thetaOwl

TYL

Tyler Technologies, Inc.Close $318.10EOD only
Max Pain
$310.00
Next expiry Jul 17, 2026
Expected Move
±$26.60
8.4% from close
Price Gap
-8.10
Distance to max pain
IV Rank
5
Low premium
P/C OI
0.43
Slightly call-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

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

Published Snapshot
Jul 2, 2026 close
TYL Options Chain
Data as of market close Jul 2, 2026

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

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
250.0040.7864.0071.900.0011104.6%0.9010.0027-0.4310.1090.082
270.0028.4045.0052.200.0016781.6%0.8680.0042-0.4150.1330.086
280.0020.0836.0043.000.001273.9%0.8330.0054-0.4380.1560.085
290.0033.2027.4035.0024.801950.5%0.8420.0077-0.2990.1510.091
300.0024.5819.7026.307.8121962.5%0.7100.0088-0.5000.2130.077
310.0012.4515.4021.000.0071954.3%0.6220.0112-0.4800.2370.069
320.0010.009.0014.902.0082261.4%0.5100.0104-0.5620.2480.057
330.005.115.9010.601.0311651.0%0.3820.0120-0.4460.2380.043
340.005.803.307.703.7461451.8%0.2780.0104-0.3960.2090.032
350.002.700.004.802.0011059.0%0.2250.0082-0.4020.1870.026
360.001.550.004.800.453754.1%0.1360.0065-0.2670.1360.016
370.001.000.004.800.0011562.0%0.1210.0052-0.2810.1250.014
380.005.260.004.800.002269.4%0.1100.0043-0.2940.1170.013
390.002.720.004.800.001376.4%0.1010.0037-0.3040.1100.012
400.000.100.000.100.001812147.6%0.0080.0008-0.0240.0140.001
410.003.400.004.800.004489.5%0.0880.0029-0.3220.1000.010
430.000.240.004.800.0018101.4%0.0790.0023-0.3360.0920.009
440.000.240.004.800.0001107.1%0.0760.0021-0.3420.0890.008
450.000.550.004.800.0012112.5%0.0730.0020-0.3480.0860.008

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
220.001.200.004.800.0011128.1%-0.0550.0014-0.3130.069-0.007
230.000.750.004.800.0012115.6%-0.0600.0017-0.3050.075-0.008
240.002.100.003.100.0061593.1%-0.0500.0018-0.2120.064-0.007
250.002.300.002.300.0011176.8%-0.0460.0020-0.1620.060-0.006
260.001.440.001.600.0011761.5%-0.0400.0023-0.1170.054-0.005
270.002.000.902.200.0082760.9%-0.0740.0037-0.1870.087-0.010
280.002.001.008.10-2.4025571.8%-0.1610.0055-0.3840.152-0.021
290.006.211.757.700.0022059.8%-0.1940.0074-0.3590.171-0.025
300.005.493.4010.00-24.7915655.7%-0.2720.0096-0.4010.207-0.036
310.0010.457.8010.50-4.4712050.4%-0.3720.0120-0.4090.236-0.049
320.0036.7012.6016.700.0042053.0%-0.4960.0121-0.4510.249-0.066
330.0031.0616.6021.600.0011256.9%-0.6020.0109-0.4630.240-0.081
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.