CALM · Cal-Maine Foods Inc

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$90.31 +2.17 (+2.46%) At close · Jul 24

Market Cap

$4.24B

46.92M

Options Chain

15-min delayed Underlying $90.31 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 36 contracts

Put / call OI

2.03

Put-heavy positioning

Open interest

21,540

contracts outstanding

Volume

2,199

traded today

Max pain

$80.00

$10.31 below spot

ATM implied vol

39.7%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

125

130

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Oct 16 81d Nov 20 116d Feb 19 207d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
54	42	196%	0.943	$43.70		$0.25	-0.024	148%	3	16
Call · $45 In the money Last $43.70 Breakeven $88.70 Implied vol 196% Delta 0.943 ≈94% ITM Gamma 0.002 Theta -0.096 Vega 0.028 Open interest 54 Model this call Put · $45 Last $0.25 Breakeven $44.75 Implied vol 148% Delta -0.024 ≈2% ITM Gamma 0.002 Theta -0.039 Vega 0.017 Open interest 16 Model this put
10	1	172%	0.934	$28.35		$0.05	-0.009	100.6%	220	315
Call · $50 In the money Last $28.35 Breakeven $78.35 Implied vol 172% Delta 0.934 ≈93% ITM Gamma 0.003 Theta -0.096 Vega 0.03 Open interest 10 Model this call Put · $50 Last $0.05 Breakeven $49.95 Implied vol 100.6% Delta -0.009 ≈1% ITM Gamma 0.001 Theta -0.011 Vega 0.004 Open interest 315 Model this put
3	1	145.8%	0.927	$23.77		$0.25	-0.017	93%	346	734
Call · $55 In the money Last $23.77 Breakeven $78.77 Implied vol 145.8% Delta 0.927 ≈93% ITM Gamma 0.004 Theta -0.088 Vega 0.032 Open interest 3 Model this call Put · $55 Last $0.25 Breakeven $54.75 Implied vol 93% Delta -0.017 ≈2% ITM Gamma 0.002 Theta -0.018 Vega 0.009 Open interest 734 Model this put
24	4	123.4%	0.917	$25.00		$0.05	-0.02	78.5%	45	1.3k
Call · $60 In the money Last $25.00 Breakeven $85.00 Implied vol 123.4% Delta 0.917 ≈92% ITM Gamma 0.005 Theta -0.082 Vega 0.034 Open interest 24 Model this call Put · $60 Last $0.05 Breakeven $59.95 Implied vol 78.5% Delta -0.02 ≈2% ITM Gamma 0.003 Theta -0.018 Vega 0.01 Open interest 1.3k Model this put
41	1	114.2%	0.888	$23.13		$0.03	-0.024	65.1%	700	996
Call · $65 In the money Last $23.13 Breakeven $88.13 Implied vol 114.2% Delta 0.888 ≈89% ITM Gamma 0.007 Theta -0.097 Vega 0.052 Open interest 41 Model this call Put · $65 Last $0.03 Breakeven $64.97 Implied vol 65.1% Delta -0.024 ≈2% ITM Gamma 0.004 Theta -0.017 Vega 0.01 Open interest 996 Model this put
163	4	88.1%	0.88	$17.09		$0.10	-0.06	64.3%	3	5.5k
Call · $70 In the money Last $17.09 Breakeven $87.09 Implied vol 88.1% Delta 0.88 ≈88% ITM Gamma 0.01 Theta -0.078 Vega 0.054 Open interest 163 Model this call Put · $70 Last $0.10 Breakeven $69.90 Implied vol 64.3% Delta -0.06 ≈6% ITM Gamma 0.008 Theta -0.036 Vega 0.037 Open interest 5.5k Model this put
182	6	71.9%	0.846	$12.36		$0.25	-0.07	47.7%	25	766
Call · $75 In the money Last $12.36 Breakeven $87.36 Implied vol 71.9% Delta 0.846 ≈85% ITM Gamma 0.014 Theta -0.075 Vega 0.057 Open interest 182 Model this call Put · $75 Last $0.25 Breakeven $74.75 Implied vol 47.7% Delta -0.07 ≈7% ITM Gamma 0.012 Theta -0.03 Vega 0.038 Open interest 766 Model this put
360	2	60.3%	0.783	$8.90		$0.55	-0.119	37.8%	16	4.2k
Call · $80 In the money Last $8.90 Breakeven $88.90 Implied vol 60.3% Delta 0.783 ≈78% ITM Gamma 0.021 Theta -0.08 Vega 0.077 Open interest 360 Model this call Put · $80 Last $0.55 Breakeven $79.45 Implied vol 37.8% Delta -0.119 ≈12% ITM Gamma 0.023 Theta -0.036 Vega 0.04 Open interest 4.2k Model this put
2k	13	49.4%	0.675	$7.20		$1.55	-0.308	43.5%	4	347
Call · $85 In the money Last $7.20 Breakeven $92.20 Implied vol 49.4% Delta 0.675 ≈68% ITM Gamma 0.032 Theta -0.081 Vega 0.08 Open interest 2k Model this call Put · $85 Last $1.55 Breakeven $83.45 Implied vol 43.5% Delta -0.308 ≈31% ITM Gamma 0.035 Theta -0.073 Vega 0.08 Open interest 347 Model this put
1.5k	226	42.9%	0.498	$3.75		$3.15	-0.507	36.5%	23	181
Call · $90 In the money Last $3.75 Breakeven $93.75 Implied vol 42.9% Delta 0.498 ≈50% ITM Gamma 0.04 Theta -0.079 Vega 0.093 Open interest 1.5k Model this call Put · $90 Last $3.15 Breakeven $86.85 Implied vol 36.5% Delta -0.507 ≈51% ITM Gamma 0.047 Theta -0.07 Vega 0.093 Open interest 181 Model this put
Underlying $90.31
1k	58	43.9%	0.32	$1.70		$12.05	-0.879	19.1%	2	3
Call · $95 Last $1.70 Breakeven $96.70 Implied vol 43.9% Delta 0.32 ≈32% ITM Gamma 0.035 Theta -0.072 Vega 0.083 Open interest 1k Model this call Put · $95 In the money Last $12.05 Breakeven $82.95 Implied vol 19.1% Delta -0.879 ≈88% ITM Gamma 0.044 Theta -0.021 Vega 0.042 Open interest 3 Model this put
933	24	37.3%	0.134	$0.55		$11.10	—	—	20	25
Call · $100 Last $0.55 Breakeven $100.55 Implied vol 37.3% Delta 0.134 ≈13% ITM Gamma 0.025 Theta -0.037 Vega 0.043 Open interest 933 Model this call Put · $100 In the money Last $11.10 Breakeven $88.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 25 Model this put
342	112	36.1%	0.05	$0.25		$25.30	—	—	1	0
Call · $105 Last $0.25 Breakeven $105.25 Implied vol 36.1% Delta 0.05 ≈5% ITM Gamma 0.012 Theta -0.017 Vega 0.025 Open interest 342 Model this call Put · $105 In the money Last $25.30 Breakeven $79.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
45	7	49.2%	0.062	$0.15		—	—	—	—	0
Call · $110 Last $0.15 Breakeven $110.15 Implied vol 49.2% Delta 0.062 ≈6% ITM Gamma 0.01 Theta -0.028 Vega 0.026 Open interest 45 Model this call Put · $110 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
108	2	—	—	$0.05		—	—	—	—	0
Call · $115 Last $0.05 Breakeven $115.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 108 Model this call Put · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
7	5	70.1%	0.065	$0.10		—	—	—	—	0
Call · $120 Last $0.10 Breakeven $120.10 Implied vol 70.1% Delta 0.065 ≈7% ITM Gamma 0.008 Theta -0.041 Vega 0.027 Open interest 7 Model this call Put · $120 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	—	—	$0.65		—	—	—	—	0
Call · $125 Last $0.65 Breakeven $125.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $125 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
283	280	—	—	$0.18		$46.70	—	—	1	0
Call · $130 Last $0.18 Breakeven $130.18 Implied vol — Delta — Gamma — Theta — Vega — Open interest 283 Model this call Put · $130 In the money Last $46.70 Breakeven $83.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 16160 CUSIP 128030202 13F (30d) 89 filings 88 filers Visit website Investor relations