CIM · Chimera Investment Corp

Track CIM — free Ask ALVIS about CIM

$12.50 +0.17 (+1.38%) At close · Jul 24

Market Cap

$1.05B

83.65M

Options Chain

15-min delayed Underlying $12.50 · at close Jul 24, 2026 Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 34 contracts

Put / call OI

0.53

Call-heavy positioning

Open interest

2,945

contracts outstanding

Volume

180

traded today

Max pain

$13.00

$0.50 above spot

ATM implied vol

33.2%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Dec 18 145d Mar 19 236d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	1	—	—	$8.40		$0.05	—	—	4	2
Call · $5 In the money Last $8.40 Breakeven $13.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $5 Last $0.05 Breakeven $4.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
0	1	—	—	$7.65		—	—	—	—	0
Call · $6 In the money Last $7.65 Breakeven $13.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $6 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $7 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $7 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	2	123.4%	0.942	$4.70		—	—	—	—	0
Call · $8 In the money Last $4.70 Breakeven $12.70 Implied vol 123.4% Delta 0.942 ≈94% ITM Gamma 0.034 Theta -0.007 Vega 0.004 Open interest 0 Model this call Put · $8 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	4	—	—	$3.65		—	—	—	—	0
Call · $9 In the money Last $3.65 Breakeven $12.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $9 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	4	61.8%	0.948	$2.82		—	-0.222	147.3%	—	0
Call · $10 In the money Last $2.82 Breakeven $12.82 Implied vol 61.8% Delta 0.948 ≈95% ITM Gamma 0.084 Theta -0.003 Vega 0.004 Open interest 1 Model this call Put · $10 Last — Breakeven — Implied vol 147.3% Delta -0.222 ≈22% ITM Gamma 0.06 Theta -0.029 Vega 0.01 Open interest 0 Model this put
0	—	107.4%	0.719	—		$0.05	-0.143	47.2%	10	10
Call · $11 In the money Last — Breakeven — Implied vol 107.4% Delta 0.719 ≈72% ITM Gamma 0.095 Theta -0.021 Vega 0.011 Open interest 0 Model this call Put · $11 Last $0.05 Breakeven $10.95 Implied vol 47.2% Delta -0.143 ≈14% ITM Gamma 0.142 Theta -0.007 Vega 0.009 Open interest 10 Model this put
0	—	34.7%	0.697	—		$0.22	-0.307	31.7%	8	204
Call · $12 In the money Last — Breakeven — Implied vol 34.7% Delta 0.697 ≈70% ITM Gamma 0.334 Theta -0.006 Vega 0.011 Open interest 0 Model this call Put · $12 Last $0.22 Breakeven $11.78 Implied vol 31.7% Delta -0.307 ≈31% ITM Gamma 0.328 Theta -0.008 Vega 0.012 Open interest 204 Model this put
Underlying $12.50
110	9	29.9%	0.321	$0.20		$0.53	-0.692	27.6%	5	784
Call · $13 Last $0.20 Breakeven $13.20 Implied vol 29.9% Delta 0.321 ≈32% ITM Gamma 0.37 Theta -0.006 Vega 0.011 Open interest 110 Model this call Put · $13 In the money Last $0.53 Breakeven $12.47 Implied vol 27.6% Delta -0.692 ≈69% ITM Gamma 0.374 Theta -0.009 Vega 0.011 Open interest 784 Model this put
1.7k	56	36.6%	0.127	$0.06		$1.05	-0.805	45.1%	41	21
Call · $14 Last $0.06 Breakeven $14.06 Implied vol 36.6% Delta 0.127 ≈13% ITM Gamma 0.173 Theta -0.004 Vega 0.008 Open interest 1.7k Model this call Put · $14 In the money Last $1.05 Breakeven $12.95 Implied vol 45.1% Delta -0.805 ≈80% ITM Gamma 0.175 Theta -0.011 Vega 0.009 Open interest 21 Model this put
150	33	50.4%	0.097	$0.07		—	-0.915	46.2%	—	0
Call · $15 Last $0.07 Breakeven $15.07 Implied vol 50.4% Delta 0.097 ≈10% ITM Gamma 0.101 Theta -0.005 Vega 0.006 Open interest 150 Model this call Put · $15 In the money Last — Breakeven — Implied vol 46.2% Delta -0.915 ≈92% ITM Gamma 0.09 Theta -0.008 Vega 0.006 Open interest 0 Model this put
0	—	—	—	—		—	-0.925	58.7%	—	0
Call · $16 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $16 In the money Last — Breakeven — Implied vol 58.7% Delta -0.925 ≈93% ITM Gamma 0.063 Theta -0.008 Vega 0.004 Open interest 0 Model this put
2	2	—	—	$0.01		—	-0.952	62.7%	—	0
Call · $17 Last $0.01 Breakeven $17.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $17 In the money Last — Breakeven — Implied vol 62.7% Delta -0.952 ≈95% ITM Gamma 0.038 Theta -0.007 Vega 0.004 Open interest 0 Model this put
0	—	—	—	—		—	-0.954	73.3%	—	0
Call · $18 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $18 In the money Last — Breakeven — Implied vol 73.3% Delta -0.954 ≈95% ITM Gamma 0.032 Theta -0.007 Vega 0.004 Open interest 0 Model this put
0	—	—	—	—		—	-0.9	107.1%	—	0
Call · $19 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $19 In the money Last — Breakeven — Implied vol 107.1% Delta -0.9 ≈90% ITM Gamma 0.045 Theta -0.014 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—		—	-0.904	117.6%	—	0
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last — Breakeven — Implied vol 117.6% Delta -0.904 ≈90% ITM Gamma 0.04 Theta -0.015 Vega 0.004 Open interest 0 Model this put
0	—	—	—	—		—	-0.907	126.1%	—	0
Call · $21 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $21 In the money Last — Breakeven — Implied vol 126.1% Delta -0.907 ≈91% ITM Gamma 0.036 Theta -0.015 Vega 0.004 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 1409493 CUSIP 16934Q802 13F (30d) 36 filings 36 filers Visit website