This page reflects TNGX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
TNGX Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
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
7.41
5.00
9.00
0.00
2
2
150.0%
0.847
0.0265
-0.038
0.014
0.009
19.00
3.50
2.00
5.50
0.00
1
1
113.1%
0.690
0.0525
-0.042
0.021
0.009
20.00
3.20
2.80
4.20
-0.70
10
40
125.4%
0.631
0.0506
-0.050
0.022
0.008
21.00
2.70
2.05
3.00
0.20
1
323
103.6%
0.568
0.0639
-0.043
0.023
0.008
22.00
1.70
1.65
3.00
0.00
6
6
112.6%
0.514
0.0596
-0.047
0.024
0.007
23.00
1.75
1.35
3.00
-0.25
6
146
121.2%
0.470
0.0552
-0.050
0.024
0.006
24.00
1.50
1.05
1.70
0.20
10
52
100.4%
0.380
0.0638
-0.040
0.023
0.005
25.00
1.45
0.85
1.60
-0.05
14
153
105.1%
0.339
0.0586
-0.040
0.022
0.005
26.00
3.75
0.00
1.60
0.00
1
5
94.8%
0.262
0.0578
-0.032
0.019
0.004
27.00
0.98
0.10
4.90
0.00
2
2
181.2%
0.412
0.0361
-0.073
0.023
0.005
28.00
3.90
0.00
4.90
0.00
0
6
188.5%
0.397
0.0344
-0.075
0.023
0.005
29.00
2.70
0.00
4.90
0.00
1
56
197.4%
0.386
0.0326
-0.078
0.023
0.005
30.00
0.70
0.40
1.70
0.00
7
3,111
140.5%
0.247
0.0378
-0.046
0.019
0.003
31.00
2.70
0.00
1.70
0.00
2
32
136.7%
0.212
0.0357
-0.041
0.017
0.003
32.00
2.65
0.00
4.90
0.00
0
1
221.0%
0.362
0.0285
-0.085
0.022
0.004
33.00
1.50
0.00
4.90
0.00
0
1
228.0%
0.355
0.0275
-0.088
0.022
0.004
36.00
2.04
0.00
4.90
0.00
0
5
247.3%
0.339
0.0249
-0.093
0.022
0.004
40.00
1.50
0.00
4.90
0.00
0
1
269.5%
0.323
0.0224
-0.100
0.021
0.004
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
15.00
1.00
0.00
4.90
0.00
0
1
244.8%
-0.200
0.0192
-0.069
0.017
-0.005
17.00
1.23
0.00
4.90
0.00
1
1
195.0%
-0.251
0.0275
-0.063
0.019
-0.006
18.00
1.45
0.10
2.15
0.00
25
26
105.9%
-0.245
0.0500
-0.033
0.019
-0.005
19.00
2.00
0.10
4.90
0.00
1
7
151.5%
-0.321
0.0398
-0.054
0.021
-0.007
20.00
2.71
0.10
4.90
0.00
1
30
128.9%
-0.369
0.0492
-0.049
0.022
-0.008
21.00
3.70
0.50
4.90
0.00
1
8
114.4%
-0.427
0.0577
-0.045
0.023
-0.009
22.00
2.78
1.10
5.50
0.00
0
10
114.8%
-0.484
0.0584
-0.045
0.024
-0.011
23.00
4.36
1.65
6.00
0.00
12
28
110.0%
-0.546
0.0607
-0.043
0.024
-0.012
25.00
4.50
3.30
7.50
0.00
0
12
116.5%
-0.635
0.0543
-0.043
0.022
-0.015
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.