Tencent Music Entertainment Group American Depositary Shares, each representing two Class A Ordinary Shares (TME) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $5 | -$4,795 |
| $6 | -$2,649 |
| $7 | $17,837 |
| $8 | -$246,351 |
| $9 | $101,909 |
| $10 | $45,448 |
| $11 | $6,789 |
| $12 | -$1,561 |
| $15 | $25,130 |
| $17 | $1,357 |
| $20 | $7,302 |
| $25 | $1,500 |
TME session snapshot
Bullflow recorded 1 TME options trades on Friday, October 30, 2026, totaling $28,300 in premium. Calls made up $0.00 (0.0%) across 0 trades and puts $28.30K (100.0%) across 1 trades.
1 trades were sweeps and 0 were blocks. 0 filled at or above the ask, 1 at or below the bid and 0 at the mid. The largest was a $28,300 sweep of 700 Jan 15, 2027 $8 Put trade at 09:30:45 ET, filled at the bid.
TME closed at $8.41, up 0.48% from the prior close. Net gamma exposure was -$43.38K per 1% move at the Oct 30, 2026, 15:59:22 ET snapshot; the largest positive GEX strike was $9. By premium, TME ranked 7 of 7 among the related tickers below.
- Company
- Tencent Music Entertainment Group American Depositary Shares, each representing two Class A Ordinary Shares
- Exchange
- NYSE
- Sector
- Communication Services
- Close
- $8.41
TME options flow statistics
- Total premium
- $28.30K
- Recorded trades
- 1
- Call premium
- $0.00
- Put premium
- $28.30K
- Put/call premium ratio
- Unavailable (no call premium)
- Avg premium per trade
- $28.30K
- Calls / puts (trades)
- 0 / 1
- Sweeps / blocks
- 1 / 0
- At or above ask
- 0
- At or below bid
- 1
- Largest trade
- $28.30K
- Last trade
Where the premium went
in calls
$28.30K · 1 trades
Premium
Trade type
Fill side
TME largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| TME Jan 15, 2027 $8 | Put | $28,300 | 700 | Bid | Sweep |
Each of the 1 largest trades had a different contract.
The 1 largest trades total $28.30K of $28.30K
TME gamma exposure
- Spot at snapshot
- $8.43
- Net GEX per 1% move
- -$43.38K
- Largest positive strike
- $9
- Largest negative strike
- $8
Closing snapshot , 27 strikes across 6 expirations (Unavailable to Unavailable).
TME options flow questions
What was the largest TME options trade on October 30, 2026?
A $28,300 sweep of 700 TME Jan 15, 2027 $8 Put trade at 09:30:45 ET, filled at the bid. It was the largest of 1 trades Bullflow recorded for TME that session.
How much TME options premium traded on October 30, 2026?
$28,300 across 1 recorded sweeps and blocks: $0 in calls (0 trades) and $28,300 in puts (1 trades).
Was TME options flow bullish or bearish on October 30, 2026?
Calls were 0.0% of premium. 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 TME's gamma exposure levels?
At the Oct 30, 2026 closing snapshot (15:59:22 ET, spot $8.43), TME net GEX was -$43.38K per 1% move. The largest positive GEX strike was $9. The largest negative GEX strike was $8. The snapshot covers 27 strikes and 6 expirations.
How does TME options flow compare with related stocks?
TME ranked 7 of 7 by premium on Oct 30, 2026 among the tickers shown here. GOOGL $110.99M, META $87.75M, RDDT $21.52M led; TME recorded $28.30K.
How often is TME options flow data updated?
The page shows a completed session (October 30, 2026, last trade 09:30:45 ET) and updates after the next trading day becomes historical. Intraday TME 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.