USFR · WisdomTree Floating Rate Treasury Fund ETF

Alerts for USFR

$50.39 +0.01 (+0.02%) At close · Sep 4

Options Chain

Underlying $50.39 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 38 contracts · mixed daily-bar sessions · Jul 31, 2026–Sep 4, 2026; 24 unknown

Put / call OI

1.25

Balanced positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$52.00

$1.61 above spot

ATM implied vol

21%

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 Nov 20 76d Feb 19 167d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	6	58.2%	0.974	$7.30	$11.70	$9.44		—	$0.00	$2.10	—	—	—	—
Call · $41 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:55:01.831 UTC Last $9.44 Breakeven $50.44 Implied vol 58.2% Delta 0.974 ≈97% ITM Gamma 0.011 Theta -0.017 Vega 0.006 Open interest — OI effective date — Model this call Put · $41 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.505 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	4	52.2%	0.972	$6.30	$10.70	$8.43		—	$0.00	$2.10	—	—	—	—
Call · $42 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:55:02.509 UTC Last $8.43 Breakeven $50.43 Implied vol 52.2% Delta 0.972 ≈97% ITM Gamma 0.013 Theta -0.016 Vega 0.006 Open interest — OI effective date — Model this call Put · $42 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.012 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	12	46.4%	0.969	$5.30	$9.70	$7.44		—	$0.00	$2.10	—	—	—	—
Call · $43 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:55:02.509 UTC Last $7.44 Breakeven $50.44 Implied vol 46.4% Delta 0.969 ≈97% ITM Gamma 0.016 Theta -0.016 Vega 0.007 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $43 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.864 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	1	40.5%	0.966	$4.30	$8.70	$6.52		—	$0.00	$2.10	—	—	—	—
Call · $44 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:55:02.463 UTC Last $6.52 Breakeven $50.52 Implied vol 40.5% Delta 0.966 ≈97% ITM Gamma 0.02 Theta -0.015 Vega 0.007 Open interest — OI effective date — Model this call Put · $44 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.561 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	34.8%	0.962	$3.30	$7.70	—		—	$0.00	$2.10	—	—	—	—
Call · $45 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.404 UTC Last — Breakeven — Implied vol 34.8% Delta 0.962 ≈96% ITM Gamma 0.025 Theta -0.015 Vega 0.008 Open interest — OI effective date — Model this call Put · $45 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.684 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	29.1%	0.957	$2.30	$6.70	—		—	$0.00	$2.10	—	—	—	—
Call · $46 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.340 UTC Last — Breakeven — Implied vol 29.1% Delta 0.957 ≈96% ITM Gamma 0.033 Theta -0.014 Vega 0.009 Open interest — OI effective date — Model this call Put · $46 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.353 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	23.4%	0.949	$1.30	$5.70	—		—	$0.00	$2.10	—	—	—	—
Call · $47 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.068 UTC Last — Breakeven — Implied vol 23.4% Delta 0.949 ≈95% ITM Gamma 0.048 Theta -0.014 Vega 0.01 Open interest — OI effective date — Model this call Put · $47 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.948 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17.6%	0.936	$0.30	$4.70	—		—	$0.00	$2.10	—	—	—	—
Call · $48 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.068 UTC Last — Breakeven — Implied vol 17.6% Delta 0.936 ≈94% ITM Gamma 0.075 Theta -0.013 Vega 0.012 Open interest — OI effective date — Model this call Put · $48 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.674 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$3.70	—		—	$0.00	$2.10	—	—	—	—
Call · $49 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.882 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $49 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.591 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.65	—		—	$0.00	$2.10	—	—	—	—
Call · $50 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.415 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $50 Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.333 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $50.39
—	—	—	—	$0.00	$0.05	—		$1.15	$0.55	$1.65	-0.599	21%	2	4
Call · $51 Daily-bar session Unknown Quote as of 2026-09-04 19:58:30.509 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 Sep 4, 2026 Quote as of 2026-09-04 19:55:02.138 UTC Last $1.15 Breakeven $49.85 Implied vol 21% Delta -0.599 ≈60% ITM Gamma 0.194 Theta -0.027 Vega 0.037 Open interest 4 OI effective date Sep 3, 2026 Model this put
1	1	—	—	$0.00	$0.05	$0.15		$2.16	$1.55	$2.65	-0.69	30.4%	2	4
Call · $52 Daily-bar session Aug 4, 2026 Quote as of 2026-09-04 13:32:15.668 UTC Last $0.15 Breakeven $52.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $52 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:55:02.068 UTC Last $2.16 Breakeven $49.84 Implied vol 30.4% Delta -0.69 ≈69% ITM Gamma 0.122 Theta -0.036 Vega 0.034 Open interest 4 OI effective date Sep 3, 2026 Model this put
—	2	—	—	$0.00	$2.10	$0.05		$3.20	$2.55	$3.80	-0.725	41%	8	2
Call · $53 Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:55:02.216 UTC Last $0.05 Breakeven $53.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $53 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:55:02.068 UTC Last $3.20 Breakeven $49.80 Implied vol 41% Delta -0.725 ≈72% ITM Gamma 0.086 Theta -0.046 Vega 0.032 Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$0.00	$2.10	—		—	$1.40	$5.80	-0.936	23.3%	—	—
Call · $54 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.012 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $54 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.068 UTC Last — Breakeven — Implied vol 23.3% Delta -0.936 ≈94% ITM Gamma 0.056 Theta -0.006 Vega 0.012 Open interest — OI effective date — Model this put
2	1	—	—	$0.00	$2.10	$0.05		—	$2.40	$6.80	-0.945	28.2%	—	—
Call · $55 Daily-bar session Aug 4, 2026 Quote as of 2026-09-04 19:55:03.424 UTC Last $0.05 Breakeven $55.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $55 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.340 UTC Last — Breakeven — Implied vol 28.2% Delta -0.945 ≈94% ITM Gamma 0.042 Theta -0.006 Vega 0.011 Open interest — OI effective date — Model this put
1	2	—	—	$0.00	$2.10	$0.05		—	$3.40	$7.80	-0.951	32.8%	—	—
Call · $56 Daily-bar session Aug 3, 2026 Quote as of 2026-09-04 19:55:03.975 UTC Last $0.05 Breakeven $56.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $56 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.404 UTC Last — Breakeven — Implied vol 32.8% Delta -0.951 ≈95% ITM Gamma 0.033 Theta -0.007 Vega 0.01 Open interest — OI effective date — Model this put
1	2	—	—	$0.00	$2.10	$0.05		—	$4.40	$8.80	-0.955	37.4%	—	—
Call · $57 Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:55:04.625 UTC Last $0.05 Breakeven $57.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $57 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.463 UTC Last — Breakeven — Implied vol 37.4% Delta -0.955 ≈95% ITM Gamma 0.027 Theta -0.008 Vega 0.009 Open interest — OI effective date — Model this put
1	2	—	—	$0.00	$2.10	$0.05		—	$5.40	$9.80	-0.958	41.7%	—	—
Call · $58 Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:55:04.980 UTC Last $0.05 Breakeven $58.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $58 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.509 UTC Last — Breakeven — Implied vol 41.7% Delta -0.958 ≈96% ITM Gamma 0.023 Theta -0.008 Vega 0.009 Open interest — OI effective date — Model this put
1	2	—	—	$0.00	$2.10	$0.05		—	$6.40	$10.80	-0.961	46%	—	—
Call · $59 Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:55:06.249 UTC Last $0.05 Breakeven $59.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $59 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.552 UTC Last — Breakeven — Implied vol 46% Delta -0.961 ≈96% ITM Gamma 0.019 Theta -0.009 Vega 0.008 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 · Jul 31, 2026–Sep 4, 2026; 24 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.