This page reflects TSAT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
TSAT 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
17.50
26.00
32.80
36.80
0.00
0
2
649.8%
0.924
0.0023
-0.314
0.013
0.004
22.50
30.00
0.00
0.00
0.00
0
0
0.0%
1.000
0.0000
-0.003
0.000
0.009
25.00
22.85
21.70
24.40
0.00
1
137
146.1%
0.992
0.0015
-0.013
0.002
0.009
30.00
25.00
16.00
18.80
0.00
2
36
191.6%
0.926
0.0078
-0.093
0.013
0.010
35.00
13.50
11.90
14.60
0.00
1
32
103.7%
0.952
0.0102
-0.039
0.009
0.012
40.00
8.45
7.40
9.50
-4.01
1
79
79.3%
0.897
0.0241
-0.052
0.017
0.013
45.00
3.25
3.20
6.00
0.00
1
147
76.0%
0.698
0.0488
-0.092
0.033
0.011
50.00
2.25
0.70
2.70
0.55
2
132
65.1%
0.404
0.0633
-0.087
0.036
0.007
55.00
0.80
0.00
0.80
0.10
55
147
59.5%
0.136
0.0391
-0.044
0.021
0.002
60.00
0.55
0.05
0.45
0.00
2
152
74.5%
0.074
0.0201
-0.036
0.013
0.001
65.00
0.05
0.00
0.95
0.00
2
438
108.8%
0.095
0.0166
-0.062
0.016
0.002
70.00
0.50
0.05
0.75
0.00
50
54
122.5%
0.074
0.0122
-0.058
0.013
0.001
75.00
0.50
0.00
0.75
0.00
40
12
136.7%
0.063
0.0097
-0.057
0.012
0.001
80.00
2.20
0.00
0.00
0.00
250
0
50.0%
0.000
0.0000
0.000
0.000
0.000
85.00
2.00
0.05
0.95
0.00
0
1
174.4%
0.067
0.0079
-0.076
0.012
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
15.00
0.15
0.00
0.00
0.00
0
0
50.0%
0.000
0.0000
0.000
0.000
0.000
20.00
1.55
0.00
2.15
0.00
0
1
347.5%
-0.052
0.0032
-0.123
0.010
-0.001
22.50
0.65
0.00
2.30
0.00
1
5
313.5%
-0.061
0.0041
-0.127
0.011
-0.002
25.00
0.14
0.00
0.75
0.00
3
2
207.6%
-0.035
0.0040
-0.054
0.007
-0.001
30.00
0.20
0.00
0.75
0.00
30
26
157.4%
-0.046
0.0065
-0.051
0.009
-0.001
35.00
0.10
0.00
0.35
0.00
2
64
96.1%
-0.037
0.0090
-0.026
0.008
-0.001
40.00
0.38
0.10
0.55
-0.09
2
693
72.1%
-0.085
0.0229
-0.037
0.015
-0.002
45.00
2.20
0.85
3.20
0.00
2
142
88.2%
-0.319
0.0431
-0.104
0.034
-0.007
50.00
4.59
2.55
5.10
0.00
8
473
68.4%
-0.589
0.0605
-0.086
0.037
-0.012
55.00
12.30
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.006
0.000
-0.021
60.00
18.40
10.70
13.50
0.00
1
1
61.7%
-0.962
0.0143
-0.010
0.008
-0.022
65.00
19.55
22.10
25.00
0.00
0
1
299.3%
-0.588
0.0138
-0.385
0.037
-0.020
85.00
30.00
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.010
0.000
-0.033
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.