This page reflects YUMC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
YUMC Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
30.00
17.07
15.90
18.30
0.00
3
5
266.0%
0.976
0.0051
-0.111
0.002
0.002
35.00
13.10
10.90
13.10
0.00
5
7
167.2%
0.977
0.0076
-0.067
0.002
0.003
37.50
4.51
4.80
7.50
0.00
0
1
0.0%
1.000
0.0000
-0.004
0.000
0.003
40.00
7.00
6.30
7.70
-1.00
7
17
102.0%
0.961
0.0195
-0.065
0.004
0.003
42.50
4.70
3.90
5.00
0.00
1
17
62.9%
0.960
0.0324
-0.043
0.004
0.003
45.00
2.14
1.50
2.75
-0.09
1
581
86.4%
0.712
0.0929
-0.212
0.014
0.003
47.50
0.40
0.15
0.45
0.03
3
561
36.8%
0.352
0.2374
-0.099
0.016
0.001
50.00
0.05
0.00
0.10
0.00
9
1,237
46.5%
0.066
0.0646
-0.042
0.005
0.000
52.50
0.25
0.00
1.00
0.00
1
20
110.9%
0.141
0.0474
-0.176
0.009
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.03
0.00
0.75
0.00
0
1
293.8%
-0.035
0.0062
-0.161
0.003
-0.000
32.50
0.30
0.00
0.75
0.00
1
5
250.2%
-0.042
0.0084
-0.158
0.004
-0.000
35.00
0.55
0.00
0.20
0.00
0
4
157.0%
-0.017
0.0063
-0.046
0.002
-0.000
37.50
0.05
0.00
0.05
0.00
2
663
99.2%
-0.006
0.0039
-0.012
0.001
-0.000
40.00
0.02
0.00
0.60
-0.05
2
397
123.6%
-0.071
0.0257
-0.118
0.006
-0.000
42.50
0.05
0.00
0.40
0.00
5
141
77.3%
-0.076
0.0435
-0.078
0.006
-0.000
45.00
0.14
0.00
0.65
0.00
1
13
51.6%
-0.185
0.1218
-0.096
0.011
-0.001
47.50
0.75
0.05
1.90
0.05
2
29
79.2%
-0.559
0.1173
-0.218
0.017
-0.002
50.00
2.50
2.50
4.20
0.00
2
31
57.6%
-0.887
0.0785
-0.073
0.008
-0.004
52.50
5.50
4.70
6.60
0.00
2
2
143.2%
-0.790
0.0473
-0.287
0.012
-0.004
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.