This page reflects TRNS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 19, 2026 close
TRNS Options Chain
Data as of market close May 19, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 30)
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
11.50
8.10
9.10
0.00
25
22
122.8%
0.537
0.0169
-0.164
0.076
0.022
75.00
2.00
1.80
2.15
-1.00
5
10
57.7%
0.304
0.0317
-0.069
0.067
0.015
80.00
1.10
0.55
1.15
-0.48
200
97
54.2%
0.164
0.0238
-0.045
0.047
0.008
85.00
0.50
0.40
0.60
-0.55
100
219
57.7%
0.100
0.0159
-0.034
0.034
0.005
90.00
1.00
0.10
0.35
0.00
201
654
57.3%
0.050
0.0094
-0.020
0.020
0.003
95.00
0.05
0.00
4.70
-3.55
2
6
119.5%
0.206
0.0125
-0.114
0.055
0.009
100.00
0.42
0.00
0.25
0.00
10
349
66.8%
0.026
0.0047
-0.013
0.011
0.001
105.00
0.15
0.00
0.25
0.00
40
40
73.6%
0.024
0.0040
-0.014
0.011
0.001
110.00
1.30
0.00
0.00
0.00
200
0
25.0%
0.000
0.0000
0.000
0.000
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
30.00
0.85
0.40
0.70
0.00
1
3
179.9%
-0.031
0.0020
-0.041
0.013
-0.002
35.00
0.80
0.15
0.40
0.00
0
11
130.3%
-0.023
0.0022
-0.023
0.010
-0.001
40.00
2.14
1.05
1.40
0.00
0
10
152.1%
-0.073
0.0048
-0.069
0.026
-0.005
45.00
0.30
0.25
0.45
0.00
1
11
90.8%
-0.040
0.0050
-0.026
0.017
-0.002
50.00
0.28
0.45
0.65
0.00
10
11
79.4%
-0.068
0.0086
-0.034
0.025
-0.004
55.00
0.71
0.90
1.25
0.00
3
7
73.5%
-0.128
0.0149
-0.050
0.040
-0.008
65.00
1.39
3.20
4.10
0.00
0
6
65.2%
-0.365
0.0301
-0.078
0.072
-0.022
70.00
2.31
5.50
6.00
0.00
1
1
58.4%
-0.534
0.0356
-0.072
0.076
-0.033
110.00
35.50
32.50
37.00
0.00
0
0
0.0%
-1.000
0.0000
0.013
0.000
-0.087
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.