This page reflects TKR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 21, 2026 close
TKR Options Chain
Data as of market close May 21, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 28)
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
65.00
44.67
0.00
0.00
0.00
4
0
0.0%
1.000
0.0000
-0.008
0.000
0.050
70.00
29.23
36.90
39.70
0.00
0
1
0.0%
1.000
0.0000
-0.008
0.000
0.054
75.00
30.00
0.00
0.00
0.00
2
0
0.0%
1.000
0.0000
-0.009
0.000
0.057
80.00
18.55
27.60
30.10
0.00
1
2
0.0%
1.000
0.0000
-0.009
0.000
0.061
85.00
23.58
32.80
36.20
0.00
1
38
77.0%
0.955
0.0037
-0.052
0.031
0.061
90.00
9.82
13.60
15.90
0.00
3
29
0.0%
1.000
0.0000
-0.011
0.000
0.069
95.00
21.35
22.90
26.50
0.00
2
20
60.0%
0.927
0.0070
-0.059
0.046
0.065
100.00
17.00
19.30
21.40
0.00
200
208
59.4%
0.876
0.0105
-0.081
0.067
0.064
105.00
13.00
14.20
17.10
0.00
1
129
51.1%
0.835
0.0147
-0.084
0.082
0.064
110.00
11.40
10.70
12.70
1.70
1,050
2,248
57.5%
0.723
0.0177
-0.122
0.110
0.056
115.00
5.98
6.80
8.60
-0.47
7
217
49.0%
0.633
0.0233
-0.116
0.124
0.051
120.00
4.80
4.00
5.50
1.30
1,001
1,181
44.8%
0.507
0.0270
-0.112
0.131
0.042
125.00
1.92
1.95
3.40
0.00
202
115
43.4%
0.372
0.0265
-0.101
0.125
0.031
130.00
1.34
1.10
1.85
-0.34
5
229
41.3%
0.245
0.0231
-0.080
0.103
0.021
135.00
0.87
0.35
1.65
-0.63
4
22
48.5%
0.197
0.0174
-0.082
0.091
0.017
140.00
0.59
0.00
0.00
0.00
2
0
12.5%
0.000
0.0000
-0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
50.00
0.50
0.00
2.25
0.00
0
1
199.5%
-0.032
0.0011
-0.084
0.024
-0.004
55.00
0.55
0.00
2.30
0.00
1
1
181.0%
-0.036
0.0013
-0.084
0.026
-0.004
60.00
1.25
0.20
1.95
0.00
0
1
160.7%
-0.039
0.0016
-0.079
0.028
-0.004
65.00
2.00
0.00
3.00
0.00
1
1
156.6%
-0.053
0.0021
-0.099
0.036
-0.006
70.00
0.55
0.00
2.20
0.00
1
1
130.2%
-0.049
0.0023
-0.076
0.033
-0.005
75.00
2.60
0.10
3.60
0.00
1
2
133.1%
-0.074
0.0032
-0.109
0.046
-0.008
80.00
0.40
0.00
0.75
0.00
1
3
81.2%
-0.029
0.0025
-0.031
0.022
-0.003
85.00
1.03
0.00
1.15
0.00
5
10
77.1%
-0.045
0.0037
-0.042
0.031
-0.005
90.00
2.15
0.00
0.00
0.00
0
0
25.0%
-0.000
0.0000
-0.000
0.000
-0.000
95.00
0.80
0.00
1.80
0.00
400
400
62.6%
-0.080
0.0072
-0.054
0.049
-0.008
105.00
1.20
1.05
1.30
0.05
1
305
46.0%
-0.143
0.0149
-0.059
0.074
-0.014
110.00
3.35
1.25
2.55
0.00
1
310
46.6%
-0.243
0.0204
-0.082
0.103
-0.024
115.00
3.90
2.60
4.30
0.00
3
606
46.1%
-0.362
0.0247
-0.096
0.123
-0.036
120.00
7.30
4.60
6.80
0.00
0
7
46.6%
-0.492
0.0260
-0.102
0.131
-0.050
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.