CWB · State Street(R) SPDR(R) Bloomberg Convertible Securities ETF ETF

Alerts for CWB

$102.95 +0.49 (+0.48%) At close · Sep 4

Options Chain

Underlying $102.95 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 48 contracts · mixed daily-bar sessions · Jul 31, 2026–Aug 28, 2026; 43 unknown

Put / call OI

0.03

Call-heavy positioning

Open interest

263

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$103.00

$0.05 above spot

ATM implied vol

22.2%

market's expected move

Open interest by strike

Calls Puts

100

101

102

103

104

105

106

107

108

109

110

111

112

113

114

115

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Jan 15 131d Apr 16 222d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$15.80	$19.40	—		—	$0.00	$2.00	—	—	—	—
Call · $85 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.094 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $85 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.348 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$10.80	$14.40	—		—	$0.00	$0.75	—	—	—	—
Call · $90 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.735 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $90 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.731 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$7.30	$9.90	—		$0.60	$0.00	$0.75	—	—	2	3
Call · $94 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:12.196 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $94 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:59:35.265 UTC Last $0.60 Breakeven $93.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$6.00	$9.10	—		—	$0.00	$0.75	—	—	—	—
Call · $95 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:58.753 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $95 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.156 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.00	$7.90	—		$0.65	$0.00	$0.75	—	—	2	3
Call · $96 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:21.110 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $96 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:59:35.033 UTC Last $0.65 Breakeven $95.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$4.50	$7.00	—		—	$0.00	$0.75	—	—	—	—
Call · $97 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:10.299 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $97 Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.931 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.10	$6.70	—		—	$0.00	$0.95	—	—	—	—
Call · $98 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.306 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $98 Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.825 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$2.30	$5.80	—		—	$0.00	$1.10	—	—	—	—
Call · $99 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:15.164 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $99 Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.724 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	14.9%	0.872	$1.60	$4.90	—		—	$0.20	$1.35	-0.256	26.4%	—	—
Call · $100 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:23.361 UTC Last — Breakeven — Implied vol 14.9% Delta 0.872 ≈87% ITM Gamma 0.075 Theta -0.033 Vega 0.039 Open interest — OI effective date — Model this call Put · $100 Daily-bar session Unknown Quote as of 2026-09-04 19:59:29.243 UTC Last — Breakeven — Implied vol 26.4% Delta -0.256 ≈26% ITM Gamma 0.065 Theta -0.063 Vega 0.06 Open interest — OI effective date — Model this put
—	—	16.6%	0.756	$1.55	$3.50	—		—	$0.05	$2.50	-0.341	29.2%	—	—
Call · $101 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.183 UTC Last — Breakeven — Implied vol 16.6% Delta 0.756 ≈76% ITM Gamma 0.102 Theta -0.048 Vega 0.059 Open interest — OI effective date — Model this call Put · $101 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.128 UTC Last — Breakeven — Implied vol 29.2% Delta -0.341 ≈34% ITM Gamma 0.067 Theta -0.08 Vega 0.069 Open interest — OI effective date — Model this put
—	—	19.2%	0.625	$0.75	$3.30	—		—	$0.05	$2.95	-0.405	26.9%	—	—
Call · $102 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.107 UTC Last — Breakeven — Implied vol 19.2% Delta 0.625 ≈62% ITM Gamma 0.106 Theta -0.063 Vega 0.071 Open interest — OI effective date — Model this call Put · $102 Daily-bar session Unknown Quote as of 2026-09-04 19:59:55.649 UTC Last — Breakeven — Implied vol 26.9% Delta -0.405 ≈41% ITM Gamma 0.077 Theta -0.077 Vega 0.072 Open interest — OI effective date — Model this put
Underlying $102.95
1	1	18.3%	0.515	$0.20	$2.60	$2.38		$1.95	$1.10	$2.70	-0.485	26%	1	1
Call · $103 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:45.337 UTC Last $2.38 Breakeven $105.38 Implied vol 18.3% Delta 0.515 ≈52% ITM Gamma 0.117 Theta -0.062 Vega 0.074 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $103 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:26.542 UTC Last $1.95 Breakeven $101.05 Implied vol 26% Delta -0.485 ≈48% ITM Gamma 0.082 Theta -0.076 Vega 0.074 Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	18.9%	0.404	$0.30	$1.70	—		—	$1.10	$4.10	-0.56	28.2%	—	—
Call · $104 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.102 UTC Last — Breakeven — Implied vol 18.9% Delta 0.404 ≈40% ITM Gamma 0.11 Theta -0.061 Vega 0.072 Open interest — OI effective date — Model this call Put · $104 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.108 UTC Last — Breakeven — Implied vol 28.2% Delta -0.56 ≈56% ITM Gamma 0.075 Theta -0.08 Vega 0.074 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.00	—		—	$1.80	$4.10	-0.655	24.3%	—	—
Call · $105 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.198 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $105 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:15.164 UTC Last — Breakeven — Implied vol 24.3% Delta -0.655 ≈65% ITM Gamma 0.081 Theta -0.063 Vega 0.069 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.10	—		—	$2.30	$5.60	-0.694	28.9%	—	—
Call · $106 Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.621 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $106 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.385 UTC Last — Breakeven — Implied vol 28.9% Delta -0.694 ≈69% ITM Gamma 0.065 Theta -0.071 Vega 0.066 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$2.90	$6.40	-0.76	28.2%	—	—
Call · $107 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.368 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $107 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.385 UTC Last — Breakeven — Implied vol 28.2% Delta -0.76 ≈76% ITM Gamma 0.059 Theta -0.06 Vega 0.058 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$3.80	$7.30	-0.796	30.2%	—	—
Call · $108 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.235 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $108 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.191 UTC Last — Breakeven — Implied vol 30.2% Delta -0.796 ≈80% ITM Gamma 0.05 Theta -0.058 Vega 0.053 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$4.80	$8.30	-0.812	33.7%	—	—
Call · $109 Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.949 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $109 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.384 UTC Last — Breakeven — Implied vol 33.7% Delta -0.812 ≈81% ITM Gamma 0.043 Theta -0.062 Vega 0.05 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$6.20	$9.00	-0.818	38.1%	—	—
Call · $110 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.058 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $110 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.410 UTC Last — Breakeven — Implied vol 38.1% Delta -0.818 ≈82% ITM Gamma 0.037 Theta -0.069 Vega 0.049 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$7.80	$10.20	-0.784	49.2%	—	—
Call · $111 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.170 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $111 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:20.492 UTC Last — Breakeven — Implied vol 49.2% Delta -0.784 ≈78% ITM Gamma 0.032 Theta -0.103 Vega 0.055 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$8.20	$11.00	-0.838	44.6%	—	—
Call · $112 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.284 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $112 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:48.024 UTC Last — Breakeven — Implied vol 44.6% Delta -0.838 ≈84% ITM Gamma 0.03 Theta -0.075 Vega 0.046 Open interest — OI effective date — Model this put
255	255	—	—	$0.00	$0.45	$0.35		—	$9.20	$12.20	-0.834	49.9%	—	—
Call · $113 Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:59:35.396 UTC Last $0.35 Breakeven $113.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 255 OI effective date Sep 3, 2026 Model this call Put · $113 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:48.950 UTC Last — Breakeven — Implied vol 49.9% Delta -0.834 ≈83% ITM Gamma 0.027 Theta -0.087 Vega 0.046 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$10.10	$13.20	-0.847	51.8%	—	—
Call · $114 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.526 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $114 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.631 UTC Last — Breakeven — Implied vol 51.8% Delta -0.847 ≈85% ITM Gamma 0.024 Theta -0.085 Vega 0.044 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$10.70	$14.20	-0.878	49.8%	—	—
Call · $115 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.632 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $115 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.009 UTC Last — Breakeven — Implied vol 49.8% Delta -0.878 ≈88% ITM Gamma 0.022 Theta -0.068 Vega 0.038 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 · Jul 31, 2026–Aug 28, 2026; 43 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.