This page reflects TFC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
TFC 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
25.00
25.45
0.00
0.00
0.00
3
0
0.0%
1.000
0.0000
-0.003
0.000
0.008
30.00
23.40
0.00
0.00
0.00
10
0
0.0%
1.000
0.0000
-0.004
0.000
0.009
32.50
20.70
0.00
0.00
0.00
5
0
0.0%
1.000
0.0000
-0.004
0.000
0.010
35.00
18.20
0.00
0.00
0.00
5
0
0.0%
1.000
0.0000
-0.004
0.000
0.011
37.50
15.10
0.00
0.00
0.00
2
0
0.0%
1.000
0.0000
-0.004
0.000
0.011
40.00
13.30
0.00
0.00
0.00
5
0
0.0%
1.000
0.0000
-0.005
0.000
0.012
42.50
4.00
3.80
4.60
0.00
0
2
50.2%
0.853
0.0570
-0.046
0.019
0.011
45.00
1.85
1.80
2.10
-0.23
5
207
40.3%
0.681
0.1103
-0.056
0.029
0.009
47.50
0.58
0.45
0.70
-0.15
23
234
35.2%
0.361
0.1322
-0.050
0.030
0.005
50.00
0.13
0.10
0.15
-0.02
53
2,060
33.8%
0.106
0.0674
-0.023
0.015
0.001
52.50
0.01
0.00
0.10
0.00
13
3,759
44.1%
0.057
0.0324
-0.019
0.009
0.001
55.00
0.07
0.00
0.75
0.01
12
8,304
77.1%
0.114
0.0311
-0.055
0.016
0.001
57.50
0.05
0.00
0.10
0.00
8
2,627
60.2%
0.023
0.0111
-0.012
0.004
0.000
60.00
0.10
0.00
0.10
0.00
7
206
69.5%
0.019
0.0084
-0.012
0.004
0.000
62.50
0.12
0.00
0.00
0.00
2
0
50.0%
0.000
0.0003
-0.000
0.000
0.000
65.00
0.05
0.00
0.10
0.00
1
60
87.1%
0.016
0.0056
-0.013
0.003
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
35.00
0.05
0.00
0.10
0.00
3
33
77.7%
-0.016
0.0063
-0.011
0.003
-0.000
37.50
0.12
0.00
0.15
0.00
0
3
65.6%
-0.027
0.0119
-0.015
0.005
-0.000
40.00
0.08
0.00
0.15
0.00
8
57
56.4%
-0.059
0.0260
-0.024
0.009
-0.001
42.50
0.15
0.10
0.20
0.00
2
450
41.0%
-0.103
0.0543
-0.026
0.014
-0.001
45.00
0.55
0.50
0.65
0.00
30
872
36.3%
-0.304
0.1196
-0.045
0.028
-0.004
47.50
1.80
1.40
1.90
0.00
23
1,431
36.2%
-0.635
0.1292
-0.046
0.030
-0.009
50.00
3.41
3.30
4.10
-0.24
10
8,057
47.6%
-0.807
0.0716
-0.043
0.022
-0.012
52.50
6.01
5.40
7.60
0.00
1
3
59.9%
-0.873
0.0433
-0.040
0.017
-0.014
55.00
6.50
8.10
9.00
0.00
1
1
74.5%
-0.895
0.0304
-0.044
0.015
-0.015
57.50
9.94
10.60
11.50
0.00
2
9
87.8%
-0.909
0.0233
-0.046
0.013
-0.016
60.00
10.06
12.30
15.60
0.00
1
0
96.3%
-0.927
0.0179
-0.042
0.011
-0.017
65.00
14.02
18.10
19.10
0.00
1
0
129.7%
-0.917
0.0146
-0.065
0.012
-0.019
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.