CTA · Simplify Managed Futures Strategy ETF ETF

Alerts for CTA

$28.44 +0.05 (+0.18%) At close · Sep 4

Options Chain

Underlying $28.44 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 46 contracts · mixed daily-bar sessions · Jan 29, 2026–Sep 4, 2026; 30 unknown

Put / call OI

1.83

Put-heavy positioning

Open interest

617

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$26.00

$2.44 below spot

ATM implied vol

64.9%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Dec 18 103d Mar 19 194d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$9.00	$12.00	—		—	$0.00	$2.00	—	—	—	—
Call · $18 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:15.669 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $18 Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.376 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	2	—	—	$8.00	$11.00	$9.73		—	$0.00	$2.00	—	—	—	—
Call · $19 In the money Daily-bar session Jan 29, 2026 Quote as of 2026-09-04 19:55:14.824 UTC Last $9.73 Breakeven $28.73 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $19 Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.571 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$7.00	$10.00	—		—	$0.00	$2.00	—	—	—	—
Call · $20 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.039 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $20 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.709 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	85.3%	0.98	$6.00	$9.00	—		—	$0.00	$2.00	—	—	—	—
Call · $21 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:13.395 UTC Last — Breakeven — Implied vol 85.3% Delta 0.98 ≈98% ITM Gamma 0.011 Theta -0.011 Vega 0.003 Open interest — OI effective date — Model this call Put · $21 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.219 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	73.5%	0.977	$5.00	$8.00	—		—	$0.00	$2.00	—	—	—	—
Call · $22 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.626 UTC Last — Breakeven — Implied vol 73.5% Delta 0.977 ≈98% ITM Gamma 0.014 Theta -0.011 Vega 0.003 Open interest — OI effective date — Model this call Put · $22 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.592 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	62.2%	0.974	$4.00	$7.00	—		—	$0.00	$2.00	—	—	—	—
Call · $23 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:11.546 UTC Last — Breakeven — Implied vol 62.2% Delta 0.974 ≈97% ITM Gamma 0.019 Theta -0.01 Vega 0.003 Open interest — OI effective date — Model this call Put · $23 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.905 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	51.2%	0.97	$3.00	$6.00	—		—	$0.00	$0.50	—	—	—	—
Call · $24 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.209 UTC Last — Breakeven — Implied vol 51.2% Delta 0.97 ≈97% ITM Gamma 0.026 Theta -0.01 Vega 0.004 Open interest — OI effective date — Model this call Put · $24 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.533 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
25	1	49.7%	0.932	$3.30	$3.80	$2.45		$0.23	$0.00	$0.20	—	—	1	282
Call · $25 In the money Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 19:57:41.806 UTC Last $2.45 Breakeven $27.45 Implied vol 49.7% Delta 0.932 ≈93% ITM Gamma 0.051 Theta -0.016 Vega 0.007 Open interest 25 OI effective date Sep 3, 2026 Model this call Put · $25 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:55:05.066 UTC Last $0.23 Breakeven $24.77 Implied vol — Delta — Gamma — Theta — Vega — Open interest 282 OI effective date Sep 3, 2026 Model this put
2	2	30%	0.956	$1.00	$4.00	$2.10		$0.13	$0.10	$0.25	-0.136	47.5%	2	98
Call · $26 In the money Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:59:51.387 UTC Last $2.10 Breakeven $28.10 Implied vol 30% Delta 0.956 ≈96% ITM Gamma 0.061 Theta -0.009 Vega 0.005 Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $26 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:58:30.476 UTC Last $0.13 Breakeven $25.87 Implied vol 47.5% Delta -0.136 ≈14% ITM Gamma 0.089 Theta -0.022 Vega 0.011 Open interest 98 OI effective date Sep 3, 2026 Model this put
—	—	25.3%	0.881	$0.10	$3.00	—		$0.60	$0.05	$0.45	-0.213	38.6%	4	4
Call · $27 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.994 UTC Last — Breakeven — Implied vol 25.3% Delta 0.881 ≈88% ITM Gamma 0.152 Theta -0.013 Vega 0.01 Open interest — OI effective date — Model this call Put · $27 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:55:50.257 UTC Last $0.60 Breakeven $26.40 Implied vol 38.6% Delta -0.213 ≈21% ITM Gamma 0.146 Theta -0.024 Vega 0.015 Open interest 4 OI effective date Sep 3, 2026 Model this put
11	1	—	—	$0.00	$3.10	$1.22		—	$0.20	$2.00	-0.42	64.9%	—	4
Call · $28 In the money Daily-bar session Aug 13, 2026 Quote as of 2026-09-04 19:55:03.984 UTC Last $1.22 Breakeven $29.22 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 OI effective date Sep 3, 2026 Model this call Put · $28 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.976 UTC Last — Breakeven — Implied vol 64.9% Delta -0.42 ≈42% ITM Gamma 0.117 Theta -0.053 Vega 0.02 Open interest 4 OI effective date Sep 3, 2026 Model this put
Underlying $28.44
19	1	78.3%	0.477	$0.15	$2.60	$0.63		$2.65	$0.00	$3.10	—	—	1	4
Call · $29 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:51.401 UTC Last $0.63 Breakeven $29.63 Implied vol 78.3% Delta 0.477 ≈48% ITM Gamma 0.099 Theta -0.068 Vega 0.021 Open interest 19 OI effective date Sep 3, 2026 Model this call Put · $29 In the money Daily-bar session Jul 24, 2026 Quote as of 2026-09-04 19:55:16.603 UTC Last $2.65 Breakeven $26.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 3, 2026 Model this put
40	2	35.7%	0.22	$0.05	$0.40	$0.16		$1.10	$1.00	$4.00	-0.619	77%	7	7
Call · $30 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:55:50.277 UTC Last $0.16 Breakeven $30.16 Implied vol 35.7% Delta 0.22 ≈22% ITM Gamma 0.161 Theta -0.023 Vega 0.015 Open interest 40 OI effective date Sep 3, 2026 Model this call Put · $30 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:55:16.766 UTC Last $1.10 Breakeven $28.90 Implied vol 77% Delta -0.619 ≈62% ITM Gamma 0.096 Theta -0.061 Vega 0.02 Open interest 7 OI effective date Sep 3, 2026 Model this put
11	1	—	—	$0.00	$0.25	$0.05		—	$1.10	$4.00	-0.953	27.6%	—	—
Call · $31 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:56:08.977 UTC Last $0.05 Breakeven $31.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 OI effective date Sep 3, 2026 Model this call Put · $31 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:16.885 UTC Last — Breakeven — Implied vol 27.6% Delta -0.953 ≈95% ITM Gamma 0.069 Theta -0.003 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.10	—		—	$2.00	$4.90	—	—	—	—
Call · $32 Daily-bar session Unknown Quote as of 2026-09-04 19:55:16.683 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $32 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:17.004 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.05	—		—	$3.00	$6.00	—	—	—	—
Call · $33 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.626 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $33 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.321 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	1	—	—	$0.00	$2.00	$1.30		—	$4.00	$7.00	—	—	—	—
Call · $34 Daily-bar session Apr 20, 2026 Quote as of 2026-09-04 19:55:07.038 UTC Last $1.30 Breakeven $35.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $34 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:11.869 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.00	—		—	$5.00	$7.50	—	—	—	—
Call · $35 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.721 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $35 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.726 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
10	5	—	—	$0.00	$0.20	$0.11		—	$7.00	$8.50	-0.895	96.5%	—	—
Call · $36 Daily-bar session Jul 24, 2026 Quote as of 2026-09-04 19:55:08.280 UTC Last $0.11 Breakeven $36.11 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this call Put · $36 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:13.489 UTC Last — Breakeven — Implied vol 96.5% Delta -0.895 ≈89% ITM Gamma 0.037 Theta -0.034 Vega 0.009 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.00	—		—	$8.00	$9.50	-0.901	104.6%	—	—
Call · $37 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.956 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $37 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.135 UTC Last — Breakeven — Implied vol 104.6% Delta -0.901 ≈90% ITM Gamma 0.032 Theta -0.036 Vega 0.009 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.00	—		$10.90	$9.00	$10.50	-0.906	112.3%	1	—
Call · $38 Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.695 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $38 In the money Daily-bar session Feb 5, 2026 Quote as of 2026-09-04 19:55:15.120 UTC Last $10.90 Breakeven $27.10 Implied vol 112.3% Delta -0.906 ≈91% ITM Gamma 0.029 Theta -0.037 Vega 0.009 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.00	—		—	$10.60	$13.00	—	—	—	—
Call · $40 Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.924 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $40 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:17.449 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
100	100	—	—	$0.00	$0.25	$1.00		—	$15.60	$18.00	—	—	—	—
Call · $45 Daily-bar session May 7, 2026 Quote as of 2026-09-04 19:55:13.114 UTC Last $1.00 Breakeven $46.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 100 OI effective date Sep 3, 2026 Model this call Put · $45 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:17.846 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Jan 29, 2026–Sep 4, 2026; 30 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.