This page reflects TXT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Oct 2, 2026 close
TXT 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
65.00
12.00
9.70
12.30
0.00
0
1
58.6%
0.942
0.0151
-0.048
0.015
0.018
70.00
6.00
5.80
7.20
0.00
1
4
51.4%
0.827
0.0378
-0.085
0.034
0.017
72.50
9.43
3.40
4.40
0.00
0
22
45.5%
0.729
0.0553
-0.096
0.044
0.015
75.00
2.15
1.45
2.40
-0.69
5
60
36.7%
0.583
0.0808
-0.091
0.051
0.013
77.50
1.50
0.40
1.05
0.00
5
165
32.3%
0.361
0.0881
-0.075
0.049
0.008
80.00
0.15
0.10
0.30
-0.40
6
1,994
28.5%
0.146
0.0612
-0.040
0.030
0.003
82.50
0.10
0.00
0.30
0.00
1
267
38.7%
0.112
0.0373
-0.045
0.025
0.002
85.00
0.14
0.00
0.20
0.00
8
72
43.4%
0.070
0.0235
-0.035
0.018
0.002
87.50
0.05
0.00
0.20
0.00
1
47
51.5%
0.060
0.0176
-0.037
0.016
0.001
90.00
0.25
0.00
0.10
0.00
1
72
51.8%
0.032
0.0104
-0.022
0.009
0.001
92.50
0.37
0.00
0.55
0.00
0
2
70.7%
0.060
0.0128
-0.051
0.016
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
65.00
0.08
0.00
0.10
0.00
0
10
48.2%
-0.030
0.0106
-0.019
0.009
-0.001
70.00
0.37
0.00
0.55
0.00
1
1
45.7%
-0.147
0.0382
-0.061
0.030
-0.003
72.50
0.25
0.15
0.50
-0.17
5
19
30.5%
-0.190
0.0676
-0.048
0.036
-0.004
75.00
0.90
0.40
1.15
0.00
1
65
27.4%
-0.397
0.1069
-0.060
0.051
-0.009
77.50
2.20
1.45
2.55
0.00
1
101
27.4%
-0.666
0.1010
-0.053
0.048
-0.016
80.00
3.52
3.10
4.60
0.00
1
429
30.0%
-0.841
0.0615
-0.035
0.032
-0.021
82.50
6.30
5.80
7.10
0.60
2
163
40.4%
-0.878
0.0382
-0.040
0.027
-0.022
85.00
8.50
7.90
9.50
0.00
1
0
45.8%
-0.918
0.0251
-0.032
0.020
-0.024
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.