This page reflects TKR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
TKR Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 15)
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
100.00
44.74
37.80
40.10
0.00
10
0
114.3%
0.945
0.0036
-0.135
0.030
0.035
115.00
27.29
22.90
25.20
0.00
3
3
76.6%
0.913
0.0076
-0.130
0.043
0.039
120.00
18.16
18.50
20.50
0.00
1
3
68.9%
0.880
0.0106
-0.146
0.054
0.039
125.00
3.40
16.30
19.90
0.00
0
3
87.9%
0.764
0.0129
-0.274
0.084
0.034
130.00
13.10
9.50
11.90
0.00
1
16
57.8%
0.749
0.0202
-0.190
0.087
0.035
135.00
12.00
5.90
7.70
0.00
5
38
48.4%
0.650
0.0281
-0.184
0.101
0.032
140.00
7.50
4.00
4.70
0.00
1
178
45.3%
0.498
0.0323
-0.183
0.109
0.025
145.00
1.55
1.50
3.20
-2.45
5
20
49.2%
0.359
0.0279
-0.184
0.102
0.018
150.00
0.77
0.70
1.85
-2.13
15
51
48.8%
0.236
0.0231
-0.150
0.084
0.012
155.00
0.45
0.05
1.25
-0.60
2
188
52.2%
0.162
0.0172
-0.127
0.067
0.008
160.00
1.08
0.00
2.30
0.00
1
9
60.3%
0.134
0.0131
-0.129
0.059
0.007
170.00
0.40
0.00
0.75
0.00
1
4
59.6%
0.050
0.0064
-0.061
0.028
0.003
175.00
0.25
0.00
0.95
0.00
1
17
69.4%
0.054
0.0058
-0.075
0.030
0.003
180.00
0.10
0.00
0.95
0.00
1
5
75.9%
0.050
0.0050
-0.077
0.028
0.003
185.00
0.15
0.00
0.95
0.00
2
4
82.1%
0.047
0.0043
-0.079
0.027
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
100.00
0.75
0.00
2.20
0.00
1
29
118.8%
-0.061
0.0037
-0.139
0.033
-0.004
105.00
1.10
0.00
0.75
0.00
1
4
82.1%
-0.033
0.0033
-0.058
0.020
-0.002
110.00
1.65
0.00
0.75
0.00
1
2
70.8%
-0.038
0.0043
-0.056
0.022
-0.002
115.00
2.10
0.00
1.20
0.00
2
3
66.4%
-0.061
0.0067
-0.077
0.033
-0.003
120.00
0.35
0.00
0.75
0.00
1
8
58.0%
-0.084
0.0098
-0.086
0.042
-0.005
125.00
0.77
0.10
1.15
0.12
42
20
52.5%
-0.133
0.0150
-0.108
0.059
-0.007
130.00
1.80
1.20
1.55
0.70
22
117
44.2%
-0.198
0.0231
-0.116
0.076
-0.011
135.00
3.00
2.50
3.00
0.60
3
702
43.3%
-0.337
0.0310
-0.148
0.100
-0.019
140.00
4.10
4.40
6.30
0.00
1
4
52.0%
-0.497
0.0281
-0.193
0.109
-0.029
145.00
6.40
7.40
8.50
0.00
0
1
44.0%
-0.661
0.0305
-0.145
0.100
-0.038
150.00
11.59
10.80
12.90
0.00
5
5
51.2%
-0.752
0.0227
-0.144
0.086
-0.045
170.00
29.40
30.20
32.80
0.00
1
0
67.3%
-0.925
0.0077
-0.074
0.039
-0.061
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.