This page reflects YUMC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
YUMC 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
35.00
6.80
4.80
7.60
0.00
10
10
103.3%
0.835
0.0294
-0.078
0.020
0.010
40.00
2.05
1.45
3.00
0.60
2
23
61.7%
0.662
0.0725
-0.069
0.030
0.009
42.50
0.60
0.45
0.80
0.10
387
93
34.0%
0.410
0.1401
-0.040
0.032
0.006
45.00
0.12
0.05
0.15
-0.03
2
632
31.1%
0.116
0.0771
-0.018
0.016
0.002
47.50
0.20
0.00
0.10
0.00
2
1,130
41.6%
0.062
0.0360
-0.015
0.010
0.001
50.00
0.13
0.00
0.05
0.00
1
1,394
47.3%
0.029
0.0171
-0.009
0.005
0.000
52.50
0.03
0.00
0.20
-0.01
1
116
65.0%
0.042
0.0168
-0.017
0.007
0.001
55.00
0.07
0.00
0.75
0.00
2
137
99.5%
0.094
0.0207
-0.049
0.014
0.001
57.50
0.06
0.00
1.15
0.00
20
854
123.4%
0.115
0.0192
-0.070
0.016
0.002
60.00
0.05
0.00
0.95
0.00
3
196
128.3%
0.094
0.0160
-0.063
0.014
0.001
62.50
0.35
0.00
0.60
0.00
6
116
124.9%
0.064
0.0122
-0.046
0.010
0.001
65.00
0.05
0.00
2.15
0.01
10
77
182.8%
0.145
0.0153
-0.122
0.019
0.002
70.00
0.01
0.00
0.55
0.00
5
14
148.0%
0.051
0.0087
-0.045
0.009
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
32.50
0.35
0.00
0.95
0.00
1
15
105.7%
-0.094
0.0194
-0.051
0.014
-0.002
35.00
0.32
0.00
0.95
0.00
3
20
81.9%
-0.119
0.0296
-0.047
0.016
-0.002
37.50
0.22
0.00
0.35
0.00
11
458
52.4%
-0.135
0.0508
-0.033
0.018
-0.002
40.00
0.31
0.30
0.45
-0.32
1
1,234
33.2%
-0.243
0.1153
-0.029
0.026
-0.004
42.50
1.83
1.05
1.60
0.00
35
450
34.0%
-0.590
0.1401
-0.035
0.032
-0.010
45.00
3.10
2.15
4.60
-1.10
2
268
75.0%
-0.668
0.0593
-0.076
0.030
-0.012
47.50
7.70
4.40
7.70
0.80
280
187
52.3%
-0.886
0.0453
-0.024
0.016
-0.016
50.00
7.23
7.50
10.20
0.00
1
0
83.1%
-0.847
0.0348
-0.052
0.019
-0.017
52.50
12.70
9.70
12.70
0.80
280
750
88.9%
-0.890
0.0259
-0.043
0.015
-0.018
55.00
4.79
5.90
8.60
0.00
1
29
0.0%
-1.000
0.0000
0.006
0.000
-0.021
57.50
4.60
0.00
0.00
0.00
15
0
0.0%
-1.000
0.0000
0.007
0.000
-0.022
60.00
8.70
11.00
13.00
0.00
8
28
0.0%
-1.000
0.0000
0.007
0.000
-0.023
62.50
7.20
9.10
11.60
0.00
1
1
0.0%
-1.000
0.0000
0.007
0.000
-0.024
65.00
9.10
11.40
13.70
0.00
1
1
0.0%
-1.000
0.0000
0.008
0.000
-0.025
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.