THLV · THOR Low Volatility ETF ETF

Alerts for THLV

$32.54 -0.11 (-0.34%) At close · Sep 4

Options Chain

Underlying $32.54 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 22 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

15.6%

market's expected move

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
—	—	42.1%	0.974	$3.50	$5.70	—		—	$0.00	$0.95	—	—	—	—
Call · $28 In the money Daily-bar session Unknown Quote as of 2026-09-04 14:00:50.070 UTC Last — Breakeven — Implied vol 42.1% Delta 0.974 ≈97% ITM Gamma 0.023 Theta -0.009 Vega 0.004 Open interest — OI effective date — Model this call Put · $28 Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.277 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	41.8%	0.935	$2.60	$4.70	—		—	$0.00	$0.95	—	—	—	—
Call · $29 In the money Daily-bar session Unknown Quote as of 2026-09-04 14:28:05.655 UTC Last — Breakeven — Implied vol 41.8% Delta 0.935 ≈94% ITM Gamma 0.049 Theta -0.015 Vega 0.008 Open interest — OI effective date — Model this call Put · $29 Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.276 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	31.9%	0.919	$1.60	$3.70	—		—	$0.00	$0.95	—	—	—	—
Call · $30 In the money Daily-bar session Unknown Quote as of 2026-09-04 14:28:05.655 UTC Last — Breakeven — Implied vol 31.9% Delta 0.919 ≈92% ITM Gamma 0.076 Theta -0.014 Vega 0.009 Open interest — OI effective date — Model this call Put · $30 Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.271 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	16.4%	0.948	$0.55	$2.65	—		—	$0.00	$0.95	—	—	—	—
Call · $31 In the money Daily-bar session Unknown Quote as of 2026-09-04 17:27:05.151 UTC Last — Breakeven — Implied vol 16.4% Delta 0.948 ≈95% ITM Gamma 0.106 Theta -0.007 Vega 0.007 Open interest — OI effective date — Model this call Put · $31 Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.276 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.65	—		—	$0.00	$0.95	—	—	—	—
Call · $32 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:43:38.562 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $32 Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.276 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $32.54
—	—	—	—	$0.00	$0.95	—		—	$0.00	$1.50	—	—	—	—
Call · $33 Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.276 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $33 In the money Daily-bar session Unknown Quote as of 2026-09-04 17:34:40.552 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$0.40	$2.50	-0.925	15.6%	—	—
Call · $34 Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.277 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $34 In the money Daily-bar session Unknown Quote as of 2026-09-04 17:30:53.753 UTC Last — Breakeven — Implied vol 15.6% Delta -0.925 ≈92% ITM Gamma 0.148 Theta -0.002 Vega 0.009 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.55	—		—	$1.40	$3.50	-0.945	23.4%	—	—
Call · $35 Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.275 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $35 In the money Daily-bar session Unknown Quote as of 2026-09-04 17:27:05.151 UTC Last — Breakeven — Implied vol 23.4% Delta -0.945 ≈94% ITM Gamma 0.077 Theta -0.003 Vega 0.007 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.50	—		—	$2.40	$4.50	-0.955	30.7%	—	—
Call · $36 Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.275 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $36 In the money Daily-bar session Unknown Quote as of 2026-09-04 17:07:37.551 UTC Last — Breakeven — Implied vol 30.7% Delta -0.955 ≈95% ITM Gamma 0.05 Theta -0.003 Vega 0.006 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.50	—		—	$3.40	$5.50	-0.961	37.6%	—	—
Call · $37 Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.276 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 13:33:47.273 UTC Last — Breakeven — Implied vol 37.6% Delta -0.961 ≈96% ITM Gamma 0.037 Theta -0.004 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.50	—		—	$4.40	$6.50	-0.965	44.1%	—	—
Call · $38 Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.277 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $38 In the money Daily-bar session Unknown Quote as of 2026-09-04 13:33:47.307 UTC Last — Breakeven — Implied vol 44.1% Delta -0.965 ≈96% ITM Gamma 0.029 Theta -0.004 Vega 0.005 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.