Home Options TTEChain

TTE

TotalEnergies SEClose $76.69EOD only

Max Pain

$77.50

Next expiry Jul 17, 2026

Expected Move

±$2.88

3.8% from close

Price Gap

+0.81

Distance to max pain

IV Rank

Low premium

P/C OI

0.78

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

This page reflects TTE options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Jul 2, 2026 close

TTE Options Chain

Data as of market close Jul 2, 2026

Expiration

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
60.00	18.50	16.20	17.10	0.00	0	0	85.3%	0.941	0.0092	-0.060	0.018	0.021
70.00	7.60	6.20	7.60	0.00	7	17	54.1%	0.824	0.0319	-0.082	0.039	0.021
75.00	2.30	2.25	2.65	0.70	22	18	27.2%	0.683	0.0871	-0.058	0.054	0.019
77.50	1.15	0.90	1.20	0.50	58	153	25.2%	0.438	0.1042	-0.057	0.059	0.012
80.00	0.35	0.20	0.45	0.12	2	196	25.0%	0.210	0.0769	-0.041	0.043	0.006
82.50	0.10	0.00	0.15	0.00	20	3,046	25.6%	0.081	0.0391	-0.021	0.023	0.002
85.00	0.09	0.00	0.20	0.00	8	322	35.5%	0.078	0.0273	-0.028	0.022	0.002
87.50	0.05	0.00	0.15	0.00	2	138	40.2%	0.053	0.0180	-0.024	0.016	0.002
90.00	0.10	0.00	0.10	0.00	2	735	43.5%	0.035	0.0117	-0.018	0.011	0.001
92.50	0.05	0.00	0.10	0.00	2	58	49.4%	0.031	0.0093	-0.019	0.010	0.001
95.00	0.06	0.00	1.75	0.00	1	96	88.7%	0.128	0.0157	-0.101	0.031	0.003
97.50	0.14	0.00	0.75	0.00	1	34	77.6%	0.068	0.0112	-0.055	0.020	0.002
100.00	0.02	0.00	0.75	0.00	1	237	83.7%	0.063	0.0099	-0.056	0.019	0.002
105.00	0.25	0.00	1.75	0.00	1	3	115.6%	0.103	0.0103	-0.112	0.027	0.003
115.00	0.10	0.00	1.75	0.00	3	3	138.6%	0.088	0.0077	-0.120	0.024	0.002
120.00	0.11	0.00	2.00	0.00	0	50	153.7%	0.091	0.0071	-0.136	0.025	0.002
135.00	0.05	0.00	0.20	0.00	0	1	122.7%	0.013	0.0018	-0.022	0.005	0.000

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
60.00	0.10	0.00	0.15	0.00	1	1	61.1%	-0.017	0.0046	-0.014	0.006	-0.001
65.00	0.10	0.00	0.20	0.00	1	402	52.8%	-0.048	0.0125	-0.028	0.015	-0.001
70.00	0.20	0.00	0.25	0.00	1	330	35.3%	-0.084	0.0291	-0.028	0.023	-0.003
72.50	0.55	0.15	0.40	0.00	10	16	29.1%	-0.148	0.0530	-0.035	0.035	-0.004
75.00	0.70	0.60	0.90	-0.70	49	73	26.2%	-0.311	0.0899	-0.047	0.053	-0.009
77.50	2.00	1.70	1.95	-0.85	111	47	24.2%	-0.565	0.1082	-0.046	0.059	-0.017
80.00	3.79	3.40	4.00	0.79	11	84	30.1%	-0.745	0.0710	-0.045	0.048	-0.023
82.50	6.30	5.70	6.50	-1.20	2	28	41.0%	-0.802	0.0452	-0.053	0.042	-0.026
85.00	9.40	8.00	9.00	0.00	10	1	50.7%	-0.834	0.0327	-0.059	0.037	-0.028
87.50	7.70	10.20	11.50	0.00	9	0	59.6%	-0.855	0.0255	-0.064	0.034	-0.029
90.00	10.46	12.80	14.70	0.00	2	0	59.9%	-0.902	0.0192	-0.046	0.026	-0.032
92.50	13.00	14.90	17.50	0.00	1	0	65.1%	-0.918	0.0155	-0.043	0.023	-0.033
97.50	6.60	19.90	22.50	0.00	0	0	78.3%	-0.930	0.0114	-0.045	0.020	-0.035
115.00	37.90	36.60	40.40	0.00	5	0	102.7%	-0.972	0.0042	-0.023	0.010	-0.043
135.00	57.90	57.40	60.00	0.00	60	0	151.0%	-0.961	0.0037	-0.053	0.013	-0.051

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.