VLU · State Street(R) SPDR(R) S&P(R) 1500 Value Tilt ETF ETF

Alerts for VLU

$249.24 -0.93 (-0.37%) At close · Sep 4

Options Chain

Underlying $249.24 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 44 contracts · mixed daily-bar sessions · Mar 31, 2026–Aug 26, 2026; 42 unknown

Put / call OI

0.25

Call-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$230.00

$19.24 below spot

ATM implied vol

9.7%

market's expected move

Open interest by strike

Calls Puts

170

175

180

185

190

195

199

200

205

210

215

220

225

230

235

240

245

250

255

260

265

270

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Dec 18 103d Mar 19 194d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$77.40	$81.40	—		—	$0.00	$1.45	—	—	—	—
Call · $170 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.370 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $170 Daily-bar session Unknown Quote as of 2026-09-04 13:33:18.586 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	71.5%	0.997	$72.60	$76.40	—		—	$0.00	$1.45	—	—	—	—
Call · $175 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.263 UTC Last — Breakeven — Implied vol 71.5% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.031 Vega 0.005 Open interest — OI effective date — Model this call Put · $175 Daily-bar session Unknown Quote as of 2026-09-04 13:33:18.586 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	64.9%	0.997	$67.60	$71.40	—		—	$0.00	$1.45	—	—	—	—
Call · $180 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.164 UTC Last — Breakeven — Implied vol 64.9% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.029 Vega 0.005 Open interest — OI effective date — Model this call Put · $180 Daily-bar session Unknown Quote as of 2026-09-04 13:33:18.586 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	58.5%	0.997	$62.50	$66.50	—		—	$0.00	$1.45	—	—	—	—
Call · $185 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.099 UTC Last — Breakeven — Implied vol 58.5% Delta 0.997 ≈100% ITM Gamma 0 Theta -0.028 Vega 0.004 Open interest — OI effective date — Model this call Put · $185 Daily-bar session Unknown Quote as of 2026-09-04 13:33:18.586 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$57.50	$61.40	—		—	$0.00	$1.45	—	—	—	—
Call · $190 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.005 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $190 Daily-bar session Unknown Quote as of 2026-09-04 13:33:18.586 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	54.4%	0.993	$52.60	$56.50	—		—	$0.00	$1.45	—	—	—	—
Call · $195 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.905 UTC Last — Breakeven — Implied vol 54.4% Delta 0.993 ≈99% ITM Gamma 0.001 Theta -0.039 Vega 0.009 Open interest — OI effective date — Model this call Put · $195 Daily-bar session Unknown Quote as of 2026-09-04 16:04:47.138 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	57.2%	0.984	$48.90	$52.40	—		—	$0.00	$1.45	—	—	—	—
Call · $199 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:56.369 UTC Last — Breakeven — Implied vol 57.2% Delta 0.984 ≈98% ITM Gamma 0.002 Theta -0.06 Vega 0.019 Open interest — OI effective date — Model this call Put · $199 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.570 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	56%	0.984	$47.90	$51.40	—		—	$0.00	$1.45	—	—	—	—
Call · $200 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.817 UTC Last — Breakeven — Implied vol 56% Delta 0.984 ≈98% ITM Gamma 0.002 Theta -0.06 Vega 0.019 Open interest — OI effective date — Model this call Put · $200 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.566 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$42.60	$46.40	—		—	$0.00	$1.45	—	—	—	—
Call · $205 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.735 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $205 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.536 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	37.8%	0.993	$37.60	$41.50	—		—	$0.00	$1.45	—	—	—	—
Call · $210 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.652 UTC Last — Breakeven — Implied vol 37.8% Delta 0.993 ≈99% ITM Gamma 0.001 Theta -0.034 Vega 0.009 Open interest — OI effective date — Model this call Put · $210 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.492 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$32.50	$36.50	—		—	$0.00	$1.45	—	—	—	—
Call · $215 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.571 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $215 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.461 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	27.3%	0.993	$27.50	$31.60	—		—	$0.00	$1.45	—	—	—	—
Call · $220 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.531 UTC Last — Breakeven — Implied vol 27.3% Delta 0.993 ≈99% ITM Gamma 0.002 Theta -0.031 Vega 0.009 Open interest — OI effective date — Model this call Put · $220 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.427 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	32.5%	0.957	$23.00	$26.60	—		—	$0.00	$1.45	—	—	—	—
Call · $225 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.466 UTC Last — Breakeven — Implied vol 32.5% Delta 0.957 ≈96% ITM Gamma 0.006 Theta -0.075 Vega 0.043 Open interest — OI effective date — Model this call Put · $225 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.370 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
4	4	20.9%	0.982	$17.60	$21.60	$3.00		—	$0.00	$1.50	—	—	—	—
Call · $230 In the money Daily-bar session Mar 31, 2026 Quote as of 2026-09-04 19:59:31.423 UTC Last $3.00 Breakeven $233.00 Implied vol 20.9% Delta 0.982 ≈98% ITM Gamma 0.005 Theta -0.039 Vega 0.021 Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $230 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.351 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	21.7%	0.932	$13.10	$16.60	—		—	$0.00	$1.55	—	—	—	—
Call · $235 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.361 UTC Last — Breakeven — Implied vol 21.7% Delta 0.932 ≈93% ITM Gamma 0.013 Theta -0.073 Vega 0.062 Open interest — OI effective date — Model this call Put · $235 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.326 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	14.1%	0.931	$7.80	$11.70	—		—	$0.00	$1.70	—	—	—	—
Call · $240 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.325 UTC Last — Breakeven — Implied vol 14.1% Delta 0.931 ≈93% ITM Gamma 0.02 Theta -0.056 Vega 0.062 Open interest — OI effective date — Model this call Put · $240 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.287 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	12.7%	0.783	$3.60	$7.00	—		$0.05	$0.00	$2.10	—	—	1	1
Call · $245 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:43.377 UTC Last — Breakeven — Implied vol 12.7% Delta 0.783 ≈78% ITM Gamma 0.049 Theta -0.086 Vega 0.138 Open interest — OI effective date — Model this call Put · $245 Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:59:31.252 UTC Last $0.05 Breakeven $244.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
Underlying $249.24
—	—	10.2%	0.467	$0.30	$3.10	—		—	$0.55	$3.40	-0.537	9.3%	—	—
Call · $250 Daily-bar session Unknown Quote as of 2026-09-04 19:59:30.908 UTC Last — Breakeven — Implied vol 10.2% Delta 0.467 ≈47% ITM Gamma 0.083 Theta -0.085 Vega 0.187 Open interest — OI effective date — Model this call Put · $250 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.618 UTC Last — Breakeven — Implied vol 9.3% Delta -0.537 ≈54% ITM Gamma 0.091 Theta -0.053 Vega 0.187 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.80	—		—	$3.80	$7.40	-0.909	8.5%	—	—
Call · $255 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.257 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $255 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.275 UTC Last — Breakeven — Implied vol 8.5% Delta -0.909 ≈91% ITM Gamma 0.041 Theta -0.002 Vega 0.077 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.50	—		—	$8.80	$12.20	-0.966	11.8%	—	—
Call · $260 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.302 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $260 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.336 UTC Last — Breakeven — Implied vol 11.8% Delta -0.966 ≈97% ITM Gamma 0.014 Theta 0.009 Vega 0.035 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.45	—		—	$13.80	$17.60	-0.934	20.9%	—	—
Call · $265 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.334 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $265 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.368 UTC Last — Breakeven — Implied vol 20.9% Delta -0.934 ≈93% ITM Gamma 0.013 Theta -0.024 Vega 0.061 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.45	—		—	$18.80	$22.60	-0.944	25.9%	—	—
Call · $270 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.357 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $270 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.439 UTC Last — Breakeven — Implied vol 25.9% Delta -0.944 ≈94% ITM Gamma 0.009 Theta -0.027 Vega 0.053 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 · Mar 31, 2026–Aug 26, 2026; 42 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.