HEGD · Swan Hedged Equity US Large Cap ETF ETF

Alerts for HEGD

$27.06 -0.05 (-0.18%) At close · Sep 4

Options Chain

Underlying $27.06 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 20 contracts · daily-bar sessions unknown

Put / call OI

—

open-interest date unavailable

Open interest

—

open-interest date unavailable

Volume

—

daily-bar sessions unknown

ATM implied vol

14.9%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Dec 18 104d Mar 19 195d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	78.8%	0.963	$5.30	$7.00	—		—	$0.00	$0.40	—	—	—	—
Call · $21 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.435 UTC Last — Breakeven — Implied vol 78.8% Delta 0.963 ≈96% ITM Gamma 0.02 Theta -0.015 Vega 0.004 Open interest — OI effective date — Model this call Put · $21 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.858 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	66.5%	0.958	$4.30	$6.00	—		—	$0.00	$0.40	—	—	—	—
Call · $22 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.906 UTC Last — Breakeven — Implied vol 66.5% Delta 0.958 ≈96% ITM Gamma 0.027 Theta -0.014 Vega 0.005 Open interest — OI effective date — Model this call Put · $22 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.616 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	54.4%	0.95	$3.30	$5.00	—		—	$0.00	$0.40	—	—	—	—
Call · $23 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.186 UTC Last — Breakeven — Implied vol 54.4% Delta 0.95 ≈95% ITM Gamma 0.037 Theta -0.013 Vega 0.005 Open interest — OI effective date — Model this call Put · $23 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.293 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	42.6%	0.939	$2.30	$4.00	—		—	$0.00	$0.40	—	—	—	—
Call · $24 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.707 UTC Last — Breakeven — Implied vol 42.6% Delta 0.939 ≈94% ITM Gamma 0.055 Theta -0.012 Vega 0.006 Open interest — OI effective date — Model this call Put · $24 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.900 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	27%	0.946	$1.30	$2.95	—		—	$0.00	$0.40	—	—	—	—
Call · $25 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.996 UTC Last — Breakeven — Implied vol 27% Delta 0.946 ≈95% ITM Gamma 0.08 Theta -0.008 Vega 0.006 Open interest — OI effective date — Model this call Put · $25 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.419 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	16%	0.917	$0.30	$1.95	—		—	$0.00	$0.40	—	—	—	—
Call · $26 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.300 UTC Last — Breakeven — Implied vol 16% Delta 0.917 ≈92% ITM Gamma 0.188 Theta -0.007 Vega 0.008 Open interest — OI effective date — Model this call Put · $26 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.241 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.90	—		—	$0.00	$0.80	—	—	—	—
Call · $27 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.968 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $27 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.968 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $27.06
—	—	—	—	$0.00	$0.40	—		—	$0.15	$1.75	-0.876	14.9%	—	—
Call · $28 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.139 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $28 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.213 UTC Last — Breakeven — Implied vol 14.9% Delta -0.876 ≈88% ITM Gamma 0.269 Theta -0.004 Vega 0.011 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.40	—		—	$1.15	$2.70	-0.95	21.6%	—	—
Call · $29 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.374 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $29 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.903 UTC Last — Breakeven — Implied vol 21.6% Delta -0.95 ≈95% ITM Gamma 0.093 Theta -0.002 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.40	—		—	$2.15	$3.70	-0.961	30.2%	—	—
Call · $30 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.836 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $30 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.580 UTC Last — Breakeven — Implied vol 30.2% Delta -0.961 ≈96% ITM Gamma 0.055 Theta -0.002 Vega 0.004 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 daily-bar sessions 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.