This page reflects TTAN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
TTAN 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
45.00
25.20
44.90
47.60
0.00
1
1
321.9%
0.995
0.0006
-0.071
0.001
0.004
55.00
15.69
34.20
38.00
0.00
1
1
418.7%
0.936
0.0036
-0.729
0.010
0.004
60.00
27.04
29.30
33.20
0.00
3
15
201.6%
0.991
0.0014
-0.072
0.002
0.005
65.00
21.47
24.20
28.10
0.00
1
10
139.8%
0.997
0.0008
-0.026
0.001
0.005
70.00
19.40
19.20
23.30
0.00
2
76
135.5%
0.986
0.0031
-0.073
0.003
0.006
75.00
16.42
14.30
18.20
2.07
3
86
105.1%
0.982
0.0051
-0.073
0.004
0.006
80.00
10.95
10.60
13.10
-0.30
6
264
115.3%
0.903
0.0180
-0.281
0.014
0.006
85.00
7.20
4.80
7.00
2.50
4
375
81.8%
0.836
0.0366
-0.287
0.020
0.006
90.00
3.43
0.85
4.90
1.18
44
821
60.2%
0.602
0.0776
-0.326
0.032
0.004
95.00
0.90
0.50
2.40
0.25
12
432
77.3%
0.289
0.0535
-0.367
0.028
0.002
100.00
0.25
0.15
0.90
0.05
43
736
79.5%
0.105
0.0278
-0.201
0.015
0.001
105.00
0.05
0.00
0.10
0.00
1
1,235
66.0%
0.010
0.0048
-0.024
0.002
0.000
110.00
0.20
0.00
0.70
0.00
2
123
118.7%
0.045
0.0097
-0.156
0.008
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
35.00
0.15
0.00
2.15
0.00
1
1
617.2%
-0.023
0.0011
-0.467
0.005
-0.000
50.00
0.05
0.00
2.15
0.00
1
48
412.5%
-0.037
0.0023
-0.454
0.007
-0.000
55.00
0.02
0.00
0.75
0.00
1
353
282.8%
-0.018
0.0019
-0.172
0.004
-0.000
60.00
0.41
0.00
0.35
0.00
2
99
209.4%
-0.011
0.0016
-0.082
0.002
-0.000
65.00
0.05
0.00
0.75
0.00
2
995
201.6%
-0.026
0.0036
-0.168
0.005
-0.000
70.00
0.03
0.00
0.75
0.00
10
107
164.5%
-0.033
0.0054
-0.164
0.006
-0.000
75.00
0.08
0.00
0.50
0.00
2
961
118.0%
-0.030
0.0070
-0.111
0.006
-0.000
80.00
0.05
0.00
0.65
-0.20
2
56
91.2%
-0.053
0.0143
-0.135
0.009
-0.000
85.00
0.39
0.20
0.60
-0.35
6
506
61.2%
-0.099
0.0346
-0.146
0.014
-0.001
90.00
1.63
1.20
2.20
-1.04
5
24
58.4%
-0.396
0.0798
-0.306
0.032
-0.003
95.00
3.99
2.60
6.70
0.00
0
15
56.0%
-0.786
0.0631
-0.216
0.024
-0.006
100.00
31.60
7.00
10.90
0.00
3
3
133.3%
-0.760
0.0282
-0.561
0.026
-0.007
105.00
27.90
12.00
15.80
0.00
0
0
53.1%
-0.998
0.0013
0.008
0.000
-0.009
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.