Options

TSLL options

Figures as of 28 Sep 2026

The options figures are from the close on 28 Sep 2026.

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At a glance

FigureValueDate
IV rank33 of 10028 Sep
At the money IV87.0%28 Sep
Priced move to 30 Oct25.4% down, 26.3% up28 Sep
Call wall and put wall10 and 9.528 Sep
Last close9.1528 Sep

Options Snapshot

TSLL's IV rank is 33 of 100 on 28 Sep 2026.

FigureValue
IV rank33 of 100
At the money IV87.0%, near month, 32 days
Put/call ratio, open interest0.56
Call open interest, strikes captured near the price303,000 contracts
Put open interest, strikes captured near the price169,000 contracts
Cost to trade at the moneyTight, 4.8% of the option's mid price

IV rank is where the at the money IV sits among TSLL's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, TSLL options priced a move of 25.4 percent down and 26.3 percent up by 30 Oct 2026.

ExpiryDaysDownUpRange
2 Oct 202648.3%8.5%8.39 to 9.93
9 Oct 20261113.1%12.9%7.95 to 10.33
23 Oct 20262523.5%23.2%7.00 to 11.27
30 Oct 20263225.4%26.3%6.83 to 11.56
20 Nov 20265331.8%31.8%6.24 to 12.06
18 Dec 20268138.4%38.4%5.64 to 12.66
19 Mar 202717256.4%56.4%3.99 to 14.31

The range is one standard deviation either side of the close of 9.15, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, TSLL's call wall is the 10 strike and its put wall is the 9.5 strike.

FigureValue
Call wall, most open call gamma10
Put wall, most open put gamma9.5
Flip strike, where net gamma changes sign9.7
Net dollar gamma, calls minus puts$361,987
Total dollar gamma, both sides$4.72 million
Close9.15

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, TSLL's at the money IV is 87.0 percent against 20 day realized volatility of 91.3 percent.

FigureValue
At the money IV87.0%
Realized volatility, 20 trading days91.3%
Realized volatility, 60 trading days109.0%
IV against its own weekly recordIn the middle
Weekly readings on record186, from 23 Sep 2022
Weeks the price moved more than the one week priced move31.4% of 185 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, TSLL's at the money IV runs from 79.6 percent at 4 days to 82.2 percent at 172 days.

Days to expiryAt the money IV
479.6%
1176.1%
1878.3%
2588.9%
3980.5%
5383.5%
8181.5%
17282.2%

Far expiries price more volatility than near ones, an upward sloping term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 32 day expiry, TSLL's IV ten percent below the price sits 3.3 points below at the money IV.

Strike areaImplied volatilityAgainst at the money
10% below the price83.7%-3.3 points
At the money87.0%0.0 points
10% above the price87.1%+0.2 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, TSLL's surface spans 10 expiries out to 172 days, with IV from 3.1 to 93.8 percent near the price.

FigureValue
Expiries captured10
Nearest expiry2 Oct 2026, 4 days
Farthest expiry19 Mar 2027, 172 days
Points within 10% of the price, 7 days out or more30
Lowest IV among them3.1%
Highest IV among them93.8%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, TSLL has 10 captured expiries, from 2 Oct 2026 to 19 Mar 2027.

ExpiryDaysAt the money IVCall open interestPut open interest
2 Oct 2026479.6%30,61829,781
9 Oct 20261176.1%15,81310,168
16 Oct 20261878.3%37,80717,010
23 Oct 20262588.9%12,8577,908
30 Oct 20263287.0%9,7175,109
6 Nov 20263980.5%140281
20 Nov 20265383.5%20,67310,428
18 Dec 20268181.5%35,12933,701
15 Jan 202710982.5%123,38047,571
19 Mar 202717282.2%16,6497,360

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, TSLL's largest open interest sits at the 10 strike, with 66,292 contracts across the captured expiries.

StrikeCall open interestPut open interestTotal
1038,25228,04066,292
918,67722,36741,044
1228,6297,91636,545
1126,9587,39034,348
814,09118,92833,019
515,70312,16827,871

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, TSLL's at the money IV moved from 81.2 percent to 87.0 percent.

Figure25 Sep28 SepChange
At the money IV81.2%87.0%+5.8 points
Open interest, strikes captured near the price475,970472,100-3,870
Put/call ratio, open interest0.450.56+0.11

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 114,889 TSLL option contracts traded, 1.4 times its own recent average.

FigureValue
Calls traded80,955
Puts traded33,934
Against its recent average1.4 times
Open interest, whole chain841,671 contracts
Volume to open interest0.14
Unusual volume flagYes, 3 contracts traded well above open interest
Largest flagged contractThe 9 call expiring 2 Oct, 5,694 traded against 1,538 open

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 3 trading days of TSLL's option positioning, from 24 Sep 2026 to 28 Sep 2026.

DateCloseNet dollar gammaTop call strikeTop put strike
24 Sep 202610.25$5.34 million10.510
28 Sep 20269.15$361,987109.5

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Price Chart

TSLL closed at 9.15 on 28 Sep 2026.

FigureValue
Last close9.15
Change over 5 trading days-10.2%
Change over 21 trading days-1.7%
Change over 63 trading days-32.9%
Change over 252 trading days-52.3%
52 week high23.74
52 week low6.70
20 day moving average9.74
50 day moving average9.00
200 day moving average13.51
RSI, 14 days45

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Questions

What is TSLL's IV rank?
TSLL's IV rank is 33 of 100 on 28 Sep 2026.
What move are TSLL options pricing?
On 28 Sep 2026, TSLL options priced a move of 25.4 percent down and 26.3 percent up by 30 Oct 2026.
Where are TSLL's call wall and put wall?
On 28 Sep 2026, TSLL's call wall is the 10 strike and its put wall is the 9.5 strike.

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