This page reflects YSS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
YSS 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
17.50
15.10
7.70
9.50
0.00
2
1
100.8%
0.937
0.0169
-0.018
0.009
0.012
20.00
6.17
5.60
7.50
0.00
20
23
102.5%
0.852
0.0310
-0.032
0.017
0.012
22.50
5.32
4.70
5.70
1.02
19
235
118.5%
0.723
0.0388
-0.051
0.024
0.011
25.00
4.01
3.30
4.30
0.50
71
328
116.0%
0.609
0.0454
-0.057
0.028
0.009
30.00
1.75
1.20
1.90
0.00
194
600
101.0%
0.356
0.0507
-0.048
0.027
0.006
35.00
0.86
0.65
1.00
0.11
165
540
109.1%
0.206
0.0358
-0.040
0.021
0.004
40.00
0.40
0.25
0.45
0.05
22
1,695
107.7%
0.101
0.0226
-0.024
0.013
0.002
45.00
0.20
0.10
0.35
0.02
18
621
116.2%
0.064
0.0149
-0.019
0.009
0.001
50.00
0.05
0.00
0.25
-0.05
3
726
119.3%
0.037
0.0094
-0.012
0.006
0.001
55.00
0.10
0.00
0.05
0.00
1
595
106.3%
0.009
0.0032
-0.003
0.002
0.000
60.00
0.09
0.00
0.65
0.00
21
137
170.5%
0.066
0.0104
-0.028
0.009
0.001
65.00
0.05
0.00
0.30
0.00
45
97
159.8%
0.035
0.0066
-0.016
0.006
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
15.00
0.15
0.05
0.45
0.05
17
55
132.2%
-0.049
0.0105
-0.017
0.007
-0.001
17.50
0.45
0.40
0.70
0.00
24
409
126.6%
-0.100
0.0190
-0.028
0.013
-0.002
20.00
1.00
0.80
1.10
-0.30
12
365
116.1%
-0.169
0.0298
-0.036
0.018
-0.004
22.50
1.80
1.50
2.30
-0.20
2
426
120.5%
-0.278
0.0382
-0.050
0.024
-0.007
25.00
2.69
2.60
3.20
-0.48
9
422
114.3%
-0.391
0.0461
-0.054
0.028
-0.010
30.00
5.82
5.50
7.30
-1.03
10
456
125.7%
-0.592
0.0424
-0.059
0.028
-0.017
35.00
11.02
9.40
11.30
0.00
10
111
125.7%
-0.748
0.0348
-0.047
0.023
-0.023
40.00
16.29
13.40
16.10
0.00
1
52
124.1%
-0.856
0.0251
-0.031
0.017
-0.029
45.00
13.50
18.30
21.00
0.00
1
3
139.0%
-0.887
0.0189
-0.028
0.014
-0.034
50.00
17.70
23.20
25.90
0.00
0
1
149.0%
-0.912
0.0147
-0.024
0.012
-0.038
55.00
21.60
28.10
30.80
0.00
0
1
154.9%
-0.934
0.0114
-0.019
0.009
-0.042
60.00
32.50
32.50
35.80
0.00
0
1
50.0%
-1.000
0.0000
0.007
0.000
-0.048
65.00
31.70
37.40
40.70
0.00
0
1
261.7%
-0.810
0.0142
-0.082
0.020
-0.049
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.