This page reflects TARS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
TARS Options Chain
Data as of market close Oct 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 14)
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
55.00
19.00
16.50
20.20
0.00
4
4
131.9%
0.925
0.0083
-0.115
0.018
0.015
57.50
10.64
0.00
0.00
0.00
2
0
0.0%
1.000
0.0000
-0.007
0.000
0.017
60.00
13.20
12.00
16.70
0.00
1
0
151.4%
0.831
0.0129
-0.230
0.033
0.014
62.50
14.40
10.00
14.80
0.00
2
2
75.5%
0.921
0.0151
-0.072
0.019
0.017
65.00
9.10
7.50
12.20
0.00
1
5,002
60.4%
0.913
0.0203
-0.063
0.020
0.018
67.50
7.30
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.008
0.000
0.020
75.00
4.50
1.00
5.30
0.00
13
1,005
63.2%
0.500
0.0488
-0.152
0.052
0.010
80.00
2.70
0.00
4.90
0.00
7
22
84.5%
0.342
0.0336
-0.185
0.047
0.007
85.00
1.50
0.00
4.90
0.00
1
22
111.0%
0.280
0.0234
-0.222
0.043
0.006
90.00
7.50
0.00
4.90
0.00
1
55
133.7%
0.243
0.0181
-0.248
0.040
0.005
95.00
1.40
0.00
4.90
0.00
0
1
153.7%
0.219
0.0149
-0.268
0.038
0.004
100.00
2.00
0.00
4.90
0.00
1
3
171.6%
0.201
0.0127
-0.285
0.036
0.004
105.00
2.45
0.00
4.90
0.00
2
2
188.0%
0.188
0.0111
-0.299
0.035
0.004
110.00
1.05
0.00
4.90
0.00
1
1
203.2%
0.177
0.0099
-0.311
0.034
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.30
0.00
4.90
0.00
0
1
450.8%
-0.060
0.0020
-0.315
0.015
-0.002
35.00
0.75
0.00
4.90
0.00
0
1
385.5%
-0.072
0.0027
-0.308
0.018
-0.002
40.00
1.20
0.20
4.90
0.00
1
2
334.3%
-0.086
0.0036
-0.308
0.020
-0.003
45.00
2.23
0.00
4.90
0.00
1
4
280.6%
-0.100
0.0048
-0.289
0.023
-0.003
50.00
2.33
0.00
4.50
0.00
1
7
229.0%
-0.114
0.0065
-0.259
0.025
-0.003
55.00
0.85
0.00
4.90
0.00
1
6,004
195.5%
-0.143
0.0089
-0.258
0.029
-0.004
57.50
0.80
0.00
4.90
0.00
1
187
176.0%
-0.158
0.0106
-0.248
0.031
-0.004
60.00
0.50
0.00
4.90
0.00
3
56
157.1%
-0.176
0.0127
-0.237
0.033
-0.005
62.50
0.50
0.00
4.90
0.00
1
5
138.5%
-0.197
0.0155
-0.224
0.036
-0.005
65.00
0.65
0.00
4.90
0.00
1
2
120.1%
-0.223
0.0192
-0.208
0.039
-0.006
70.00
2.05
0.00
2.40
0.00
10
59
55.5%
-0.241
0.0435
-0.099
0.040
-0.006
75.00
3.39
2.25
6.50
0.00
10
20
75.9%
-0.492
0.0407
-0.173
0.052
-0.012
80.00
4.70
5.40
9.50
0.00
2
3
73.4%
-0.688
0.0373
-0.146
0.046
-0.018
85.00
4.27
9.20
13.50
0.00
1
1
71.0%
-0.842
0.0263
-0.092
0.031
-0.022
90.00
10.90
13.70
18.50
0.00
0
1
81.0%
-0.898
0.0170
-0.075
0.023
-0.025
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.