Trip.com Group Limited American Depositary Shares (TCOM) options flow
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Options flow session · Last trade
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Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $25 | -$73,891 |
| $35 | -$562,014 |
| $38 | -$142,693 |
| $40 | -$994,444 |
| $43 | -$81,761 |
| $45 | -$49,974 |
| $47 | -$69,319 |
| $47.50 | $289,009 |
| $50 | $283,246 |
| $55 | $142,277 |
| $60 | $64,405 |
| $95 | $53,248 |
TCOM session snapshot
Bullflow recorded 1 TCOM options trades on Monday, October 26, 2026, totaling $10,560 in premium. Calls made up $10.56K (100.0%) across 1 trades and puts $0.00 (0.0%) across 0 trades, a put/call premium ratio of 0.00.
0 trades were sweeps and 1 were blocks. 0 filled at or above the ask, 1 at or below the bid and 0 at the mid. The largest was a $10,560 block of 160 Dec 18, 2026 $45 Call trade at 11:22:26 ET, filled at the bid.
TCOM closed at $39.91, up 0.33% from the prior close. Net gamma exposure was -$959.88K per 1% move at the Oct 26, 2026, 15:59:35 ET snapshot; the largest positive GEX strike was $47.50.
- Company
- Trip.com Group Limited American Depositary Shares
- Exchange
- NASDAQ
- Sector
- Unavailable
- Close
- $39.91
TCOM options flow statistics
- Total premium
- $10.56K
- Recorded trades
- 1
- Call premium
- $10.56K
- Put premium
- $0.00
- Put/call premium ratio
- 0.00
- Avg premium per trade
- $10.56K
- Calls / puts (trades)
- 1 / 0
- Sweeps / blocks
- 0 / 1
- At or above ask
- 0
- At or below bid
- 1
- Largest trade
- $10.56K
- Last trade
Where the premium went
in calls
$10.56K · 1 trades
Premium
Trade type
Fill side
TCOM largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| TCOM Dec 18, 2026 $45 | Call | $10,560 | 160 | Bid | Block |
Each of the 1 largest trades had a different contract.
The 1 largest trades total $10.56K of $10.56K
TCOM gamma exposure
- Spot at snapshot
- $39.90
- Net GEX per 1% move
- -$959.88K
- Largest positive strike
- $47.50
- Largest negative strike
- $40
Closing snapshot , 31 strikes across 7 expirations (Unavailable to Unavailable).
TCOM options flow questions
What was the largest TCOM options trade on October 26, 2026?
A $10,560 block of 160 TCOM Dec 18, 2026 $45 Call trade at 11:22:26 ET, filled at the bid. It was the largest of 1 trades Bullflow recorded for TCOM that session.
How much TCOM options premium traded on October 26, 2026?
$10,560 across 1 recorded sweeps and blocks: $10,560 in calls (1 trades) and $0 in puts (0 trades).
Was TCOM options flow bullish or bearish on October 26, 2026?
Calls were 100.0% of premium (put/call premium ratio 0.00). 1 of 1 trades filled at or below the bid and 0 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are TCOM's gamma exposure levels?
At the Oct 26, 2026 closing snapshot (15:59:35 ET, spot $39.90), TCOM net GEX was -$959.88K per 1% move. The largest positive GEX strike was $47.50. The largest negative GEX strike was $40. The snapshot covers 31 strikes and 7 expirations.
How often is TCOM options flow data updated?
The page shows a completed session (October 26, 2026, last trade 11:22:26 ET) and updates after the next trading day becomes historical. Intraday TCOM flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.