SMLV · State Street(R) SPDR(R) US Small Cap Low Volatility Index ETF ETF

Alerts for SMLV

$158.87 +0.38 (+0.24%) At close · Sep 4

Options Chain

Underlying $158.87 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 30 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

13.9%

market's expected move

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
—	—	12.1%	0.978	$5.00	$9.20	—		—	$0.00	$1.60	—	—	—	—
Call · $152 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.815 UTC Last — Breakeven — Implied vol 12.1% Delta 0.978 ≈98% ITM Gamma 0.015 Theta -0.022 Vega 0.016 Open interest — OI effective date — Model this call Put · $152 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	12.6%	0.95	$4.10	$8.20	—		—	$0.00	$1.65	—	—	—	—
Call · $153 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.815 UTC Last — Breakeven — Implied vol 12.6% Delta 0.95 ≈95% ITM Gamma 0.027 Theta -0.029 Vega 0.031 Open interest — OI effective date — Model this call Put · $153 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	13.2%	0.905	$3.20	$7.30	—		—	$0.00	$1.75	—	—	—	—
Call · $154 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.091 UTC Last — Breakeven — Implied vol 13.2% Delta 0.905 ≈91% ITM Gamma 0.043 Theta -0.04 Vega 0.051 Open interest — OI effective date — Model this call Put · $154 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	12.9%	0.861	$2.40	$6.30	—		—	$0.00	$1.85	—	—	—	—
Call · $155 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.442 UTC Last — Breakeven — Implied vol 12.9% Delta 0.861 ≈86% ITM Gamma 0.058 Theta -0.046 Vega 0.067 Open interest — OI effective date — Model this call Put · $155 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	12.5%	0.799	$1.60	$5.40	—		—	$0.00	$1.95	—	—	—	—
Call · $156 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.083 UTC Last — Breakeven — Implied vol 12.5% Delta 0.799 ≈80% ITM Gamma 0.075 Theta -0.053 Vega 0.084 Open interest — OI effective date — Model this call Put · $156 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	11.8%	0.727	$0.85	$4.50	—		—	$0.00	$2.20	—	—	—	—
Call · $157 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol 11.8% Delta 0.727 ≈73% ITM Gamma 0.094 Theta -0.056 Vega 0.1 Open interest — OI effective date — Model this call Put · $157 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	11.5%	0.627	$0.25	$3.70	—		—	$0.00	$2.45	—	—	—	—
Call · $158 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol 11.5% Delta 0.627 ≈63% ITM Gamma 0.11 Theta -0.06 Vega 0.114 Open interest — OI effective date — Model this call Put · $158 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $158.87
—	—	—	—	$0.00	$3.00	—		—	$0.30	$2.95	-0.487	13.9%	—	—
Call · $159 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $159 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol 13.9% Delta -0.487 ≈49% ITM Gamma 0.096 Theta -0.056 Vega 0.12 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.40	—		—	$0.40	$3.60	-0.592	12.5%	—	—
Call · $160 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $160 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol 12.5% Delta -0.592 ≈59% ITM Gamma 0.104 Theta -0.046 Vega 0.116 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.05	—		—	$0.65	$4.40	-0.71	11.3%	—	—
Call · $161 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $161 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol 11.3% Delta -0.71 ≈71% ITM Gamma 0.101 Theta -0.033 Vega 0.103 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.75	—		—	$1.35	$5.20	-0.805	11.1%	—	—
Call · $162 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $162 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol 11.1% Delta -0.805 ≈80% ITM Gamma 0.083 Theta -0.022 Vega 0.083 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.65	—		—	$2.15	$6.20	-0.857	12%	—	—
Call · $163 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $163 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol 12% Delta -0.857 ≈86% ITM Gamma 0.063 Theta -0.017 Vega 0.068 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.25	—		—	$3.00	$7.20	-0.897	12.7%	—	—
Call · $164 Daily-bar session Unknown Quote as of 2026-09-04 19:59:56.579 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $164 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.804 UTC Last — Breakeven — Implied vol 12.7% Delta -0.897 ≈90% ITM Gamma 0.047 Theta -0.012 Vega 0.054 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.80	—		—	$3.90	$8.20	-0.924	13.4%	—	—
Call · $165 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $165 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.804 UTC Last — Breakeven — Implied vol 13.4% Delta -0.924 ≈92% ITM Gamma 0.036 Theta -0.007 Vega 0.043 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$4.90	$9.20	-0.93	15.1%	—	—
Call · $166 Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.802 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $166 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.804 UTC Last — Breakeven — Implied vol 15.1% Delta -0.93 ≈93% ITM Gamma 0.03 Theta -0.008 Vega 0.04 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.