LGLV · State Street(R) SPDR(R) US Large Cap Low Volatility Index ETF ETF

Alerts for LGLV

$185.48 -1.28 (-0.69%) At close · Sep 4

Options Chain

Underlying $185.48 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 74 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

11.6%

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
—	—	60.4%	0.973	$33.40	$38.40	—		—	$0.00	$2.20	—	—	—	—
Call · $150 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 60.4% Delta 0.973 ≈97% ITM Gamma 0.003 Theta -0.065 Vega 0.022 Open interest — OI effective date — Model this call Put · $150 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	66.7%	0.933	$28.90	$33.90	—		—	$0.00	$2.20	—	—	—	—
Call · $155 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.646 UTC Last — Breakeven — Implied vol 66.7% Delta 0.933 ≈93% ITM Gamma 0.006 Theta -0.13 Vega 0.045 Open interest — OI effective date — Model this call Put · $155 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	47.6%	0.956	$23.50	$28.50	—		—	$0.00	$2.20	—	—	—	—
Call · $160 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 47.6% Delta 0.956 ≈96% ITM Gamma 0.006 Theta -0.075 Vega 0.033 Open interest — OI effective date — Model this call Put · $160 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	39.3%	0.949	$18.50	$23.50	—		—	$0.00	$2.20	—	—	—	—
Call · $165 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 39.3% Delta 0.949 ≈95% ITM Gamma 0.008 Theta -0.071 Vega 0.037 Open interest — OI effective date — Model this call Put · $165 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	31.1%	0.938	$13.50	$18.50	—		—	$0.00	$2.20	—	—	—	—
Call · $170 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 31.1% Delta 0.938 ≈94% ITM Gamma 0.011 Theta -0.067 Vega 0.043 Open interest — OI effective date — Model this call Put · $170 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	27.8%	0.932	$11.50	$16.50	—		—	$0.00	$2.20	—	—	—	—
Call · $172 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 27.8% Delta 0.932 ≈93% ITM Gamma 0.014 Theta -0.065 Vega 0.046 Open interest — OI effective date — Model this call Put · $172 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	34.2%	0.871	$11.00	$16.00	—		—	$0.00	$2.20	—	—	—	—
Call · $173 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.646 UTC Last — Breakeven — Implied vol 34.2% Delta 0.871 ≈87% ITM Gamma 0.018 Theta -0.112 Vega 0.074 Open interest — OI effective date — Model this call Put · $173 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	32.3%	0.865	$10.00	$15.00	—		—	$0.00	$2.20	—	—	—	—
Call · $174 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.646 UTC Last — Breakeven — Implied vol 32.3% Delta 0.865 ≈86% ITM Gamma 0.019 Theta -0.109 Vega 0.076 Open interest — OI effective date — Model this call Put · $174 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	30.3%	0.858	$9.00	$14.00	—		—	$0.00	$2.25	—	—	—	—
Call · $175 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.646 UTC Last — Breakeven — Implied vol 30.3% Delta 0.858 ≈86% ITM Gamma 0.021 Theta -0.107 Vega 0.079 Open interest — OI effective date — Model this call Put · $175 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	22.8%	0.899	$7.60	$12.60	—		—	$0.00	$2.25	—	—	—	—
Call · $176 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.646 UTC Last — Breakeven — Implied vol 22.8% Delta 0.899 ≈90% ITM Gamma 0.022 Theta -0.07 Vega 0.062 Open interest — OI effective date — Model this call Put · $176 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	21%	0.892	$6.60	$11.60	—		—	$0.00	$2.25	—	—	—	—
Call · $177 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.646 UTC Last — Breakeven — Implied vol 21% Delta 0.892 ≈89% ITM Gamma 0.025 Theta -0.068 Vega 0.065 Open interest — OI effective date — Model this call Put · $177 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	19.2%	0.883	$5.60	$10.60	—		—	$0.00	$2.30	—	—	—	—
Call · $178 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 19.2% Delta 0.883 ≈88% ITM Gamma 0.029 Theta -0.066 Vega 0.069 Open interest — OI effective date — Model this call Put · $178 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	18.7%	0.857	$4.70	$9.70	—		—	$0.00	$2.35	—	—	—	—
Call · $179 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.606 UTC Last — Breakeven — Implied vol 18.7% Delta 0.857 ≈86% ITM Gamma 0.035 Theta -0.072 Vega 0.079 Open interest — OI effective date — Model this call Put · $179 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	16.7%	0.843	$3.70	$8.70	—		—	$0.00	$2.35	—	—	—	—
Call · $180 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.591 UTC Last — Breakeven — Implied vol 16.7% Delta 0.843 ≈84% ITM Gamma 0.041 Theta -0.069 Vega 0.084 Open interest — OI effective date — Model this call Put · $180 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	7.5%	0.967	$2.30	$7.20	—		—	$0.00	$2.45	—	—	—	—
Call · $181 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:12.799 UTC Last — Breakeven — Implied vol 7.5% Delta 0.967 ≈97% ITM Gamma 0.029 Theta -0.025 Vega 0.026 Open interest — OI effective date — Model this call Put · $181 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	14.1%	0.78	$1.90	$6.80	—		—	$0.00	$2.55	—	—	—	—
Call · $182 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:12.799 UTC Last — Breakeven — Implied vol 14.1% Delta 0.78 ≈78% ITM Gamma 0.06 Theta -0.07 Vega 0.104 Open interest — OI effective date — Model this call Put · $182 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	10%	0.786	$0.70	$5.60	—		—	$0.00	$2.55	—	—	—	—
Call · $183 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.648 UTC Last — Breakeven — Implied vol 10% Delta 0.786 ≈79% ITM Gamma 0.083 Theta -0.054 Vega 0.102 Open interest — OI effective date — Model this call Put · $183 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	10.7%	0.682	$0.30	$4.70	—		—	$0.00	$2.85	—	—	—	—
Call · $184 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol 10.7% Delta 0.682 ≈68% ITM Gamma 0.095 Theta -0.064 Vega 0.125 Open interest — OI effective date — Model this call Put · $184 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	11.6%	0.575	$0.10	$3.90	—		—	$0.00	$2.90	—	—	—	—
Call · $185 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol 11.6% Delta 0.575 ≈58% ITM Gamma 0.097 Theta -0.072 Vega 0.137 Open interest — OI effective date — Model this call Put · $185 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.652 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $185.48
—	—	—	—	$0.00	$3.30	—		—	$0.00	$3.30	—	—	—	—
Call · $186 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $186 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:45.905 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.75	—		—	$0.00	$3.90	—	—	—	—
Call · $187 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $187 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.50	—		—	$0.10	$5.00	-0.807	7.4%	—	—
Call · $188 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $188 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:53.950 UTC Last — Breakeven — Implied vol 7.4% Delta -0.807 ≈81% ITM Gamma 0.106 Theta -0.012 Vega 0.096 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.40	—		—	$0.90	$5.80	-0.925	6.4%	—	—
Call · $189 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $189 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 6.4% Delta -0.925 ≈92% ITM Gamma 0.063 Theta 0.005 Vega 0.05 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.30	—		—	$1.70	$6.70	—	—	—	—
Call · $190 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $190 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.523 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.25	—		—	$3.10	$8.10	-0.862	13.5%	—	—
Call · $191 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $191 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.593 UTC Last — Breakeven — Implied vol 13.5% Delta -0.862 ≈86% ITM Gamma 0.047 Theta -0.024 Vega 0.077 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.25	—		—	$4.00	$9.00	-0.898	13.7%	—	—
Call · $192 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $192 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.608 UTC Last — Breakeven — Implied vol 13.7% Delta -0.898 ≈90% ITM Gamma 0.037 Theta -0.016 Vega 0.062 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.25	—		—	$5.00	$10.00	-0.906	15.3%	—	—
Call · $193 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $193 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 15.3% Delta -0.906 ≈91% ITM Gamma 0.031 Theta -0.017 Vega 0.059 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.20	—		—	$5.90	$10.90	-0.94	14.7%	—	—
Call · $194 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $194 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 14.7% Delta -0.94 ≈94% ITM Gamma 0.023 Theta -0.005 Vega 0.042 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.20	—		—	$6.90	$11.90	-0.944	16.1%	—	—
Call · $195 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $195 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 16.1% Delta -0.944 ≈94% ITM Gamma 0.02 Theta -0.006 Vega 0.04 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.20	—		—	$7.90	$12.90	-0.947	17.5%	—	—
Call · $196 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $196 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 17.5% Delta -0.947 ≈95% ITM Gamma 0.018 Theta -0.007 Vega 0.038 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.20	—		—	$11.90	$16.90	-0.956	22.7%	—	—
Call · $200 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $200 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 22.7% Delta -0.956 ≈96% ITM Gamma 0.012 Theta -0.009 Vega 0.033 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.20	—		—	$16.90	$21.90	-0.963	28.9%	—	—
Call · $205 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $205 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 28.9% Delta -0.963 ≈96% ITM Gamma 0.008 Theta -0.012 Vega 0.028 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.20	—		—	$21.90	$26.90	-0.967	34.8%	—	—
Call · $210 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $210 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 34.8% Delta -0.967 ≈97% ITM Gamma 0.006 Theta -0.014 Vega 0.026 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.20	—		—	$26.90	$31.90	-0.97	40.4%	—	—
Call · $215 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $215 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 40.4% Delta -0.97 ≈97% ITM Gamma 0.005 Theta -0.016 Vega 0.024 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.20	—		—	$31.90	$36.90	-0.972	45.9%	—	—
Call · $220 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $220 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 45.9% Delta -0.972 ≈97% ITM Gamma 0.004 Theta -0.018 Vega 0.022 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.20	—		—	$36.90	$41.90	-0.974	51.1%	—	—
Call · $225 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $225 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 51.1% Delta -0.974 ≈97% ITM Gamma 0.003 Theta -0.02 Vega 0.021 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.20	—		—	$41.90	$46.90	-0.975	56.3%	—	—
Call · $230 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $230 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.647 UTC Last — Breakeven — Implied vol 56.3% Delta -0.975 ≈98% ITM Gamma 0.003 Theta -0.022 Vega 0.02 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. The 25 strikes around the money are shown by default — switch to "All 37" for the wings.