Based on the data (as of July 9, 2026), the two nearest expirations are July 10, 2026 and July 17, 2026. Let me present these with $5 strike increments.

Let me filter and organize the data. I'll parse the option chain into two clean tables.

RDDT — Option Chain: July 10, 2026 (1 day to expiry)

RDDT — Option Chain: July 17, 2026 (8 days to expiry)

Key observations:

• RDDT was trading around ~$194 at the time of this snapshot. The ATM straddle for Jul 17 (195 strike) implies about a $13.70 move (~7%) priced in over 8 days.
• Jul 10 (1 DTE) shows extreme put IV skew — OTM puts carry IVs of 140%+ vs. near-zero for calls, reflecting crash protection demand into a near-dated expiry.
• Jul 17 has a much more balanced skew, with call and put IV both around 62–64% near the money, consistent with a more normalized vol surface.
• Highest OI across both expirations: Jul 17 200 puts (5,195 contracts) and Jul 17 220 calls (3,761 contracts), suggesting key hedging/pinning interest around those levels.

Good question — let me clarify the market mechanics first:

1. Ask size > bid size does NOT mean there are more sellers. In options markets, the market maker posts both sides. Sizes represent the number of contracts the market maker is willing to transact at that price: - Bid size: How many contracts market makers will buy at the bid price - Ask size: How many contracts market makers will sell at the ask price

A larger ask size simply means the market maker is willing to sell more contracts at the ask than they're willing to buy at the bid — it reflects their inventory posture, not the balance of natural buyers vs. sellers.

2. Here are both tables with bid and ask prices included:

RDDT — Option Chain: July 10, 2026 (1 day to expiry)

RDDT — Option Chain: July 17, 2026 (8 days to expiry)

The bid/ask spread tells the story: Jul 10 OTM calls are essentially worthless (bid at zero, market makers unwilling to buy), while the Jul 17 chain has much healthier two-sided markets.

Here are the put-only chains for both expirations, all available strikes:

RDDT — Put Options: July 10, 2026 (1 DTE)

RDDT — Put Options: July 17, 2026 (8 DTE)

Key takeaways:

• Jul 17 is the liquid expiry — tight markets, deep open interest, and far more strikes. Jul 10 is the dying weekly with wide/broken markets beyond the most active strikes.
• Put OI clusters: Jul 17 has massive open interest at the 200 put (5,195), 220 put (3,761), and 300 put (6,588 — likely a legacy LEAP/wing). Jul 10 OI concentrates at 205 (2,583) and 210 (2,030).
• IV skew: Jul 10 deep OTM puts carry absurd IVs (400%+ below 100 strike) — these are effectively untradeable. Jul 17's skew is more orderly, rising from ~63% ATM to ~100% at 240.

You're right — today is July 16, 2026, so July 10 has expired. The next two expirations are July 17, 2026 and July 24, 2026. Here are all available puts with bid and ask prices:

RDDT — Put Options: July 17, 2026 (1 DTE)

RDDT — Put Options: July 24, 2026 (8 DTE)

Snapshot context: This data is as of July 9, 2026, so prices reflect last week's tape — not live July 16 marks. Still, the structure is what matters.

Notable observations:

• Jul 17 (1 DTE): Deepest put OI at 200 (5,195), 220 (3,761), 175 (3,259). ATM IV ~63%, skew steepens aggressively past 240.
• Jul 24 (8 DTE): More balanced. Top OI at 230 (869) and 210 (763). IV structure similar but slightly elevated vs. Jul 17 at the wings — typical for the more deferred weekly.
• The 175 put in Jul 17 stands out with 3,259 OI and relatively tight markets — could be a pinned hedge level.