This page reflects TRI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
TRI Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
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
70.00
31.70
30.10
33.10
12.40
15
3
242.4%
0.962
0.0037
-0.313
0.008
0.005
75.00
26.90
25.50
28.10
-3.19
65
16
218.6%
0.945
0.0056
-0.379
0.010
0.006
80.00
21.40
19.40
23.10
-5.67
720
130
143.8%
0.968
0.0055
-0.167
0.007
0.006
85.00
16.40
15.30
18.10
-3.70
720
133
140.0%
0.922
0.0114
-0.321
0.013
0.006
90.00
11.90
10.30
13.10
2.64
85
118
105.1%
0.894
0.0190
-0.302
0.017
0.006
95.00
5.30
5.10
8.10
0.00
5
50
65.8%
0.852
0.0384
-0.241
0.021
0.007
100.00
2.65
1.30
2.95
1.20
2
140
59.1%
0.579
0.0723
-0.359
0.036
0.005
105.00
0.72
0.25
0.90
0.32
27
142
56.3%
0.227
0.0585
-0.261
0.028
0.002
110.00
0.25
0.00
0.30
0.00
2
89
53.0%
0.039
0.0173
-0.068
0.008
0.000
115.00
0.05
0.00
0.10
0.00
1
927
60.9%
0.010
0.0047
-0.024
0.002
0.000
120.00
0.10
0.00
0.75
0.00
1
25
110.6%
0.047
0.0097
-0.166
0.009
0.000
125.00
0.10
0.00
0.05
0.00
106
153
84.4%
0.003
0.0012
-0.011
0.001
0.000
130.00
0.15
0.00
2.15
0.00
1
2
189.3%
0.082
0.0088
-0.439
0.014
0.001
135.00
0.43
0.00
2.15
0.00
0
1
208.6%
0.074
0.0074
-0.448
0.013
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
45.00
0.53
0.00
2.15
0.00
0
1
518.6%
-0.025
0.0012
-0.468
0.005
-0.000
50.00
0.15
0.00
0.05
0.00
1
7
254.7%
-0.001
0.0001
-0.011
0.000
-0.000
55.00
0.14
0.00
0.05
0.00
1
8
221.9%
-0.001
0.0002
-0.010
0.000
-0.000
60.00
0.05
0.00
0.05
0.00
16
145
193.8%
-0.001
0.0002
-0.011
0.000
-0.000
65.00
0.05
0.00
0.75
0.00
101
69
246.3%
-0.019
0.0020
-0.171
0.004
-0.000
70.00
0.10
0.00
0.75
0.00
1
58
210.7%
-0.022
0.0027
-0.170
0.005
-0.000
75.00
0.10
0.00
0.75
0.00
3
372
177.1%
-0.027
0.0038
-0.167
0.006
-0.000
80.00
0.03
0.00
0.05
-0.12
1
307
93.0%
-0.003
0.0009
-0.011
0.001
-0.000
85.00
0.05
0.00
0.20
0.00
1
2,192
87.5%
-0.014
0.0044
-0.047
0.003
-0.000
90.00
0.43
0.00
0.75
0.00
1
55
83.6%
-0.061
0.0157
-0.152
0.011
-0.001
95.00
0.30
0.05
1.10
-0.70
1
265
60.7%
-0.130
0.0381
-0.194
0.019
-0.001
100.00
1.42
0.90
3.50
-0.03
2
145
62.5%
-0.424
0.0685
-0.368
0.036
-0.004
105.00
2.56
3.50
6.20
0.00
150
287
51.5%
-0.795
0.0603
-0.213
0.026
-0.007
110.00
8.10
7.80
11.10
0.80
1
123
64.6%
-0.925
0.0239
-0.127
0.013
-0.008
115.00
12.34
12.80
15.10
0.00
0
50
118.1%
-0.878
0.0187
-0.352
0.018
-0.008
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.