This page reflects TEN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 19, 2026 close
TEN Options Chain
Data as of market close May 19, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 30)
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
15.00
21.50
23.00
26.60
0.00
4
0
0.0%
1.000
0.0000
-0.002
0.000
0.012
20.00
24.31
22.60
26.50
0.00
1
71
183.2%
0.964
0.0035
-0.033
0.010
0.014
22.50
22.18
20.10
24.00
0.00
20
126
159.4%
0.958
0.0045
-0.033
0.011
0.016
25.00
19.46
17.60
20.00
0.00
28
302
166.4%
0.927
0.0067
-0.052
0.017
0.017
30.00
12.50
12.60
15.90
0.00
10
198
77.9%
0.970
0.0070
-0.015
0.008
0.023
35.00
8.90
7.50
10.60
0.50
3
65
104.9%
0.827
0.0196
-0.061
0.032
0.021
40.00
5.50
5.00
5.60
1.20
67
777
57.8%
0.759
0.0434
-0.042
0.039
0.022
45.00
2.22
1.65
2.35
0.52
606
1,441
54.4%
0.488
0.0589
-0.049
0.050
0.015
50.00
0.85
0.45
0.85
0.30
187
260
53.8%
0.233
0.0457
-0.036
0.038
0.008
55.00
0.22
0.00
0.60
-0.26
2
2
55.8%
0.096
0.0246
-0.021
0.021
0.003
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
15.00
0.45
0.00
0.85
0.00
1
1
240.0%
-0.026
0.0020
-0.031
0.008
-0.001
17.50
0.40
0.00
0.75
0.00
1
43
203.1%
-0.028
0.0026
-0.028
0.008
-0.001
20.00
0.06
0.00
0.25
0.00
30
211
143.4%
-0.015
0.0021
-0.012
0.005
-0.001
22.50
0.05
0.00
0.05
0.00
65
119
98.4%
-0.005
0.0012
-0.003
0.002
-0.000
25.00
0.10
0.00
0.70
0.00
130
154
130.9%
-0.042
0.0055
-0.025
0.011
-0.002
30.00
0.23
0.00
0.50
0.00
2
559
87.9%
-0.045
0.0087
-0.018
0.012
-0.002
35.00
0.28
0.05
0.40
-0.02
2
157
56.8%
-0.061
0.0171
-0.014
0.015
-0.002
40.00
0.75
0.40
1.10
-0.60
32
440
55.5%
-0.234
0.0444
-0.035
0.038
-0.009
45.00
2.90
2.55
3.40
-0.71
169
179
57.6%
-0.508
0.0557
-0.046
0.050
-0.020
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.