TAL Education Group (TAL)
NYSE - NYSE Delayed price. Currency in USD
Add to watchlist
At close: 04:00PM EDT
After hours:
Callsfor16 January 2026
| Contract name | Last trade date | Strike | Last price | Bid | Ask | Change | % change | Volume | Open interest | Implied volatility |
|---|---|---|---|---|---|---|---|---|---|---|
| TAL260116C00003000 | 2024-04-26 9:43AM EDT | 3.00 | 11.20 | 9.70 | 11.20 | +0.64 | +6.06% | 4 | 17 | 57.42% |
| TAL260116C00005000 | 2024-04-11 11:16AM EDT | 5.00 | 7.81 | 7.00 | 11.40 | 0.00 | - | 1 | 5 | 82.08% |
| TAL260116C00007000 | 2024-04-24 12:32PM EDT | 7.00 | 6.70 | 5.70 | 10.00 | 0.00 | - | 4 | 57 | 77.05% |
| TAL260116C00010000 | 2024-03-08 11:57AM EDT | 10.00 | 5.07 | 4.00 | 4.70 | 0.00 | - | 3 | 56 | 44.14% |
| TAL260116C00012000 | 2024-04-12 12:34PM EDT | 12.00 | 4.20 | 4.50 | 5.60 | 0.00 | - | 1 | 205 | 66.85% |
| TAL260116C00015000 | 2024-04-25 11:15AM EDT | 15.00 | 3.93 | 4.00 | 4.30 | 0.00 | - | 1 | 172 | 68.14% |
| TAL260116C00020000 | 2024-04-04 2:58PM EDT | 20.00 | 3.00 | 2.80 | 3.10 | +1.00 | +50.00% | 2 | 154 | 67.43% |
| TAL260116C00025000 | 2024-04-26 11:39AM EDT | 25.00 | 2.00 | 1.95 | 2.30 | -0.10 | -4.76% | 11 | 51 | 66.60% |
Putsfor16 January 2026
| Contract name | Last trade date | Strike | Last price | Bid | Ask | Change | % change | Volume | Open interest | Implied volatility |
|---|---|---|---|---|---|---|---|---|---|---|
| TAL260116P00005000 | 2024-02-29 3:52PM EDT | 5.00 | 0.37 | 0.42 | 0.96 | 0.00 | - | 2 | 16 | 77.93% |
| TAL260116P00007000 | 2024-03-27 9:30AM EDT | 7.00 | 1.11 | 0.00 | 0.00 | 0.00 | - | 46 | 156 | 12.50% |
| TAL260116P00010000 | 2024-03-28 10:48AM EDT | 10.00 | 2.41 | 1.10 | 2.20 | 0.00 | - | 99 | 334 | 51.15% |
| TAL260116P00012000 | 2024-04-15 3:03PM EDT | 12.00 | 3.70 | 2.20 | 3.20 | 0.00 | - | 1 | 1 | 51.47% |
| TAL260116P00020000 | 2024-02-14 12:00PM EDT | 20.00 | 7.50 | 8.05 | 9.45 | 0.00 | - | 10 | 13 | 56.20% |
| TAL260116P00025000 | 2024-04-03 9:30AM EDT | 25.00 | 13.80 | 10.20 | 12.50 | 0.00 | - | 1 | 0 | 47.27% |
© 2024 Yahoo. All rights reserved.