SAA · ProShares Ultra SmallCap600 ETF

Alerts for SAA

$35.95 +0.27 (+0.75%) At close · Sep 4

Options Chain

Underlying $35.95 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 42 contracts · mixed daily-bar sessions · Apr 6, 2026–Jun 17, 2026; 40 unknown

Put / call OI

—

No open interest

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$33.00

$2.95 below spot

ATM implied vol

25.9%

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
—	—	—	—	$20.30	$21.60	—		—	$0.00	$0.30	—	—	—	—
Call · $15 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:19.801 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $15 Daily-bar session Unknown Quote as of 2026-09-04 19:55:17.418 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$15.30	$16.60	—		—	$0.00	$0.30	—	—	—	—
Call · $20 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:19.466 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 19:55:15.043 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$14.30	$15.60	—		—	$0.00	$0.30	—	—	—	—
Call · $21 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:19.292 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $21 Daily-bar session Unknown Quote as of 2026-09-04 19:57:03.030 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$13.30	$14.60	—		—	$0.00	$0.30	—	—	—	—
Call · $22 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:19.112 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $22 Daily-bar session Unknown Quote as of 2026-09-04 19:55:13.636 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$12.30	$13.60	—		—	$0.00	$0.30	—	—	—	—
Call · $23 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:18.913 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $23 Daily-bar session Unknown Quote as of 2026-09-04 19:57:03.030 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$11.30	$12.60	—		—	$0.00	$0.30	—	—	—	—
Call · $24 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:18.657 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $24 Daily-bar session Unknown Quote as of 2026-09-04 19:57:03.030 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$10.30	$11.60	—		—	$0.00	$0.30	—	—	—	—
Call · $25 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:18.293 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $25 Daily-bar session Unknown Quote as of 2026-09-04 19:57:03.030 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$9.30	$10.60	—		—	$0.00	$0.30	—	—	—	—
Call · $26 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:17.867 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $26 Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.408 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$8.20	$9.60	—		—	$0.00	$0.30	—	—	—	—
Call · $27 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:17.305 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 19:56:19.184 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$7.20	$8.60	—		—	$0.00	$0.30	—	—	—	—
Call · $28 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:16.434 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $28 Daily-bar session Unknown Quote as of 2026-09-04 19:56:08.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$6.20	$7.60	—		—	$0.00	$0.30	—	—	—	—
Call · $29 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.996 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $29 Daily-bar session Unknown Quote as of 2026-09-04 19:56:04.864 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.20	$6.60	—		—	$0.00	$0.30	—	—	—	—
Call · $30 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:13.579 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $30 Daily-bar session Unknown Quote as of 2026-09-04 19:56:04.870 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	33.5%	0.992	$4.40	$5.60	—		—	$0.00	$0.30	—	—	—	—
Call · $31 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:11.881 UTC Last — Breakeven — Implied vol 33.5% Delta 0.992 ≈99% ITM Gamma 0.01 Theta -0.005 Vega 0.002 Open interest — OI effective date — Model this call Put · $31 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.593 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.30	$4.60	—		$5.51	$0.00	$0.35	—	—	2	1
Call · $32 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.410 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $32 Daily-bar session Apr 6, 2026 Quote as of 2026-09-04 19:55:04.869 UTC Last $5.51 Breakeven $26.49 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	30.2%	0.94	$2.40	$3.70	—		$1.55	$0.00	$0.20	—	—	1	1
Call · $33 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.615 UTC Last — Breakeven — Implied vol 30.2% Delta 0.94 ≈94% ITM Gamma 0.058 Theta -0.012 Vega 0.008 Open interest — OI effective date — Model this call Put · $33 Daily-bar session Jun 17, 2026 Quote as of 2026-09-04 19:58:19.229 UTC Last $1.55 Breakeven $31.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	27.7%	0.868	$1.50	$2.75	—		—	$0.00	$0.55	—	—	—	—
Call · $34 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.154 UTC Last — Breakeven — Implied vol 27.7% Delta 0.868 ≈87% ITM Gamma 0.113 Theta -0.018 Vega 0.015 Open interest — OI effective date — Model this call Put · $34 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.935 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	28%	0.712	$0.75	$1.95	—		—	$0.00	$0.85	—	—	—	—
Call · $35 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.248 UTC Last — Breakeven — Implied vol 28% Delta 0.712 ≈71% ITM Gamma 0.18 Theta -0.027 Vega 0.023 Open interest — OI effective date — Model this call Put · $35 Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.184 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $35.95
—	—	22.2%	0.508	$0.05	$1.15	—		—	$0.30	$1.30	-0.489	29.6%	—	—
Call · $36 Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.029 UTC Last — Breakeven — Implied vol 22.2% Delta 0.508 ≈51% ITM Gamma 0.265 Theta -0.025 Vega 0.027 Open interest — OI effective date — Model this call Put · $36 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.064 UTC Last — Breakeven — Implied vol 29.6% Delta -0.489 ≈49% ITM Gamma 0.199 Theta -0.029 Vega 0.027 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.70	—		—	$0.65	$1.95	-0.71	25.1%	—	—
Call · $37 Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.274 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 19:56:06.673 UTC Last — Breakeven — Implied vol 25.1% Delta -0.71 ≈71% ITM Gamma 0.201 Theta -0.02 Vega 0.023 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.30	—		—	$3.40	$4.70	-0.943	34.6%	—	—
Call · $40 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.959 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 19:55:09.876 UTC Last — Breakeven — Implied vol 34.6% Delta -0.943 ≈94% ITM Gamma 0.049 Theta -0.007 Vega 0.008 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.30	—		—	$8.50	$9.70	-0.943	71.7%	—	—
Call · $45 Daily-bar session Unknown Quote as of 2026-09-04 19:56:18.186 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $45 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.509 UTC Last — Breakeven — Implied vol 71.7% Delta -0.943 ≈94% ITM Gamma 0.024 Theta -0.017 Vega 0.008 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 · Apr 6, 2026–Jun 17, 2026; 40 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.