SPHY · State Street(R) SPDR(R) Portfolio High Yield Bond ETF ETF

Alerts for SPHY

$23.16 -0.01 (-0.04%) At close · Sep 4

Options Chain

Underlying $23.16 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 38 contracts · mixed daily-bar sessions · Aug 3, 2026–Aug 28, 2026; 35 unknown

Put / call OI

0.00

Call-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$24.00

$0.84 above spot

ATM implied vol

20.7%

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 Jan 15 132d Apr 16 223d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$8.20	$10.10	—		—	$0.00	$0.85	—	—	—	—
Call · $14 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:13.319 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $14 Daily-bar session Unknown Quote as of 2026-09-04 16:42:48.810 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$7.20	$9.20	—		—	$0.00	$0.85	—	—	—	—
Call · $15 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.924 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 16:44:41.075 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$6.20	$8.20	—		—	$0.00	$0.85	—	—	—	—
Call · $16 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.383 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $16 Daily-bar session Unknown Quote as of 2026-09-04 16:35:38.280 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.20	$7.10	—		—	$0.00	$0.85	—	—	—	—
Call · $17 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.693 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $17 Daily-bar session Unknown Quote as of 2026-09-04 16:36:57.450 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	64.3%	0.984	$4.20	$6.20	—		—	$0.00	$0.85	—	—	—	—
Call · $18 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.498 UTC Last — Breakeven — Implied vol 64.3% Delta 0.984 ≈98% ITM Gamma 0.014 Theta -0.006 Vega 0.002 Open interest — OI effective date — Model this call Put · $18 Daily-bar session Unknown Quote as of 2026-09-04 16:35:26.210 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	67.1%	0.949	$3.30	$5.20	—		—	$0.00	$0.85	—	—	—	—
Call · $19 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.433 UTC Last — Breakeven — Implied vol 67.1% Delta 0.949 ≈95% ITM Gamma 0.036 Theta -0.014 Vega 0.005 Open interest — OI effective date — Model this call Put · $19 Daily-bar session Unknown Quote as of 2026-09-04 19:59:41.463 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	52.6%	0.938	$2.30	$4.20	—		—	$0.00	$0.85	—	—	—	—
Call · $20 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:55.158 UTC Last — Breakeven — Implied vol 52.6% Delta 0.938 ≈94% ITM Gamma 0.053 Theta -0.013 Vega 0.005 Open interest — OI effective date — Model this call Put · $20 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.024 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	38.4%	0.92	$1.30	$3.20	—		—	$0.00	$0.85	—	—	—	—
Call · $21 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:45.311 UTC Last — Breakeven — Implied vol 38.4% Delta 0.92 ≈92% ITM Gamma 0.089 Theta -0.012 Vega 0.007 Open interest — OI effective date — Model this call Put · $21 Daily-bar session Unknown Quote as of 2026-09-04 19:58:22.558 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	1	20.7%	0.914	$0.30	$2.15	$1.20		—	$0.00	$0.85	—	—	—	—
Call · $22 In the money Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:57:36.592 UTC Last $1.20 Breakeven $23.20 Implied vol 20.7% Delta 0.914 ≈91% ITM Gamma 0.173 Theta -0.008 Vega 0.007 Open interest — OI effective date — Model this call Put · $22 Daily-bar session Unknown Quote as of 2026-09-04 19:58:48.181 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	20	—	—	$0.00	$0.60	$0.34		—	$0.00	$0.85	—	—	—	—
Call · $23 In the money Daily-bar session Aug 4, 2026 Quote as of 2026-09-04 19:58:35.278 UTC Last $0.34 Breakeven $23.34 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 19:56:57.439 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $23.16
3	1	—	—	$0.00	$0.05	$0.06		—	$0.00	$1.75	—	—	—	—
Call · $24 Daily-bar session Aug 3, 2026 Quote as of 2026-09-04 19:58:35.647 UTC Last $0.06 Breakeven $24.06 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $24 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:27.197 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$0.90	$2.75	-0.957	23%	—	—
Call · $25 Daily-bar session Unknown Quote as of 2026-09-04 19:58:30.483 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $25 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:39.184 UTC Last — Breakeven — Implied vol 23% Delta -0.957 ≈96% ITM Gamma 0.092 Theta -0.001 Vega 0.004 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$1.90	$3.80	-0.938	38.5%	—	—
Call · $26 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.816 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $26 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.454 UTC Last — Breakeven — Implied vol 38.5% Delta -0.938 ≈94% ITM Gamma 0.073 Theta -0.005 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$2.90	$4.80	-0.948	48.3%	—	—
Call · $27 Daily-bar session Unknown Quote as of 2026-09-04 19:58:29.563 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $27 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:53.112 UTC Last — Breakeven — Implied vol 48.3% Delta -0.948 ≈95% ITM Gamma 0.051 Theta -0.006 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$3.90	$5.80	-0.954	57.6%	—	—
Call · $28 Daily-bar session Unknown Quote as of 2026-09-04 19:59:26.835 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 19:57:29.282 UTC Last — Breakeven — Implied vol 57.6% Delta -0.954 ≈95% ITM Gamma 0.039 Theta -0.007 Vega 0.004 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$4.90	$6.80	-0.958	66.3%	—	—
Call · $29 Daily-bar session Unknown Quote as of 2026-09-04 19:55:23.176 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 19:59:28.876 UTC Last — Breakeven — Implied vol 66.3% Delta -0.958 ≈96% ITM Gamma 0.031 Theta -0.007 Vega 0.004 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$5.90	$7.80	-0.961	74.6%	—	—
Call · $30 Daily-bar session Unknown Quote as of 2026-09-04 19:52:12.650 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 19:59:22.199 UTC Last — Breakeven — Implied vol 74.6% Delta -0.961 ≈96% ITM Gamma 0.026 Theta -0.008 Vega 0.004 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$6.90	$8.80	-0.963	82.5%	—	—
Call · $31 Daily-bar session Unknown Quote as of 2026-09-04 19:12:05.280 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $31 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:48.550 UTC Last — Breakeven — Implied vol 82.5% Delta -0.963 ≈96% ITM Gamma 0.022 Theta -0.008 Vega 0.004 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$7.90	$9.80	—	—	—	—
Call · $32 Daily-bar session Unknown Quote as of 2026-09-04 16:36:55.720 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $32 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:40.013 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — 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 · Aug 3, 2026–Aug 28, 2026; 35 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.