87
11.10
14.10
0.00
1
37
209.4%
-0.852
0.0314
-0.057
0.008
-0.011
35.00
17.07
15.70
18.40
0.00
5
31
328.5%
-0.763
0.0268
-0.123
0.011
-0.012
40.00
21.65
20.80
22.90
0.00
2
5
315.6%
-0.838
0.0221
-0.093
0.009
-0.014
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.