CIM · Chimera Investment Corp · Options Chain

Track CIM — free

$11.54 -0.05 (-0.43%)

Russell 2000 member Rebalance outlook locked

Market Cap

$970.22M

83.71M

Options Chain

Underlying $11.54 · today Options Calculator

Pull option chains with greeks and open interest through the options chain API or MCP →

Positioning

Sep 18, 2026 · 9 days to expiry · 34 contracts · mixed daily-bar sessions · Mar 20, 2026–Sep 9, 2026; 13 unknown

Put / call OI

0.25

Call-heavy positioning

Open interest

5,051

as of Sep 4, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$12.00

$0.46 above spot

ATM implied vol

21.6%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 9d Oct 16 37d Dec 18 100d Mar 19 191d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	1	—	—	$5.00	$8.10	$8.60		—	$0.00	$0.95	—	—	—	—
Call · $5 In the money Daily-bar session Jun 29, 2026 Quote as of 2026-09-09 19:59:33.178 UTC Last $8.60 Breakeven $13.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $5 Daily-bar session Unknown Quote as of 2026-09-09 19:59:35.491 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	2	—	—	$5.00	$6.20	$7.65		—	$0.00	$0.95	—	—	—	—
Call · $6 In the money Daily-bar session Jun 29, 2026 Quote as of 2026-09-09 19:59:33.178 UTC Last $7.65 Breakeven $13.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $6 Daily-bar session Unknown Quote as of 2026-09-09 19:59:35.491 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.00	$5.20	—		—	$0.00	$0.95	—	—	—	—
Call · $7 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:59:33.178 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $7 Daily-bar session Unknown Quote as of 2026-09-09 19:59:35.464 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	1	—	—	$2.30	$4.90	$4.96		$0.11	$0.00	$0.95	—	—	8	9
Call · $8 In the money Daily-bar session Mar 24, 2026 Quote as of 2026-09-09 19:59:33.178 UTC Last $4.96 Breakeven $12.96 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $8 Daily-bar session Mar 23, 2026 Quote as of 2026-09-09 19:59:35.468 UTC Last $0.11 Breakeven $7.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 OI effective date Sep 4, 2026 Model this put
—	—	107%	0.942	$2.00	$3.20	—		$0.35	$0.00	$0.95	—	—	10	24
Call · $9 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:59:50.771 UTC Last — Breakeven — Implied vol 107% Delta 0.942 ≈94% ITM Gamma 0.06 Theta -0.013 Vega 0.002 Open interest — OI effective date — Model this call Put · $9 Daily-bar session Jul 7, 2026 Quote as of 2026-09-09 19:59:35.486 UTC Last $0.35 Breakeven $8.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 OI effective date Sep 4, 2026 Model this put
—	2	77.6%	0.893	$0.30	$2.95	$3.60		$0.15	$0.00	$0.95	—	—	1	46
Call · $10 In the money Daily-bar session Jun 29, 2026 Quote as of 2026-09-09 19:59:33.179 UTC Last $3.60 Breakeven $13.60 Implied vol 77.6% Delta 0.893 ≈89% ITM Gamma 0.131 Theta -0.015 Vega 0.003 Open interest — OI effective date — Model this call Put · $10 Daily-bar session Apr 21, 2026 Quote as of 2026-09-09 19:59:35.468 UTC Last $0.15 Breakeven $9.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 46 OI effective date Sep 4, 2026 Model this put
6	12	25.7%	0.891	$0.50	$0.65	$0.55		$0.05	$0.00	$0.05	—	—	5	39
Call · $11 In the money Daily-bar session Sep 9, 2026 Quote as of 2026-09-09 19:59:59.984 UTC Last $0.55 Breakeven $11.55 Implied vol 25.7% Delta 0.891 ≈89% ITM Gamma 0.402 Theta -0.006 Vega 0.003 Open interest 6 OI effective date Sep 4, 2026 Model this call Put · $11 Daily-bar session Sep 1, 2026 Quote as of 2026-09-09 19:59:33.403 UTC Last $0.05 Breakeven $10.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 39 OI effective date Sep 4, 2026 Model this put
Underlying $11.54
1k	1	—	—	$0.00	$0.05	$0.04		$0.45	$0.40	$0.55	-0.867	21.6%	3	865
Call · $12 Daily-bar session Sep 9, 2026 Quote as of 2026-09-09 19:59:39.512 UTC Last $0.04 Breakeven $12.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1k OI effective date Sep 4, 2026 Model this call Put · $12 In the money Daily-bar session Sep 9, 2026 Quote as of 2026-09-09 19:59:59.775 UTC Last $0.45 Breakeven $11.55 Implied vol 21.6% Delta -0.867 ≈87% ITM Gamma 0.551 Theta -0.004 Vega 0.004 Open interest 865 OI effective date Sep 4, 2026 Model this put
1.1k	8	—	—	$0.00	$0.05	$0.02		$1.50	$1.05	$1.80	—	—	1	12
Call · $13 Daily-bar session Sep 2, 2026 Quote as of 2026-09-09 19:59:35.901 UTC Last $0.02 Breakeven $13.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.1k OI effective date Sep 4, 2026 Model this call Put · $13 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-09 19:57:35.118 UTC Last $1.50 Breakeven $11.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 OI effective date Sep 4, 2026 Model this put
1.3k	11	—	—	$0.00	$0.05	$0.03		$1.91	$1.05	$3.80	—	—	1	21
Call · $14 Daily-bar session Sep 9, 2026 Quote as of 2026-09-09 19:59:51.984 UTC Last $0.03 Breakeven $14.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.3k OI effective date Sep 4, 2026 Model this call Put · $14 In the money Daily-bar session Aug 7, 2026 Quote as of 2026-09-09 19:59:33.177 UTC Last $1.91 Breakeven $12.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 OI effective date Sep 4, 2026 Model this put
468	9	—	—	$0.00	$0.05	$0.08		$1.56	$2.80	$4.00	—	—	73	—
Call · $15 Daily-bar session Aug 13, 2026 Quote as of 2026-09-09 19:59:51.984 UTC Last $0.08 Breakeven $15.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 468 OI effective date Sep 4, 2026 Model this call Put · $15 In the money Daily-bar session Jul 1, 2026 Quote as of 2026-09-09 19:59:27.365 UTC Last $1.56 Breakeven $13.44 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
92	1	—	—	$0.00	$0.10	$0.28		—	$3.80	$5.00	—	—	—	—
Call · $16 Daily-bar session Aug 24, 2026 Quote as of 2026-09-09 19:59:51.984 UTC Last $0.28 Breakeven $16.28 Implied vol — Delta — Gamma — Theta — Vega — Open interest 92 OI effective date Sep 4, 2026 Model this call Put · $16 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:55:02.645 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
14	2	—	—	$0.00	$0.20	$0.01		—	$4.00	$6.70	—	—	—	—
Call · $17 Daily-bar session Aug 20, 2026 Quote as of 2026-09-09 19:59:51.984 UTC Last $0.01 Breakeven $17.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 14 OI effective date Sep 4, 2026 Model this call Put · $17 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:59:33.179 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
10	1	—	—	$0.00	$0.95	$0.23		—	$4.90	$8.10	—	—	—	—
Call · $18 Daily-bar session Apr 8, 2026 Quote as of 2026-09-09 19:59:35.167 UTC Last $0.23 Breakeven $18.23 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 4, 2026 Model this call Put · $18 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:59:33.179 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$5.90	$9.10	—	—	—	—
Call · $19 Daily-bar session Unknown Quote as of 2026-09-09 19:59:33.179 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $19 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:59:33.179 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$6.90	$10.10	—	—	—	—
Call · $20 Daily-bar session Unknown Quote as of 2026-09-09 19:59:35.544 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $20 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:59:33.177 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		$8.90	$7.90	$11.10	—	—	100	—
Call · $21 Daily-bar session Unknown Quote as of 2026-09-09 19:59:35.544 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $21 In the money Daily-bar session Mar 20, 2026 Quote as of 2026-09-09 19:59:33.177 UTC Last $8.90 Breakeven $12.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Mar 20, 2026–Sep 9, 2026; 13 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

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) 122 filings 121 filers Visit website Investor relations