This page reflects TSAT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
TSAT Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 15)
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
12.75
0.00
0.00
0.00
5
0
0.0%
1.000
0.0000
-0.002
0.000
0.006
20.00
6.90
12.50
15.60
0.00
8
13
0.0%
1.000
0.0000
-0.002
0.000
0.008
22.50
8.47
10.80
13.90
0.00
1
1
0.0%
1.000
0.0000
-0.003
0.000
0.009
25.00
19.80
19.20
22.00
0.00
15
18
237.7%
0.940
0.0055
-0.094
0.011
0.008
30.00
18.25
14.20
17.10
0.00
5
224
186.1%
0.915
0.0092
-0.097
0.014
0.010
35.00
13.10
10.30
11.80
5.97
1
256
117.5%
0.909
0.0155
-0.066
0.015
0.012
40.00
7.40
5.60
7.70
-1.06
57
171
66.6%
0.883
0.0327
-0.046
0.018
0.013
45.00
3.90
2.50
4.50
-2.31
1
173
77.1%
0.604
0.0551
-0.099
0.035
0.009
50.00
2.95
1.05
1.50
0.00
2
117
71.0%
0.315
0.0552
-0.083
0.032
0.005
55.00
1.90
0.15
0.60
0.00
5
133
69.6%
0.116
0.0310
-0.045
0.018
0.002
60.00
0.43
0.15
0.50
-0.02
1
83
89.6%
0.083
0.0188
-0.045
0.014
0.001
65.00
0.45
0.00
0.40
0.00
1
66
98.8%
0.049
0.0113
-0.033
0.009
0.001
70.00
1.35
0.00
0.95
0.00
1
6
137.6%
0.081
0.0120
-0.067
0.014
0.001
75.00
0.10
0.00
0.30
0.00
101
101
123.6%
0.031
0.0062
-0.028
0.006
0.000
80.00
1.87
0.00
2.20
0.00
0
2
205.7%
0.124
0.0110
-0.137
0.019
0.002
85.00
1.40
0.00
2.15
0.00
0
1
219.4%
0.115
0.0098
-0.139
0.018
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
22.50
0.57
0.00
1.15
0.00
25
36
251.8%
-0.044
0.0041
-0.075
0.008
-0.001
25.00
0.15
0.00
1.35
0.00
50
80
229.5%
-0.055
0.0054
-0.082
0.010
-0.001
30.00
0.25
0.00
2.20
0.00
30
126
200.5%
-0.096
0.0094
-0.110
0.015
-0.002
35.00
0.70
0.00
0.50
0.00
1
115
94.5%
-0.054
0.0129
-0.033
0.010
-0.001
40.00
0.73
0.40
0.95
0.15
1
141
78.5%
-0.152
0.0331
-0.059
0.021
-0.003
45.00
1.30
2.00
3.20
0.00
1
297
86.2%
-0.400
0.0495
-0.105
0.035
-0.008
50.00
5.50
4.90
6.50
1.00
10
28
90.0%
-0.636
0.0461
-0.105
0.034
-0.013
55.00
5.85
8.90
10.70
0.00
2
34
97.3%
-0.790
0.0327
-0.085
0.026
-0.018
60.00
14.99
13.30
16.20
0.00
2
2
122.3%
-0.832
0.0227
-0.093
0.023
-0.020
70.00
24.26
23.10
25.80
0.00
2
2
150.0%
-0.896
0.0133
-0.080
0.016
-0.025
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.