ISPY · ProShares S&P 500 High Income ETF ETF

Alerts for ISPY

$48.45 -0.20 (-0.41%) At close · Sep 4

Options Chain

Underlying $48.45 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 42 contracts · mixed daily-bar sessions · Feb 2, 2026–Jun 10, 2026; 36 unknown

Put / call OI

11.00

Put-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$48.00

$0.45 below spot

ATM implied vol

17.4%

market's expected move

Open interest by strike

Calls Puts

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
—	2	79.1%	0.981	$11.60	$13.50	$9.20		—	$0.00	$0.45	—	—	—	—
Call · $36 In the money Daily-bar session Mar 10, 2026 Quote as of 2026-09-04 19:55:13.071 UTC Last $9.20 Breakeven $45.20 Implied vol 79.1% Delta 0.981 ≈98% ITM Gamma 0.006 Theta -0.017 Vega 0.004 Open interest — OI effective date — Model this call Put · $36 Daily-bar session Unknown Quote as of 2026-09-04 19:59:42.300 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	72.5%	0.98	$10.60	$12.50	—		—	$0.00	$0.45	—	—	—	—
Call · $37 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.849 UTC Last — Breakeven — Implied vol 72.5% Delta 0.98 ≈98% ITM Gamma 0.007 Theta -0.016 Vega 0.005 Open interest — OI effective date — Model this call Put · $37 Daily-bar session Unknown Quote as of 2026-09-04 19:59:41.994 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	66.1%	0.978	$9.60	$11.50	—		—	$0.00	$0.45	—	—	—	—
Call · $38 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.528 UTC Last — Breakeven — Implied vol 66.1% Delta 0.978 ≈98% ITM Gamma 0.009 Theta -0.016 Vega 0.005 Open interest — OI effective date — Model this call Put · $38 Daily-bar session Unknown Quote as of 2026-09-04 19:59:41.644 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	59.8%	0.977	$8.60	$10.50	—		—	$0.00	$0.45	—	—	—	—
Call · $39 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.087 UTC Last — Breakeven — Implied vol 59.8% Delta 0.977 ≈98% ITM Gamma 0.01 Theta -0.015 Vega 0.005 Open interest — OI effective date — Model this call Put · $39 Daily-bar session Unknown Quote as of 2026-09-04 19:59:41.305 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	53.6%	0.975	$7.60	$9.50	—		$0.50	$0.00	$0.45	—	—	10	10
Call · $40 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:11.460 UTC Last — Breakeven — Implied vol 53.6% Delta 0.975 ≈98% ITM Gamma 0.012 Theta -0.015 Vega 0.005 Open interest — OI effective date — Model this call Put · $40 Daily-bar session Feb 2, 2026 Quote as of 2026-09-04 19:59:40.950 UTC Last $0.50 Breakeven $39.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this put
—	—	47.5%	0.973	$6.60	$8.50	—		—	$0.00	$0.45	—	—	—	—
Call · $41 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.562 UTC Last — Breakeven — Implied vol 47.5% Delta 0.973 ≈97% ITM Gamma 0.015 Theta -0.015 Vega 0.006 Open interest — OI effective date — Model this call Put · $41 Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.612 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	41.5%	0.97	$5.60	$7.50	—		—	$0.00	$0.45	—	—	—	—
Call · $42 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.569 UTC Last — Breakeven — Implied vol 41.5% Delta 0.97 ≈97% ITM Gamma 0.018 Theta -0.014 Vega 0.006 Open interest — OI effective date — Model this call Put · $42 Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.305 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	35.6%	0.966	$4.60	$6.50	—		—	$0.00	$0.45	—	—	—	—
Call · $43 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.675 UTC Last — Breakeven — Implied vol 35.6% Delta 0.966 ≈97% ITM Gamma 0.023 Theta -0.014 Vega 0.007 Open interest — OI effective date — Model this call Put · $43 Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.000 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	29.7%	0.962	$3.60	$5.50	—		—	$0.00	$0.45	—	—	—	—
Call · $44 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.367 UTC Last — Breakeven — Implied vol 29.7% Delta 0.962 ≈96% ITM Gamma 0.031 Theta -0.013 Vega 0.008 Open interest — OI effective date — Model this call Put · $44 Daily-bar session Unknown Quote as of 2026-09-04 19:59:39.606 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	1	28.4%	0.923	$2.70	$4.50	$3.21		$2.57	$0.00	$0.45	—	—	1	1
Call · $45 In the money Daily-bar session May 14, 2026 Quote as of 2026-09-04 19:55:06.263 UTC Last $3.21 Breakeven $48.21 Implied vol 28.4% Delta 0.923 ≈92% ITM Gamma 0.055 Theta -0.019 Vega 0.013 Open interest — OI effective date — Model this call Put · $45 Daily-bar session Apr 14, 2026 Quote as of 2026-09-04 19:59:39.294 UTC Last $2.57 Breakeven $42.43 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	1	21.8%	0.905	$1.70	$3.50	$2.39		—	$0.00	$0.45	—	—	—	—
Call · $46 In the money Daily-bar session Jun 10, 2026 Quote as of 2026-09-04 19:55:04.842 UTC Last $2.39 Breakeven $48.39 Implied vol 21.8% Delta 0.905 ≈91% ITM Gamma 0.085 Theta -0.017 Vega 0.015 Open interest — OI effective date — Model this call Put · $46 Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.903 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17.4%	0.837	$0.75	$2.55	—		—	$0.00	$0.50	—	—	—	—
Call · $47 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.499 UTC Last — Breakeven — Implied vol 17.4% Delta 0.837 ≈84% ITM Gamma 0.155 Theta -0.019 Vega 0.023 Open interest — OI effective date — Model this call Put · $47 Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.601 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$1.60	$1.26		—	$0.00	$0.95	—	—	—	—
Call · $48 In the money Daily-bar session May 7, 2026 Quote as of 2026-09-04 19:59:38.301 UTC Last $1.26 Breakeven $49.26 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $48 Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.203 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $48.45
—	—	—	—	$0.00	$0.85	—		—	$0.00	$1.50	—	—	—	—
Call · $49 Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.203 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $49 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.301 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$0.55	$2.35	—	—	—	—
Call · $50 Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.601 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $50 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:23.685 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$1.55	$3.50	-0.938	17%	—	—
Call · $51 Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.904 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $51 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.651 UTC Last — Breakeven — Implied vol 17% Delta -0.938 ≈94% ITM Gamma 0.078 Theta -0.003 Vega 0.011 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$2.55	$4.50	-0.949	22.2%	—	—
Call · $52 Daily-bar session Unknown Quote as of 2026-09-04 19:59:39.297 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $52 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.775 UTC Last — Breakeven — Implied vol 22.2% Delta -0.949 ≈95% ITM Gamma 0.052 Theta -0.003 Vega 0.01 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$3.50	$5.50	-0.976	23.4%	—	—
Call · $53 Daily-bar session Unknown Quote as of 2026-09-04 19:59:39.607 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $53 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.110 UTC Last — Breakeven — Implied vol 23.4% Delta -0.976 ≈98% ITM Gamma 0.026 Theta 0.001 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$4.50	$6.50	-0.978	27.8%	—	—
Call · $54 Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.000 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $54 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.317 UTC Last — Breakeven — Implied vol 27.8% Delta -0.978 ≈98% ITM Gamma 0.021 Theta 0 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$5.50	$7.50	-0.98	32%	—	—
Call · $55 Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.305 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $55 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.238 UTC Last — Breakeven — Implied vol 32% Delta -0.98 ≈98% ITM Gamma 0.017 Theta 0 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$6.50	$8.50	-0.981	36.2%	—	—
Call · $56 Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $56 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.210 UTC Last — Breakeven — Implied vol 36.2% Delta -0.981 ≈98% ITM Gamma 0.014 Theta -0.001 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 mixed daily-bar sessions · Feb 2, 2026–Jun 10, 2026; 36 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.