This page reflects TARS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
TARS Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 15)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
45.00
21.46
18.00
22.90
0.00
9
0
70.3%
0.997
0.0009
-0.008
0.001
0.017
57.50
7.00
6.50
10.60
0.00
1
1
62.1%
0.872
0.0262
-0.065
0.027
0.019
60.00
7.27
4.50
7.90
3.97
3
17
52.0%
0.821
0.0392
-0.068
0.033
0.018
65.00
3.30
1.00
4.90
0.00
3
29
51.7%
0.553
0.0597
-0.097
0.051
0.013
67.50
1.55
0.00
4.90
0.00
1
7
62.9%
0.430
0.0487
-0.116
0.050
0.010
70.00
1.50
0.20
4.90
1.00
2
34
81.6%
0.370
0.0361
-0.144
0.048
0.008
75.00
0.20
0.00
3.70
-0.30
10
2,313
93.9%
0.261
0.0270
-0.142
0.042
0.006
80.00
0.15
0.00
3.00
0.00
7
118
107.1%
0.199
0.0203
-0.138
0.036
0.004
85.00
0.05
0.10
0.30
-0.25
1
2,362
75.2%
0.045
0.0099
-0.033
0.012
0.001
90.00
4.00
0.00
4.90
0.00
2
15
168.4%
0.213
0.0135
-0.225
0.037
0.004
95.00
1.65
0.00
4.90
0.00
1
3
184.6%
0.199
0.0118
-0.237
0.036
0.004
100.00
0.40
0.00
4.90
0.00
40
2,038
199.5%
0.188
0.0105
-0.247
0.035
0.004
105.00
1.30
0.25
4.90
0.00
1
2
216.7%
0.185
0.0096
-0.265
0.034
0.004
110.00
1.25
0.00
0.00
0.00
1
0
50.0%
0.000
0.0000
0.000
0.000
0.000
115.00
1.35
0.00
5.00
0.00
1
1
239.3%
0.167
0.0082
-0.275
0.032
0.003
120.00
0.85
0.00
5.00
0.00
1
3
250.5%
0.162
0.0076
-0.282
0.031
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
40.00
1.45
0.00
4.90
0.00
1
2
258.5%
-0.110
0.0057
-0.221
0.024
-0.004
45.00
0.54
0.00
0.00
0.00
1
0
50.0%
-0.000
0.0000
-0.000
0.000
-0.000
50.00
0.95
0.00
3.50
0.00
164
159
148.9%
-0.141
0.0117
-0.151
0.029
-0.004
55.00
2.75
0.15
0.90
0.00
2
9
73.0%
-0.097
0.0184
-0.057
0.022
-0.003
57.50
1.80
0.20
4.90
0.00
1
1,104
114.2%
-0.243
0.0214
-0.161
0.040
-0.007
60.00
1.20
0.80
2.80
-2.05
2
3,103
77.7%
-0.256
0.0323
-0.112
0.041
-0.007
62.50
3.30
0.20
4.20
-1.40
10
13
67.2%
-0.334
0.0423
-0.109
0.047
-0.009
65.00
3.80
1.85
4.90
0.00
4
5
68.1%
-0.448
0.0453
-0.120
0.051
-0.012
70.00
10.10
4.30
8.00
0.00
1
1,416
62.0%
-0.684
0.0447
-0.095
0.046
-0.019
75.00
15.00
13.50
18.30
0.00
2
0
185.0%
-0.576
0.0165
-0.326
0.050
-0.020
85.00
15.70
0.00
0.00
0.00
0
0
0.0%
-1.000
0.0000
0.010
0.000
-0.033
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.