This page reflects TTAN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
TTAN Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
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
40.00
21.64
21.20
24.00
0.00
1
1
137.3%
0.914
0.0064
-0.070
0.028
0.026
45.00
18.46
16.50
18.90
0.00
1
2
106.3%
0.898
0.0094
-0.062
0.031
0.030
50.00
9.58
12.10
14.60
0.00
1
4
65.3%
0.911
0.0139
-0.037
0.029
0.035
55.00
10.30
9.80
10.30
0.00
1
91
78.5%
0.765
0.0221
-0.078
0.054
0.030
60.00
6.68
6.50
7.20
-0.37
2
551
76.3%
0.631
0.0279
-0.092
0.067
0.026
65.00
4.35
4.10
4.60
-0.45
13
251
73.9%
0.482
0.0305
-0.093
0.071
0.021
70.00
2.50
2.45
2.85
-0.30
105
2,087
73.0%
0.341
0.0284
-0.084
0.065
0.015
75.00
1.50
1.50
1.75
-0.25
11
174
73.9%
0.232
0.0233
-0.070
0.054
0.010
80.00
0.70
0.85
1.15
-0.26
20
154
75.3%
0.154
0.0178
-0.056
0.042
0.007
85.00
0.35
0.45
0.60
0.00
4
62
73.8%
0.091
0.0125
-0.037
0.029
0.004
90.00
0.28
0.25
0.40
0.03
2
348
75.6%
0.058
0.0087
-0.027
0.021
0.003
95.00
0.18
0.05
0.30
0.00
33
37
75.4%
0.034
0.0056
-0.018
0.013
0.002
100.00
0.30
0.00
0.15
0.00
1
304
73.0%
0.016
0.0031
-0.009
0.007
0.001
110.00
1.20
0.00
2.30
0.00
0
0
138.2%
0.108
0.0076
-0.079
0.033
0.005
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
40.00
0.20
0.10
1.30
-0.26
8
25
117.5%
-0.062
0.0059
-0.043
0.022
-0.004
45.00
0.78
0.30
1.05
0.00
3
48
91.6%
-0.076
0.0088
-0.039
0.025
-0.004
50.00
1.05
0.85
1.20
-0.06
3
441
78.5%
-0.124
0.0147
-0.048
0.036
-0.007
55.00
2.25
1.85
2.60
0.33
1
702
77.7%
-0.233
0.0222
-0.071
0.054
-0.013
60.00
3.80
3.60
4.40
-0.10
18
253
75.3%
-0.369
0.0283
-0.083
0.067
-0.021
65.00
6.40
6.10
6.90
0.00
106
191
72.9%
-0.520
0.0309
-0.084
0.071
-0.031
70.00
10.00
9.40
10.30
0.00
2
16
72.7%
-0.660
0.0285
-0.075
0.065
-0.041
75.00
14.85
13.40
14.30
0.00
10
12
74.0%
-0.768
0.0233
-0.062
0.054
-0.049
80.00
18.74
17.40
19.80
0.00
1
23
83.6%
-0.815
0.0180
-0.060
0.047
-0.055
85.00
23.71
22.00
23.70
0.00
1
1
77.1%
-0.898
0.0131
-0.033
0.032
-0.063
100.00
35.00
0.00
0.00
0.00
1
0
0.0%
-1.000
0.0000
0.012
0.000
-0.079
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.