This page reflects TTE options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
TTE 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
50.00
36.91
37.30
40.80
0.00
20
1
352.3%
0.878
0.0039
-0.480
0.030
0.011
70.00
15.90
14.00
14.90
0.00
4
4
53.9%
0.980
0.0061
-0.025
0.007
0.021
72.50
13.30
11.40
12.70
0.00
0
3
52.7%
0.957
0.0118
-0.040
0.013
0.021
80.00
8.14
4.40
5.10
0.00
75
0
38.3%
0.803
0.0494
-0.078
0.041
0.019
82.50
2.95
2.60
3.10
-0.35
16
4
33.6%
0.668
0.0736
-0.088
0.053
0.016
85.00
1.30
1.25
1.45
0.20
352
124
28.5%
0.460
0.0950
-0.080
0.058
0.011
87.50
0.70
0.40
0.65
-0.03
7
94
28.9%
0.250
0.0750
-0.064
0.047
0.006
90.00
0.25
0.00
0.30
0.00
55
345
30.9%
0.124
0.0453
-0.043
0.030
0.003
92.50
0.20
0.00
0.20
0.10
1
3,652
35.7%
0.076
0.0273
-0.035
0.021
0.002
95.00
0.10
0.00
0.15
0.00
36
706
40.6%
0.052
0.0178
-0.029
0.016
0.001
97.50
0.08
0.00
0.75
0.00
1
642
58.2%
0.086
0.0184
-0.061
0.023
0.002
100.00
0.04
0.00
0.10
0.00
10
90
50.2%
0.029
0.0091
-0.023
0.010
0.001
105.00
0.01
0.00
0.75
0.00
1
11
79.2%
0.065
0.0110
-0.068
0.019
0.002
110.00
0.08
0.00
1.00
0.00
4
4
97.7%
0.070
0.0094
-0.088
0.020
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
60.00
0.15
0.00
0.05
0.00
0
2
77.3%
-0.004
0.0012
-0.007
0.002
-0.000
65.00
0.10
0.00
0.10
0.00
1
21
66.8%
-0.010
0.0028
-0.012
0.004
-0.000
70.00
0.10
0.00
0.15
0.00
2
33
53.3%
-0.019
0.0059
-0.016
0.007
-0.000
72.50
0.10
0.00
0.20
0.00
4
107
54.0%
-0.047
0.0123
-0.035
0.014
-0.001
75.00
0.05
0.00
0.25
0.00
4
10
46.6%
-0.065
0.0186
-0.039
0.019
-0.002
77.50
0.15
0.00
0.20
0.05
1
259
34.4%
-0.070
0.0267
-0.030
0.020
-0.002
80.00
0.20
0.20
0.50
-0.37
1
85
32.9%
-0.163
0.0511
-0.052
0.036
-0.004
82.50
0.90
0.65
1.00
-0.45
42
524
29.5%
-0.313
0.0819
-0.066
0.052
-0.008
85.00
2.15
1.70
2.05
0.20
54
353
28.0%
-0.541
0.0967
-0.068
0.058
-0.014
87.50
3.64
3.30
3.90
1.94
2
125
31.3%
-0.732
0.0718
-0.061
0.048
-0.020
90.00
4.25
5.40
6.20
0.00
1
213
38.2%
-0.822
0.0466
-0.057
0.038
-0.023
92.50
8.25
7.80
8.60
0.00
1
262
45.1%
-0.869
0.0323
-0.054
0.031
-0.025
95.00
5.10
9.60
11.60
0.00
160
160
67.6%
-0.827
0.0259
-0.106
0.038
-0.024
97.50
7.40
11.80
14.50
0.00
65
0
86.5%
-0.810
0.0214
-0.146
0.040
-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.