This page reflects TOL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
TOL 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
115.00
18.58
19.80
22.10
0.00
1
1
65.3%
0.934
0.0084
-0.102
0.030
0.032
120.00
18.35
14.70
17.20
0.00
1
1
52.0%
0.919
0.0123
-0.096
0.035
0.033
125.00
12.62
10.10
12.00
0.00
3
4
55.9%
0.812
0.0205
-0.173
0.063
0.030
130.00
8.52
6.30
8.50
0.00
3
8
56.2%
0.684
0.0270
-0.223
0.084
0.025
135.00
3.57
1.60
4.80
-0.94
2
53
47.1%
0.536
0.0359
-0.208
0.093
0.020
140.00
1.67
0.65
2.85
-0.58
20
464
48.3%
0.366
0.0331
-0.200
0.088
0.014
145.00
0.53
0.15
1.30
-0.34
8
523
45.3%
0.207
0.0268
-0.142
0.067
0.008
150.00
0.22
0.00
0.75
-0.14
3
220
48.4%
0.123
0.0178
-0.107
0.048
0.005
155.00
0.16
0.00
0.15
0.06
5
105
41.2%
0.033
0.0076
-0.033
0.017
0.001
160.00
0.13
0.00
0.35
0.08
5
306
50.2%
0.032
0.0060
-0.038
0.017
0.001
165.00
0.10
0.00
0.40
0.00
1
44
59.0%
0.031
0.0050
-0.044
0.016
0.001
170.00
0.14
0.00
0.35
0.00
1
20
64.6%
0.025
0.0038
-0.041
0.014
0.001
175.00
0.05
0.00
0.25
0.00
1
25
67.8%
0.017
0.0027
-0.031
0.010
0.001
180.00
0.15
0.00
0.05
0.00
0
15
60.5%
0.004
0.0008
-0.008
0.003
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
100.00
0.10
0.00
0.40
0.00
1
12
87.6%
-0.019
0.0022
-0.043
0.011
-0.001
105.00
0.60
0.00
0.00
0.00
0
0
25.0%
0.000
0.0000
0.000
0.000
0.000
110.00
0.28
0.00
0.40
0.00
1
16
63.6%
-0.026
0.0040
-0.040
0.014
-0.001
115.00
0.05
0.00
0.15
-0.04
1
53
49.3%
-0.025
0.0050
-0.030
0.014
-0.001
120.00
0.15
0.05
0.30
0.05
13
324
44.3%
-0.052
0.0103
-0.050
0.025
-0.002
125.00
0.33
0.15
0.55
-0.04
4
129
38.0%
-0.104
0.0202
-0.072
0.042
-0.004
130.00
1.05
0.85
1.35
0.10
4
243
35.2%
-0.237
0.0373
-0.112
0.073
-0.010
135.00
2.84
1.60
3.20
0.29
3
98
34.6%
-0.461
0.0488
-0.139
0.093
-0.020
140.00
5.00
3.90
7.90
0.00
10
53
53.0%
-0.620
0.0306
-0.205
0.089
-0.028
145.00
8.25
8.20
11.30
0.00
1
115
50.5%
-0.766
0.0259
-0.152
0.072
-0.035
150.00
14.00
13.60
15.40
0.00
2
15
49.0%
-0.874
0.0179
-0.092
0.049
-0.040
160.00
27.95
23.10
26.30
0.00
9
27
86.3%
-0.849
0.0116
-0.199
0.055
-0.042
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.