SVAL · iShares US Small Cap Value Factor ETF ETF

Alerts for SVAL

$43.79 +0.27 (+0.63%) At close · Sep 4

Options Chain

Underlying $43.79 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 38 contracts · daily-bar sessions unknown

Put / call OI

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open-interest date unavailable

Open interest

—

open-interest date unavailable

Volume

—

daily-bar sessions unknown

ATM implied vol

34%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Nov 20 76d Feb 19 167d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$8.90	$12.30	—		—	$0.00	$1.75	—	—	—	—
Call · $33 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:41.453 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $33 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.298 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$7.90	$11.30	—		—	$0.00	$1.75	—	—	—	—
Call · $34 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:41.453 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $34 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.197 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$6.90	$10.30	—		—	$0.00	$1.75	—	—	—	—
Call · $35 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:41.453 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $35 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.100 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.90	$9.30	—		—	$0.00	$1.75	—	—	—	—
Call · $36 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:16.429 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $36 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.508 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.90	$8.30	—		—	$0.00	$1.75	—	—	—	—
Call · $37 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:15.178 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $37 Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.433 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.90	$7.30	—		—	$0.00	$1.75	—	—	—	—
Call · $38 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.130 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $38 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.864 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$2.90	$6.30	—		—	$0.00	$1.75	—	—	—	—
Call · $39 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.204 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $39 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.780 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$2.00	$5.30	—		—	$0.00	$1.75	—	—	—	—
Call · $40 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:29.409 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $40 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.692 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$1.05	$4.30	—		—	$0.00	$1.80	—	—	—	—
Call · $41 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:28.873 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $41 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.678 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.10	$3.50	—		—	$0.00	$1.85	—	—	—	—
Call · $42 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:28.412 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $42 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.520 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.60	—		—	$0.00	$2.10	—	—	—	—
Call · $43 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.495 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $43 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.475 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $43.79
—	—	—	—	$0.00	$1.95	—		—	$0.00	$2.55	—	—	—	—
Call · $44 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.414 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $44 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.419 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.70	—		—	$0.20	$3.40	-0.645	34%	—	—
Call · $45 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.495 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 19:55:28.239 UTC Last — Breakeven — Implied vol 34% Delta -0.645 ≈64% ITM Gamma 0.133 Theta -0.037 Vega 0.031 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.70	—		—	$0.80	$4.40	-0.744	36.8%	—	—
Call · $46 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.580 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $46 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.318 UTC Last — Breakeven — Implied vol 36.8% Delta -0.744 ≈74% ITM Gamma 0.106 Theta -0.034 Vega 0.027 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.70	—		—	$1.80	$5.40	-0.779	45.2%	—	—
Call · $47 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.620 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $47 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:29.072 UTC Last — Breakeven — Implied vol 45.2% Delta -0.779 ≈78% ITM Gamma 0.079 Theta -0.039 Vega 0.025 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.70	—		—	$2.80	$6.40	-0.804	53%	—	—
Call · $48 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.719 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $48 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:29.771 UTC Last — Breakeven — Implied vol 53% Delta -0.804 ≈80% ITM Gamma 0.063 Theta -0.043 Vega 0.023 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.70	—		—	$3.80	$7.40	-0.821	60.2%	—	—
Call · $49 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.799 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 19:55:41.453 UTC Last — Breakeven — Implied vol 60.2% Delta -0.821 ≈82% ITM Gamma 0.053 Theta -0.046 Vega 0.022 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.70	—		—	$4.80	$8.40	-0.835	67%	—	—
Call · $50 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.892 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 19:55:14.495 UTC Last — Breakeven — Implied vol 67% Delta -0.835 ≈84% ITM Gamma 0.045 Theta -0.049 Vega 0.021 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.70	—		—	$5.80	$9.40	-0.846	73.5%	—	—
Call · $51 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.984 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 19:55:15.564 UTC Last — Breakeven — Implied vol 73.5% Delta -0.846 ≈85% ITM Gamma 0.039 Theta -0.051 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.