This page reflects TKR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 5, 2026 close
TKR Options Chain
Data as of market close Oct 5, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 11)
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
110.00
9.00
10.30
12.10
0.00
1
3
55.0%
0.834
0.0217
-0.140
0.052
0.027
115.00
5.00
5.90
7.80
0.00
6
10
57.8%
0.687
0.0295
-0.203
0.074
0.023
120.00
4.90
2.75
4.60
0.00
13
113
53.1%
0.524
0.0360
-0.207
0.083
0.018
125.00
2.10
0.75
3.10
0.00
4
33
59.0%
0.369
0.0307
-0.216
0.079
0.012
130.00
0.85
0.00
1.85
0.00
1
17
60.4%
0.242
0.0248
-0.182
0.065
0.008
135.00
0.25
0.00
0.75
0.00
3
25
55.3%
0.122
0.0175
-0.107
0.042
0.004
140.00
2.00
0.00
0.75
0.00
2
8
56.2%
0.064
0.0108
-0.068
0.026
0.002
145.00
0.65
0.00
0.75
0.00
1
7
65.7%
0.056
0.0082
-0.071
0.023
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
90.00
0.25
0.00
0.95
0.00
0
1
101.1%
-0.041
0.0042
-0.084
0.018
-0.002
95.00
0.30
0.00
0.95
0.00
2
2
85.4%
-0.049
0.0057
-0.081
0.021
-0.002
100.00
0.60
0.00
0.75
0.00
1
4
66.4%
-0.050
0.0074
-0.064
0.021
-0.002
105.00
0.05
0.00
0.75
-0.75
2
6
52.0%
-0.062
0.0113
-0.059
0.025
-0.002
110.00
1.20
0.00
0.75
0.00
5
33
46.3%
-0.128
0.0217
-0.090
0.043
-0.005
115.00
0.85
0.75
2.25
-1.73
10
85
50.5%
-0.294
0.0327
-0.160
0.072
-0.011
120.00
2.26
1.35
3.90
0.07
1
9
44.9%
-0.478
0.0426
-0.162
0.083
-0.018
125.00
9.65
4.40
6.50
0.00
1
3
38.7%
-0.711
0.0424
-0.115
0.071
-0.028
130.00
9.55
8.50
10.60
-1.14
5
5
39.5%
-0.868
0.0260
-0.067
0.045
-0.035
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.