WM Technology, Inc. (MAPS) Options Chain

The options chain displays all available contracts with real-time quotes, Greeks, volume, and open interest for each strike and expiration. It is the primary tool for options trade selection.

WM Technology, Inc. (MAPS) operates in the Technology sector, specifically the Software - Application industry, with a market capitalization near $67.5M, listed on NASDAQ, employing roughly 440 people, carrying a beta of 0.79 to the broader market. WM Technology, Inc. Led by Douglas Francis, public since 2019-10-01.

Snapshot as of May 29, 2026.

Spot Price

$2.50

Total OI

44.5K

Total Volume

0

Front Expiration

49 days

Second Expiration

140 days

ATM IV

26.1%

Avg Bid/Ask Spread

183.61%

As of May 29, 2026, WM Technology, Inc. (MAPS) has 44.5K open contracts and 0 contracts traded. The nearest expiration is 49 days out, followed by 140 days. ATM implied volatility is 26.1%. Average bid/ask spread across the chain is 183.61%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How MAPS options chain Data Feeds Strategy Selection

Strategy selection on WM Technology, Inc. options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 26.1% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the MAPS chain depth

The listed-expirations table above shows every expiration available for WM Technology, Inc. options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. MAPS front expiration sits at 49 days - the typical hedging horizon for monthly options. The contango term-structure slope of 0.009 means longer-dated tenors price in proportionally more IV.

MAPS chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the MAPS chain is 183.61% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the MAPS chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. MAPS's current 7.48% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

Learn how the options chain is reported and how to read the data →

MAPS listed expirations

Per-expiration ATM implied volatility for MAPS options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.