TZA · Direxion Daily Small Cap Bear 3X Shares ETF

Alerts for TZA

$39.90 -0.27 (-0.67%) At close · Sep 4

Options Chain

Underlying $39.90 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 11, 2026 · 5 days to expiry · 76 contracts · mixed daily-bar sessions · Aug 20, 2026–Sep 4, 2026; 29 unknown

Put / call OI

0.70

Balanced positioning

Open interest

914

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$38.50

$1.40 below spot

ATM implied vol

43.4%

market's expected move

Open interest by strike · near the money

Calls Puts

33.5

34.5

35.5

36.5

37.5

38.5

39.5

40.5

41.5

42.5

43.5

44.5

45.5

46.5

47.5

48.5

49.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 11 5d Sep 18 12d Sep 25 19d Oct 2 26d Oct 16 40d Jan 15 131d Apr 16 222d Jan 21 502d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
1	1	—	—	$9.45	$10.60	$10.88		$0.03	$0.00	$0.25	—	—	1	1
Call · $30 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:30.854 UTC Last $10.88 Breakeven $40.88 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $30 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:59:59.705 UTC Last $0.03 Breakeven $29.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$7.80	$8.60	—		—	$0.00	$0.25	—	—	—	—
Call · $32 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.523 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 19:59:59.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
3	3	98.3%	0.942	$6.50	$7.60	$9.00		$0.22	$0.00	$0.25	—	—	1	1
Call · $33 In the money Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:59.819 UTC Last $9.00 Breakeven $42.00 Implied vol 98.3% Delta 0.942 ≈94% ITM Gamma 0.023 Theta -0.051 Vega 0.006 Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $33 Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:59:59.708 UTC Last $0.22 Breakeven $32.78 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	82.9%	0.956	$5.90	$7.10	—		—	$0.00	$0.25	—	—	—	—
Call · $33.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.792 UTC Last — Breakeven — Implied vol 82.9% Delta 0.956 ≈96% ITM Gamma 0.022 Theta -0.036 Vega 0.005 Open interest — OI effective date — Model this call Put · $33.5 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.710 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	64.4%	0.977	$5.50	$6.40	—		$0.01	$0.00	$0.22	—	—	4	4
Call · $34 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.891 UTC Last — Breakeven — Implied vol 64.4% Delta 0.977 ≈98% ITM Gamma 0.017 Theta -0.019 Vega 0.003 Open interest — OI effective date — Model this call Put · $34 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:58.264 UTC Last $0.01 Breakeven $33.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 3, 2026 Model this put
19	19	75.7%	0.94	$4.95	$6.10	$7.50		$0.22	$0.00	$0.28	—	—	3	3
Call · $34.5 In the money Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:59.997 UTC Last $7.50 Breakeven $42.00 Implied vol 75.7% Delta 0.94 ≈94% ITM Gamma 0.031 Theta -0.042 Vega 0.006 Open interest 19 OI effective date Sep 3, 2026 Model this call Put · $34.5 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:59.704 UTC Last $0.22 Breakeven $34.28 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this put
91	12	65.6%	0.946	$4.40	$5.60	$5.98		$0.10	$0.00	$0.27	—	—	2	3
Call · $35 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:58:34.892 UTC Last $5.98 Breakeven $40.98 Implied vol 65.6% Delta 0.946 ≈95% ITM Gamma 0.033 Theta -0.034 Vega 0.006 Open interest 91 OI effective date Sep 3, 2026 Model this call Put · $35 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:59:59.704 UTC Last $0.10 Breakeven $34.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$3.55	$5.10	—		—	$0.00	$0.29	—	—	—	—
Call · $35.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.207 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $35.5 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.706 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
45	17	44.2%	0.968	$3.85	$4.05	$3.90		$0.35	$0.00	$0.08	—	—	1	2
Call · $36 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.598 UTC Last $3.90 Breakeven $39.90 Implied vol 44.2% Delta 0.968 ≈97% ITM Gamma 0.032 Theta -0.017 Vega 0.004 Open interest 45 OI effective date Sep 3, 2026 Model this call Put · $36 Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:55:07.202 UTC Last $0.35 Breakeven $35.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	71.5%	0.847	$3.30	$4.15	—		$0.60	$0.00	$0.30	—	—	3	3
Call · $36.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.650 UTC Last — Breakeven — Implied vol 71.5% Delta 0.847 ≈85% ITM Gamma 0.065 Theta -0.075 Vega 0.012 Open interest — OI effective date — Model this call Put · $36.5 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:59.704 UTC Last $0.60 Breakeven $35.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this put
4	25	45.7%	0.908	$2.80	$3.25	$3.00		$0.14	$0.00	$0.34	—	—	9	22
Call · $37 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.996 UTC Last $3.00 Breakeven $40.00 Implied vol 45.7% Delta 0.908 ≈91% ITM Gamma 0.071 Theta -0.036 Vega 0.009 Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $37 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:59.707 UTC Last $0.14 Breakeven $36.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 22 OI effective date Sep 3, 2026 Model this put
31	1	37.3%	0.909	$2.01	$3.00	$2.70		$0.40	$0.00	$0.36	—	—	6	6
Call · $37.5 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.710 UTC Last $2.70 Breakeven $40.20 Implied vol 37.3% Delta 0.909 ≈91% ITM Gamma 0.086 Theta -0.03 Vega 0.008 Open interest 31 OI effective date Sep 3, 2026 Model this call Put · $37.5 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:59:59.704 UTC Last $0.40 Breakeven $37.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 OI effective date Sep 3, 2026 Model this put
51	10	40.7%	0.835	$1.92	$2.30	$2.18		$0.16	$0.13	$0.25	-0.167	40.9%	22	29
Call · $38 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.710 UTC Last $2.18 Breakeven $40.18 Implied vol 40.7% Delta 0.835 ≈83% ITM Gamma 0.119 Theta -0.046 Vega 0.013 Open interest 51 OI effective date Sep 3, 2026 Model this call Put · $38 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.996 UTC Last $0.16 Breakeven $37.84 Implied vol 40.9% Delta -0.167 ≈17% ITM Gamma 0.119 Theta -0.043 Vega 0.013 Open interest 29 OI effective date Sep 3, 2026 Model this put
6	2	42.8%	0.755	$1.38	$2.12	$1.78		$0.31	$0.04	$0.63	-0.248	43.3%	42	215
Call · $38.5 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.710 UTC Last $1.78 Breakeven $40.28 Implied vol 42.8% Delta 0.755 ≈75% ITM Gamma 0.144 Theta -0.06 Vega 0.016 Open interest 6 OI effective date Sep 3, 2026 Model this call Put · $38.5 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:59.704 UTC Last $0.31 Breakeven $38.19 Implied vol 43.3% Delta -0.248 ≈25% ITM Gamma 0.143 Theta -0.057 Vega 0.016 Open interest 215 OI effective date Sep 3, 2026 Model this put
34	7	46.5%	0.664	$1.17	$1.77	$1.49		$0.45	$0.40	$0.65	-0.333	45.3%	26	32
Call · $39 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.996 UTC Last $1.49 Breakeven $40.49 Implied vol 46.5% Delta 0.664 ≈66% ITM Gamma 0.154 Theta -0.075 Vega 0.019 Open interest 34 OI effective date Sep 3, 2026 Model this call Put · $39 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.996 UTC Last $0.45 Breakeven $38.55 Implied vol 45.3% Delta -0.333 ≈33% ITM Gamma 0.157 Theta -0.069 Vega 0.019 Open interest 32 OI effective date Sep 3, 2026 Model this put
5	12	47.2%	0.582	$0.96	$1.41	$1.16		$0.71	$0.64	$0.82	-0.416	45.6%	2	1
Call · $39.5 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.966 UTC Last $1.16 Breakeven $40.66 Implied vol 47.2% Delta 0.582 ≈58% ITM Gamma 0.162 Theta -0.081 Vega 0.02 Open interest 5 OI effective date Sep 3, 2026 Model this call Put · $39.5 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.997 UTC Last $0.71 Breakeven $38.79 Implied vol 45.6% Delta -0.416 ≈42% ITM Gamma 0.167 Theta -0.074 Vega 0.02 Open interest 1 OI effective date Sep 3, 2026 Model this put
Underlying $39.90
55	93	40.5%	0.496	$0.70	$0.88	$0.81		$0.95	$0.91	$1.06	-0.501	46.3%	63	12
Call · $40 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.931 UTC Last $0.81 Breakeven $40.81 Implied vol 40.5% Delta 0.496 ≈50% ITM Gamma 0.193 Theta -0.071 Vega 0.02 Open interest 55 OI effective date Sep 3, 2026 Model this call Put · $40 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.931 UTC Last $0.95 Breakeven $39.05 Implied vol 46.3% Delta -0.501 ≈50% ITM Gamma 0.168 Theta -0.077 Vega 0.02 Open interest 12 OI effective date Sep 3, 2026 Model this put
18	40	46%	0.415	$0.57	$0.80	$0.71		$1.21	$1.04	$1.40	-0.59	43.9%	15	4
Call · $40.5 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.996 UTC Last $0.71 Breakeven $41.21 Implied vol 46% Delta 0.415 ≈42% ITM Gamma 0.166 Theta -0.078 Vega 0.02 Open interest 18 OI effective date Sep 3, 2026 Model this call Put · $40.5 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.997 UTC Last $1.21 Breakeven $39.29 Implied vol 43.9% Delta -0.59 ≈59% ITM Gamma 0.173 Theta -0.07 Vega 0.02 Open interest 4 OI effective date Sep 3, 2026 Model this put
19	129	46.1%	0.337	$0.48	$0.54	$0.52		$1.49	$1.27	$1.89	-0.664	45.8%	3	35
Call · $41 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.810 UTC Last $0.52 Breakeven $41.52 Implied vol 46.1% Delta 0.337 ≈34% ITM Gamma 0.155 Theta -0.073 Vega 0.019 Open interest 19 OI effective date Sep 3, 2026 Model this call Put · $41 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.997 UTC Last $1.49 Breakeven $39.51 Implied vol 45.8% Delta -0.664 ≈66% ITM Gamma 0.156 Theta -0.068 Vega 0.019 Open interest 35 OI effective date Sep 3, 2026 Model this put
15	91	49.3%	0.281	$0.34	$0.51	$0.45		—	$1.75	$2.14	-0.734	46.1%	—	—
Call · $41.5 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.966 UTC Last $0.45 Breakeven $41.95 Implied vol 49.3% Delta 0.281 ≈28% ITM Gamma 0.134 Theta -0.072 Vega 0.017 Open interest 15 OI effective date Sep 3, 2026 Model this call Put · $41.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.706 UTC Last — Breakeven — Implied vol 46.1% Delta -0.734 ≈73% ITM Gamma 0.139 Theta -0.061 Vega 0.017 Open interest — OI effective date — Model this put
11	18	48.7%	0.217	$0.21	$0.39	$0.35		—	$2.06	$2.56	-0.807	44.2%	—	—
Call · $42 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.851 UTC Last $0.35 Breakeven $42.35 Implied vol 48.7% Delta 0.217 ≈22% ITM Gamma 0.118 Theta -0.062 Vega 0.015 Open interest 11 OI effective date Sep 3, 2026 Model this call Put · $42 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.810 UTC Last — Breakeven — Implied vol 44.2% Delta -0.807 ≈81% ITM Gamma 0.121 Theta -0.048 Vega 0.014 Open interest — OI effective date — Model this put
9	10	56.5%	0.204	$0.03	$0.61	$1.37		—	$2.25	$3.00	-0.93	32.5%	—	—
Call · $42.5 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:59.710 UTC Last $1.37 Breakeven $43.87 Implied vol 56.5% Delta 0.204 ≈20% ITM Gamma 0.098 Theta -0.069 Vega 0.015 Open interest 9 OI effective date Sep 3, 2026 Model this call Put · $42.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.708 UTC Last — Breakeven — Implied vol 32.5% Delta -0.93 ≈93% ITM Gamma 0.08 Theta -0.015 Vega 0.007 Open interest — OI effective date — Model this put
34	30	57.8%	0.168	$0.12	$0.39	$0.21		$2.34	$2.86	$3.45	-0.915	41.4%	1	1
Call · $43 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.706 UTC Last $0.21 Breakeven $43.21 Implied vol 57.8% Delta 0.168 ≈17% ITM Gamma 0.085 Theta -0.062 Vega 0.013 Open interest 34 OI effective date Sep 3, 2026 Model this call Put · $43 In the money Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:59.840 UTC Last $2.34 Breakeven $40.66 Implied vol 41.4% Delta -0.915 ≈92% ITM Gamma 0.074 Theta -0.024 Vega 0.008 Open interest 1 OI effective date Sep 3, 2026 Model this put
7	2	64.7%	0.161	$0.07	$0.47	$0.30		—	$3.05	$4.70	-0.83	67.2%	—	—
Call · $43.5 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:59.852 UTC Last $0.30 Breakeven $43.80 Implied vol 64.7% Delta 0.161 ≈16% ITM Gamma 0.074 Theta -0.068 Vega 0.013 Open interest 7 OI effective date Sep 3, 2026 Model this call Put · $43.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.708 UTC Last — Breakeven — Implied vol 67.2% Delta -0.83 ≈83% ITM Gamma 0.074 Theta -0.069 Vega 0.013 Open interest — OI effective date — Model this put
13	6	—	—	$0.00	$0.19	$0.18		—	$3.70	$4.55	-0.947	46%	—	—
Call · $44 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.711 UTC Last $0.18 Breakeven $44.18 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 OI effective date Sep 3, 2026 Model this call Put · $44 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.622 UTC Last — Breakeven — Implied vol 46% Delta -0.947 ≈95% ITM Gamma 0.046 Theta -0.017 Vega 0.006 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.40	$0.46		—	$4.05	$4.90	—	—	—	—
Call · $44.5 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:59.711 UTC Last $0.46 Breakeven $44.96 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $44.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.622 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
19	6	56%	0.051	$0.03	$0.09	$0.09		$4.93	$4.90	$5.40	-0.939	58.9%	2	2
Call · $45 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.997 UTC Last $0.09 Breakeven $45.09 Implied vol 56% Delta 0.051 ≈5% ITM Gamma 0.037 Theta -0.025 Vega 0.005 Open interest 19 OI effective date Sep 3, 2026 Model this call Put · $45 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.996 UTC Last $4.93 Breakeven $40.07 Implied vol 58.9% Delta -0.939 ≈94% ITM Gamma 0.04 Theta -0.026 Vega 0.006 Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$0.00	$0.39	—		—	$4.95	$5.95	—	—	—	—
Call · $45.5 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.622 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $45.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.935 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.38	—		—	$5.45	$6.50	—	—	—	—
Call · $46 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.706 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 19:59:59.725 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.37	$0.32		—	$5.95	$7.60	-0.901	88.6%	—	—
Call · $46.5 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:59.711 UTC Last $0.32 Breakeven $46.82 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $46.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.490 UTC Last — Breakeven — Implied vol 88.6% Delta -0.901 ≈90% ITM Gamma 0.039 Theta -0.062 Vega 0.009 Open interest — OI effective date — Model this put
2	2	—	—	$0.00	$0.36	$0.30		$6.80	$6.50	$7.60	—	—	1	1
Call · $47 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:59.705 UTC Last $0.30 Breakeven $47.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $47 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:59.490 UTC Last $6.80 Breakeven $40.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$0.00	$0.35	—		—	$7.00	$8.10	—	—	—	—
Call · $47.5 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.706 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $47.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.598 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.34	—		—	$7.45	$8.35	—	—	—	—
Call · $48 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.701 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 19:59:58.072 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	5	—	—	$0.00	$0.05	$0.04		—	$7.95	$8.80	—	—	—	—
Call · $48.5 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.877 UTC Last $0.04 Breakeven $48.54 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $48.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.072 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	6	—	—	$0.00	$0.04	$0.04		—	$8.45	$9.85	-0.956	90.4%	—	—
Call · $49 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.851 UTC Last $0.04 Breakeven $49.04 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 19:59:59.490 UTC Last — Breakeven — Implied vol 90.4% Delta -0.956 ≈96% ITM Gamma 0.02 Theta -0.031 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.32	—		—	$8.95	$9.85	—	—	—	—
Call · $49.5 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.701 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $49.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.072 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
2	2	—	—	$0.00	$0.33	$0.14		—	$9.45	$10.40	—	—	—	—
Call · $50 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:59.707 UTC Last $0.14 Breakeven $50.14 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $50 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.523 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
41	41	—	—	$0.00	$0.31	$0.10		—	$14.40	$15.85	—	—	—	—
Call · $55 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:59.622 UTC Last $0.10 Breakeven $55.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 41 OI effective date Sep 3, 2026 Model this call Put · $55 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.490 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 20, 2026–Sep 4, 2026; 29 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. The 25 strikes around the money are shown by default — switch to "All 38" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.