SVOL · Simplify Volatility Premium ETF ETF

Alerts for SVOL

$16.67 +0.01 (+0.06%) At close · Sep 4

Options Chain

Underlying $16.67 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 42 contracts · mixed daily-bar sessions · Feb 4, 2026–Sep 4, 2026; 20 unknown

Put / call OI

0.58

Call-heavy positioning

Open interest

4,406

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$16.00

$0.67 below spot

ATM implied vol

16.7%

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 Dec 18 104d Mar 19 195d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
1	8	—	—	$8.10	$10.80	$8.46		—	$0.00	$2.15	—	—	—	—
Call · $8 In the money Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:59:31.843 UTC Last $8.46 Breakeven $16.46 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $8 Daily-bar session Unknown Quote as of 2026-09-04 19:56:34.483 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$7.10	$9.80	—		—	$0.00	$2.15	—	—	—	—
Call · $9 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.834 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $9 Daily-bar session Unknown Quote as of 2026-09-04 16:33:49.104 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
12	3	—	—	$6.30	$6.80	$6.70		$0.65	$0.00	$2.15	—	—	1	2
Call · $10 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:38.086 UTC Last $6.70 Breakeven $16.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 OI effective date Sep 3, 2026 Model this call Put · $10 Daily-bar session Feb 4, 2026 Quote as of 2026-09-04 19:56:03.163 UTC Last $0.65 Breakeven $9.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$5.10	$7.00	—		$0.15	$0.00	$2.15	—	—	1	1
Call · $11 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:45.102 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $11 Daily-bar session Jul 20, 2026 Quote as of 2026-09-04 19:49:50.412 UTC Last $0.15 Breakeven $10.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
2	2	—	—	$4.10	$6.00	$5.80		$0.15	$0.00	$0.15	—	—	10	33
Call · $12 In the money Daily-bar session Aug 13, 2026 Quote as of 2026-09-04 19:59:45.102 UTC Last $5.80 Breakeven $17.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $12 Daily-bar session May 21, 2026 Quote as of 2026-09-04 19:59:37.086 UTC Last $0.15 Breakeven $11.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 33 OI effective date Sep 3, 2026 Model this put
—	—	140.9%	0.858	$3.10	$5.00	—		—	$0.00	$2.15	—	—	—	—
Call · $13 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.191 UTC Last — Breakeven — Implied vol 140.9% Delta 0.858 ≈86% ITM Gamma 0.051 Theta -0.039 Vega 0.007 Open interest — OI effective date — Model this call Put · $13 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.804 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	114.6%	0.822	$2.15	$4.00	—		$0.10	$0.00	$0.05	—	—	1	236
Call · $14 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.894 UTC Last — Breakeven — Implied vol 114.6% Delta 0.822 ≈82% ITM Gamma 0.072 Theta -0.037 Vega 0.008 Open interest — OI effective date — Model this call Put · $14 Daily-bar session Aug 17, 2026 Quote as of 2026-09-04 19:59:36.511 UTC Last $0.10 Breakeven $13.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 236 OI effective date Sep 3, 2026 Model this put
1	10	105.5%	0.738	$1.15	$3.40	$0.95		$0.03	$0.00	$0.05	—	—	5	516
Call · $15 In the money Daily-bar session Aug 5, 2026 Quote as of 2026-09-04 19:59:35.359 UTC Last $0.95 Breakeven $15.95 Implied vol 105.5% Delta 0.738 ≈74% ITM Gamma 0.098 Theta -0.043 Vega 0.01 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $15 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:31.806 UTC Last $0.03 Breakeven $14.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 516 OI effective date Sep 3, 2026 Model this put
1.9k	10	—	—	$0.55	$0.70	$0.62		$0.10	$0.00	$0.20	—	—	116	548
Call · $16 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:45.331 UTC Last $0.62 Breakeven $16.62 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.9k OI effective date Sep 3, 2026 Model this call Put · $16 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:55:10.012 UTC Last $0.10 Breakeven $15.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 548 OI effective date Sep 3, 2026 Model this put
Underlying $16.67
470	1	—	—	$0.00	$0.05	$0.04		$0.40	$0.30	$0.50	-0.714	16.7%	100	239
Call · $17 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 18:06:55.768 UTC Last $0.04 Breakeven $17.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 470 OI effective date Sep 3, 2026 Model this call Put · $17 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:45.940 UTC Last $0.40 Breakeven $16.60 Implied vol 16.7% Delta -0.714 ≈71% ITM Gamma 0.648 Theta -0.006 Vega 0.011 Open interest 239 OI effective date Sep 3, 2026 Model this put
310	40	—	—	$0.00	$0.05	$0.03		$1.40	$1.30	$1.50	-0.845	38%	1	45
Call · $18 Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 19:50:00.790 UTC Last $0.03 Breakeven $18.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 310 OI effective date Sep 3, 2026 Model this call Put · $18 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.623 UTC Last $1.40 Breakeven $16.60 Implied vol 38% Delta -0.845 ≈85% ITM Gamma 0.199 Theta -0.009 Vega 0.008 Open interest 45 OI effective date Sep 3, 2026 Model this put
44	5	—	—	$0.00	$0.05	$0.10		$2.80	$1.95	$3.70	-0.716	102.9%	2	1
Call · $19 Daily-bar session Jul 10, 2026 Quote as of 2026-09-04 19:59:31.825 UTC Last $0.10 Breakeven $19.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 44 OI effective date Sep 3, 2026 Model this call Put · $19 In the money Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:59:36.786 UTC Last $2.80 Breakeven $16.20 Implied vol 102.9% Delta -0.716 ≈72% ITM Gamma 0.105 Theta -0.041 Vega 0.011 Open interest 1 OI effective date Sep 3, 2026 Model this put
22	5	—	—	$0.00	$0.10	$0.05		$5.62	$2.95	$4.70	-0.748	122.5%	1	—
Call · $20 Daily-bar session Mar 26, 2026 Quote as of 2026-09-04 19:59:36.727 UTC Last $0.05 Breakeven $20.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 22 OI effective date Sep 3, 2026 Model this call Put · $20 In the money Daily-bar session Apr 24, 2026 Quote as of 2026-09-04 19:59:38.188 UTC Last $5.62 Breakeven $14.38 Implied vol 122.5% Delta -0.748 ≈75% ITM Gamma 0.083 Theta -0.046 Vega 0.01 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		$5.90	$3.80	$5.70	-0.787	132%	1	—
Call · $21 Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.011 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $21 In the money Daily-bar session Aug 13, 2026 Quote as of 2026-09-04 19:59:45.103 UTC Last $5.90 Breakeven $15.10 Implied vol 132% Delta -0.787 ≈79% ITM Gamma 0.07 Theta -0.045 Vega 0.009 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$2.15	$0.02		—	$4.80	$6.70	—	—	—	—
Call · $22 Daily-bar session Jun 2, 2026 Quote as of 2026-09-04 19:59:37.278 UTC Last $0.02 Breakeven $22.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $22 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:45.103 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$5.80	$8.50	—	—	—	—
Call · $23 Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.495 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $23 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.189 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$6.80	$9.50	—	—	—	—
Call · $24 Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.691 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $24 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:45.190 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$2.15	$0.10		—	$7.80	$10.50	—	—	—	—
Call · $25 Daily-bar session Aug 11, 2026 Quote as of 2026-09-04 19:59:37.859 UTC Last $0.10 Breakeven $25.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $25 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.192 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$8.80	$11.50	—	—	—	—
Call · $26 Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.014 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 19:59:38.191 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$9.80	$12.50	—	—	—	—
Call · $27 Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.128 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 19:59:38.189 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.15	—		—	$10.80	$13.50	—	—	—	—
Call · $28 Daily-bar session Unknown Quote as of 2026-09-04 19:59:38.240 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 19:59:38.192 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 · Feb 4, 2026–Sep 4, 2026; 20 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.