UP Fintech Holding Ltd. Sponsored ADR Class A (TIGR) Options Chain
The options chain displays all available contracts with end-of-day quotes, Greeks, volume, and open interest for each strike and expiration, and streams live quotes for traders who connect a broker. It is the primary tool for options trade selection.
UP Fintech Holding Ltd. Sponsored ADR Class A (TIGR) operates in the Financial Services sector, specifically the Financial - Capital Markets industry, with a market capitalization near $820.2M, listed on NASDAQ, employing roughly 1,346 people, carrying a beta of 0.50 to the broader market. UP Fintech Holding Limited functions as a leading online brokerage firm, primarily catering to investors within the Chinese market. Led by Tianhua Wu, public since 2019-03-20.
Snapshot as of Sep 29, 2026.
- Spot Price
- $4.56
- Total OI
- 154.6K
- Total Volume
- 4.5K
- Front Expiration
- 31 days
- Second Expiration
- 38 days
- ATM IV
- 45.8%
- Avg Bid/Ask Spread
- 13.35%
As of Sep 29, 2026, UP Fintech Holding Ltd. Sponsored ADR Class A (TIGR) has 154.6K open contracts and 4.5K contracts traded. The nearest expiration is 31 days out, followed by 38 days. ATM implied volatility is 45.8%. Average bid/ask spread across the chain is 13.35%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.
How TIGR options chain Data Feeds Strategy Selection
Strategy selection on UP Fintech Holding Ltd. Sponsored ADR Class A options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 45.8% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
How to read the TIGR chain depth
The listed-expirations table above shows every expiration available for UP Fintech Holding Ltd. Sponsored ADR Class A options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. TIGR front expiration sits at 31 days - the typical hedging horizon for monthly options. The contango term-structure slope of 0.064 means longer-dated tenors price in proportionally more IV.
TIGR chain mechanics and execution
Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the TIGR chain is 13.35% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.
Using the TIGR chain to build structures
Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. TIGR's current 13.14% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.
Learn how the options chain is reported and how to read the data →
TIGR listed expirations
Per-expiration ATM implied volatility for TIGR options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.
| Expiration | DTE | ATM IV |
|---|---|---|
| Oct 2, 2026 | 3 | 374.7% |
| Oct 9, 2026 | 10 | 16.1% |
| Oct 16, 2026 | 17 | 44.2% |
| Oct 23, 2026 | 24 | 42.2% |
| Oct 30, 2026 | 31 | 46.3% |
| Nov 6, 2026 | 38 | 52.7% |
| Nov 20, 2026 | 52 | 51.0% |
| Jan 15, 2027 | 108 | 55.0% |
| Apr 16, 2027 | 199 | 56.1% |
| Jan 21, 2028 | 479 | 61.6% |
| Jan 19, 2029 | 843 | 63.4% |
Frequently asked TIGR options chain questions
- What does the TIGR options chain show right now?
- As of Sep 29, 2026, UP Fintech Holding Ltd. Sponsored ADR Class A (TIGR) has 154.6K contracts outstanding and 4.5K traded today, with ATM IV of 45.8%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
- What expirations are available for TIGR options?
- The nearest expiration is 31 days out, followed by 38 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
- How tight are TIGR options bid/ask spreads?
- Average bid/ask spread across the chain is 13.35%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.