This page reflects YUMC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
YUMC 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
35.00
12.49
4.00
6.50
0.00
1
0
118.6%
0.785
0.0353
-0.113
0.020
0.008
37.50
9.90
2.40
3.60
0.00
1
4
68.4%
0.747
0.0669
-0.072
0.022
0.008
40.00
1.31
0.75
1.45
0.00
1
9
45.5%
0.554
0.1243
-0.060
0.028
0.006
42.50
0.10
0.05
0.35
0.00
10
256
38.1%
0.221
0.1114
-0.037
0.021
0.003
45.00
0.02
0.00
0.10
-0.03
15
788
41.8%
0.069
0.0455
-0.018
0.009
0.001
47.50
0.05
0.00
0.75
-0.02
5
109
78.5%
0.128
0.0381
-0.053
0.015
0.001
50.00
0.03
0.00
0.05
0.00
1
825
55.5%
0.014
0.0093
-0.006
0.003
0.000
52.50
0.05
0.00
0.05
0.00
138
269
65.6%
0.012
0.0067
-0.006
0.002
0.000
55.00
0.28
0.00
0.00
0.00
79
0
50.0%
0.000
0.0002
-0.000
0.000
0.000
57.50
0.05
0.00
0.20
0.00
1
13
103.5%
0.030
0.0093
-0.022
0.005
0.000
60.00
0.10
0.00
2.20
0.00
1
117
194.2%
0.156
0.0176
-0.148
0.017
0.002
62.50
0.30
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
65.00
0.15
0.00
2.15
0.00
1
7
217.1%
0.140
0.0147
-0.154
0.016
0.001
70.00
0.20
0.00
1.15
0.00
1
3
204.1%
0.084
0.0108
-0.100
0.011
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
27.50
0.04
0.00
1.15
0.00
3
11
174.0%
-0.078
0.0120
-0.080
0.010
-0.001
30.00
0.22
0.00
2.15
0.00
1
4
176.8%
-0.132
0.0173
-0.119
0.015
-0.002
32.50
0.33
0.00
0.00
0.00
1
0
25.0%
0.000
0.0000
0.000
0.000
0.000
35.00
0.09
0.00
0.40
0.00
1
7
60.7%
-0.082
0.0358
-0.029
0.011
-0.001
37.50
0.12
0.00
0.15
0.01
146
576
34.0%
-0.105
0.0768
-0.019
0.013
-0.001
40.00
0.63
0.45
0.70
-0.22
1
430
28.2%
-0.429
0.1991
-0.033
0.027
-0.005
42.50
2.15
1.65
3.00
-0.45
1
288
54.7%
-0.696
0.0916
-0.057
0.024
-0.009
45.00
4.04
4.20
5.40
0.00
4
3
74.1%
-0.786
0.0563
-0.064
0.020
-0.011
47.50
4.95
6.50
8.00
0.00
1
12
98.8%
-0.808
0.0395
-0.081
0.019
-0.012
50.00
7.60
8.40
11.10
0.00
30
0
145.0%
-0.767
0.0301
-0.136
0.021
-0.013
52.50
7.30
11.10
13.40
0.00
1
0
153.3%
-0.805
0.0257
-0.129
0.019
-0.014
55.00
5.84
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.006
0.000
-0.017
57.50
7.80
9.40
11.40
0.00
0
1
0.0%
-1.000
0.0000
0.007
0.000
-0.017
60.00
9.60
11.40
13.50
0.00
0
1
0.0%
-1.000
0.0000
0.007
0.000
-0.018
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.