XLP · State Street(R) Consumer Staples Select Sector SPDR(R) ETF ETF

Alerts for XLP

$84.58 -0.68 (-0.80%) At close · Sep 4

Options Chain

Underlying $84.58 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 11, 2026 · 6 days to expiry · 94 contracts · mixed daily-bar sessions · Jul 31, 2026–Sep 4, 2026; 41 unknown

Put / call OI

1.19

Balanced positioning

Open interest

13,047

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$87.00

$2.42 above spot

ATM implied vol

13.2%

market's expected move

Open interest by strike · near the money

Calls Puts

79.5

80.5

81.5

82.5

83.5

84.5

85.5

86.5

87.5

88.5

89.5

90.5

91.5

92.5

93.5

100

105

110

115

120

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 11 6d Sep 18 13d Sep 25 20d Oct 2 27d Oct 9 34d Oct 16 41d Oct 23 48d Nov 20 76d Dec 18 104d Jan 15 132d Mar 19 195d Jun 17 285d Jan 21 503d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$34.45	$36.05	—		—	$0.00	$0.01	—	—	—	—
Call · $50 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:22.075 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 18:40:20.627 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	2	—	—	$29.25	$31.70	$30.89		—	$0.00	$0.23	—	—	—	—
Call · $55 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:46.525 UTC Last $30.89 Breakeven $85.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $55 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.638 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	2	—	—	$24.45	$26.70	$25.91		—	$0.00	$0.23	—	—	—	—
Call · $60 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:57:51.663 UTC Last $25.91 Breakeven $85.91 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $60 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.697 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$19.45	$21.05	$21.88		—	$0.00	$0.23	—	—	—	—
Call · $65 In the money Daily-bar session Aug 19, 2026 Quote as of 2026-09-04 19:59:19.971 UTC Last $21.88 Breakeven $86.88 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $65 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.638 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	121.9%	0.902	$14.45	$16.10	—		$0.06	$0.00	$0.23	—	—	1	1
Call · $70 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.655 UTC Last — Breakeven — Implied vol 121.9% Delta 0.902 ≈90% ITM Gamma 0.013 Theta -0.197 Vega 0.019 Open interest — OI effective date — Model this call Put · $70 Daily-bar session Aug 10, 2026 Quote as of 2026-09-04 19:59:58.697 UTC Last $0.06 Breakeven $69.94 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	94.7%	0.878	$10.45	$12.10	—		—	$0.00	$0.03	—	—	—	—
Call · $74 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:52.213 UTC Last — Breakeven — Implied vol 94.7% Delta 0.878 ≈88% ITM Gamma 0.02 Theta -0.179 Vega 0.022 Open interest — OI effective date — Model this call Put · $74 Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.615 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	83.4%	0.882	$9.50	$10.85	—		$0.06	$0.00	$0.03	—	—	2	2
Call · $75 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.004 UTC Last — Breakeven — Implied vol 83.4% Delta 0.882 ≈88% ITM Gamma 0.022 Theta -0.156 Vega 0.022 Open interest — OI effective date — Model this call Put · $75 Daily-bar session Aug 12, 2026 Quote as of 2026-09-04 19:59:40.615 UTC Last $0.06 Breakeven $74.94 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	75.7%	0.876	$8.45	$9.85	—		—	$0.00	$0.03	—	—	—	—
Call · $76 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:16.146 UTC Last — Breakeven — Implied vol 75.7% Delta 0.876 ≈88% ITM Gamma 0.025 Theta -0.146 Vega 0.022 Open interest — OI effective date — Model this call Put · $76 Daily-bar session Unknown Quote as of 2026-09-04 19:55:49.547 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$7.45	$7.80	—		$0.03	$0.00	$0.03	—	—	1	1
Call · $77 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.695 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $77 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:40.615 UTC Last $0.03 Breakeven $76.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	34.9%	0.968	$6.55	$6.80	—		$0.01	$0.00	$0.03	—	—	101	104
Call · $78 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.158 UTC Last — Breakeven — Implied vol 34.9% Delta 0.968 ≈97% ITM Gamma 0.019 Theta -0.03 Vega 0.008 Open interest — OI effective date — Model this call Put · $78 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:58.635 UTC Last $0.01 Breakeven $77.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 104 OI effective date Sep 3, 2026 Model this put
—	—	30.2%	0.964	$5.55	$5.80	—		$0.02	$0.00	$0.04	—	—	2	121
Call · $79 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.211 UTC Last — Breakeven — Implied vol 30.2% Delta 0.964 ≈96% ITM Gamma 0.024 Theta -0.029 Vega 0.009 Open interest — OI effective date — Model this call Put · $79 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:58.912 UTC Last $0.02 Breakeven $78.98 Implied vol — Delta — Gamma — Theta — Vega — Open interest 121 OI effective date Sep 3, 2026 Model this put
—	—	27.9%	0.961	$5.05	$5.30	—		—	$0.00	$0.04	—	—	—	—
Call · $79.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.211 UTC Last — Breakeven — Implied vol 27.9% Delta 0.961 ≈96% ITM Gamma 0.028 Theta -0.029 Vega 0.009 Open interest — OI effective date — Model this call Put · $79.5 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.156 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.45	$4.80	—		$0.03	$0.00	$0.04	—	—	1	7
Call · $80 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.742 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $80 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:58.653 UTC Last $0.03 Breakeven $79.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 OI effective date Sep 3, 2026 Model this put
—	—	20.3%	0.974	$4.00	$4.30	—		$0.03	$0.00	$0.03	—	—	33	38
Call · $80.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.212 UTC Last — Breakeven — Implied vol 20.3% Delta 0.974 ≈97% ITM Gamma 0.028 Theta -0.019 Vega 0.007 Open interest — OI effective date — Model this call Put · $80.5 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:59.903 UTC Last $0.03 Breakeven $80.47 Implied vol — Delta — Gamma — Theta — Vega — Open interest 38 OI effective date Sep 3, 2026 Model this put
10	10	18.1%	0.971	$3.50	$3.80	$5.07		$0.04	$0.02	$0.05	-0.04	19.7%	208	289
Call · $81 In the money Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:59:59.213 UTC Last $5.07 Breakeven $86.07 Implied vol 18.1% Delta 0.971 ≈97% ITM Gamma 0.033 Theta -0.019 Vega 0.007 Open interest 10 OI effective date Sep 3, 2026 Model this call Put · $81 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:58.911 UTC Last $0.04 Breakeven $80.96 Implied vol 19.7% Delta -0.04 ≈4% ITM Gamma 0.041 Theta -0.015 Vega 0.009 Open interest 289 OI effective date Sep 3, 2026 Model this put
4	4	15.9%	0.968	$3.00	$3.30	$4.45		$0.02	$0.01	$0.06	-0.045	17.4%	2	23
Call · $81.5 In the money Daily-bar session Aug 5, 2026 Quote as of 2026-09-04 19:59:59.154 UTC Last $4.45 Breakeven $85.95 Implied vol 15.9% Delta 0.968 ≈97% ITM Gamma 0.041 Theta -0.018 Vega 0.008 Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $81.5 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:58.635 UTC Last $0.02 Breakeven $81.48 Implied vol 17.4% Delta -0.045 ≈4% ITM Gamma 0.05 Theta -0.015 Vega 0.01 Open interest 23 OI effective date Sep 3, 2026 Model this put
2	4	18%	0.916	$2.61	$2.80	$2.78		$0.10	$0.02	$0.07	-0.06	15.9%	11	141
Call · $82 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:58.741 UTC Last $2.78 Breakeven $84.78 Implied vol 18% Delta 0.916 ≈92% ITM Gamma 0.079 Theta -0.033 Vega 0.017 Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $82 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.156 UTC Last $0.10 Breakeven $81.90 Implied vol 15.9% Delta -0.06 ≈6% ITM Gamma 0.069 Theta -0.017 Vega 0.013 Open interest 141 OI effective date Sep 3, 2026 Model this put
—	—	14.5%	0.916	$2.06	$2.32	—		$0.07	$0.05	$0.11	-0.099	15.6%	44	71
Call · $82.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.635 UTC Last — Breakeven — Implied vol 14.5% Delta 0.916 ≈92% ITM Gamma 0.098 Theta -0.028 Vega 0.017 Open interest — OI effective date — Model this call Put · $82.5 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.156 UTC Last $0.07 Breakeven $82.43 Implied vol 15.6% Delta -0.099 ≈10% ITM Gamma 0.103 Theta -0.024 Vega 0.019 Open interest 71 OI effective date Sep 3, 2026 Model this put
14	13	14%	0.863	$1.61	$1.86	$2.77		$0.12	$0.07	$0.13	-0.133	13.7%	22	212
Call · $83 In the money Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:59.156 UTC Last $2.77 Breakeven $85.77 Implied vol 14% Delta 0.863 ≈86% ITM Gamma 0.145 Theta -0.035 Vega 0.024 Open interest 14 OI effective date Sep 3, 2026 Model this call Put · $83 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.160 UTC Last $0.12 Breakeven $82.88 Implied vol 13.7% Delta -0.133 ≈13% ITM Gamma 0.144 Theta -0.026 Vega 0.023 Open interest 212 OI effective date Sep 3, 2026 Model this put
47	2	14.5%	0.768	$1.27	$1.42	$3.25		$0.20	$0.14	$0.20	-0.21	13.1%	645	197
Call · $83.5 In the money Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:58.911 UTC Last $3.25 Breakeven $86.75 Implied vol 14.5% Delta 0.768 ≈77% ITM Gamma 0.194 Theta -0.046 Vega 0.033 Open interest 47 OI effective date Sep 3, 2026 Model this call Put · $83.5 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.903 UTC Last $0.20 Breakeven $83.30 Implied vol 13.1% Delta -0.21 ≈21% ITM Gamma 0.202 Theta -0.032 Vega 0.031 Open interest 197 OI effective date Sep 3, 2026 Model this put
7	26	13.2%	0.673	$0.86	$1.02	$1.03		$0.27	$0.27	$0.34	-0.325	13.1%	60	1.8k
Call · $84 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.903 UTC Last $1.03 Breakeven $85.03 Implied vol 13.2% Delta 0.673 ≈67% ITM Gamma 0.251 Theta -0.049 Vega 0.039 Open interest 7 OI effective date Sep 3, 2026 Model this call Put · $84 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.407 UTC Last $0.27 Breakeven $83.73 Implied vol 13.1% Delta -0.325 ≈33% ITM Gamma 0.253 Theta -0.04 Vega 0.039 Open interest 1.8k OI effective date Sep 3, 2026 Model this put
52	18	13.4%	0.539	$0.60	$0.69	$0.72		$0.43	$0.46	$0.55	-0.46	13.1%	81	308
Call · $84.5 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.156 UTC Last $0.72 Breakeven $85.22 Implied vol 13.4% Delta 0.539 ≈54% ITM Gamma 0.274 Theta -0.052 Vega 0.043 Open interest 52 OI effective date Sep 3, 2026 Model this call Put · $84.5 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.957 UTC Last $0.43 Breakeven $84.07 Implied vol 13.1% Delta -0.46 ≈46% ITM Gamma 0.279 Theta -0.043 Vega 0.043 Open interest 308 OI effective date Sep 3, 2026 Model this put
Underlying $84.58
107	356	13.2%	0.401	$0.37	$0.44	$0.40		$0.80	$0.70	$0.79	-0.604	12.5%	803	386
Call · $85 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.951 UTC Last $0.40 Breakeven $85.40 Implied vol 13.2% Delta 0.401 ≈40% ITM Gamma 0.271 Theta -0.049 Vega 0.042 Open interest 107 OI effective date Sep 3, 2026 Model this call Put · $85 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.904 UTC Last $0.80 Breakeven $84.20 Implied vol 12.5% Delta -0.604 ≈60% ITM Gamma 0.285 Theta -0.038 Vega 0.042 Open interest 386 OI effective date Sep 3, 2026 Model this put
645	111	13%	0.273	$0.20	$0.27	$0.26		$1.00	$1.01	$1.23	-0.72	13.5%	67	349
Call · $85.5 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.903 UTC Last $0.26 Breakeven $85.76 Implied vol 13% Delta 0.273 ≈27% ITM Gamma 0.235 Theta -0.041 Vega 0.036 Open interest 645 OI effective date Sep 3, 2026 Model this call Put · $85.5 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.156 UTC Last $1.00 Breakeven $84.50 Implied vol 13.5% Delta -0.72 ≈72% ITM Gamma 0.23 Theta -0.035 Vega 0.037 Open interest 349 OI effective date Sep 3, 2026 Model this put
314	116	13.3%	0.175	$0.12	$0.15	$0.14		$1.38	$1.39	$1.59	-0.834	12.8%	10	25
Call · $86 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.825 UTC Last $0.14 Breakeven $86.14 Implied vol 13.3% Delta 0.175 ≈18% ITM Gamma 0.179 Theta -0.032 Vega 0.028 Open interest 314 OI effective date Sep 3, 2026 Model this call Put · $86 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.156 UTC Last $1.38 Breakeven $84.62 Implied vol 12.8% Delta -0.834 ≈83% ITM Gamma 0.18 Theta -0.022 Vega 0.027 Open interest 25 OI effective date Sep 3, 2026 Model this put
869	121	14.1%	0.115	$0.07	$0.10	$0.08		$1.85	$1.82	$2.12	-0.873	14.9%	8	91
Call · $86.5 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.156 UTC Last $0.08 Breakeven $86.58 Implied vol 14.1% Delta 0.115 ≈12% ITM Gamma 0.127 Theta -0.026 Vega 0.021 Open interest 869 OI effective date Sep 3, 2026 Model this call Put · $86.5 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:22.141 UTC Last $1.85 Breakeven $84.65 Implied vol 14.9% Delta -0.873 ≈87% ITM Gamma 0.13 Theta -0.021 Vega 0.023 Open interest 91 OI effective date Sep 3, 2026 Model this put
326	11	14.6%	0.072	$0.04	$0.06	$0.05		$2.20	$2.30	$2.49	-0.953	12.8%	4	2.9k
Call · $87 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:58.911 UTC Last $0.05 Breakeven $87.05 Implied vol 14.6% Delta 0.072 ≈7% ITM Gamma 0.086 Theta -0.019 Vega 0.015 Open interest 326 OI effective date Sep 3, 2026 Model this call Put · $87 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.958 UTC Last $2.20 Breakeven $84.80 Implied vol 12.8% Delta -0.953 ≈95% ITM Gamma 0.071 Theta -0.003 Vega 0.011 Open interest 2.9k OI effective date Sep 3, 2026 Model this put
323	211	16.1%	0.054	$0.03	$0.05	$0.05		$2.69	$2.78	$3.05	-0.939	16.7%	2	13
Call · $87.5 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:50.413 UTC Last $0.05 Breakeven $87.55 Implied vol 16.1% Delta 0.054 ≈5% ITM Gamma 0.063 Theta -0.017 Vega 0.012 Open interest 323 OI effective date Sep 3, 2026 Model this call Put · $87.5 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:49.075 UTC Last $2.69 Breakeven $84.81 Implied vol 16.7% Delta -0.939 ≈94% ITM Gamma 0.067 Theta -0.01 Vega 0.013 Open interest 13 OI effective date Sep 3, 2026 Model this put
262	211	17.3%	0.04	$0.01	$0.05	$0.03		$2.71	$3.25	$3.50	-0.986	13.8%	4	11
Call · $88 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:58.635 UTC Last $0.03 Breakeven $88.03 Implied vol 17.3% Delta 0.04 ≈4% ITM Gamma 0.046 Theta -0.014 Vega 0.009 Open interest 262 OI effective date Sep 3, 2026 Model this call Put · $88 In the money Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:58.948 UTC Last $2.71 Breakeven $85.29 Implied vol 13.8% Delta -0.986 ≈99% ITM Gamma 0.024 Theta 0.004 Vega 0.004 Open interest 11 OI effective date Sep 3, 2026 Model this put
45	8	—	—	$0.00	$0.05	$0.03		$3.19	$3.75	$4.00	-0.987	15.6%	2	—
Call · $88.5 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:58.635 UTC Last $0.03 Breakeven $88.53 Implied vol — Delta — Gamma — Theta — Vega — Open interest 45 OI effective date Sep 3, 2026 Model this call Put · $88.5 In the money Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:59.211 UTC Last $3.19 Breakeven $85.31 Implied vol 15.6% Delta -0.987 ≈99% ITM Gamma 0.02 Theta 0.004 Vega 0.004 Open interest — OI effective date — Model this put
24	10	—	—	$0.00	$0.04	$0.02		$2.75	$4.25	$4.50	-0.988	17.4%	24	—
Call · $89 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.156 UTC Last $0.02 Breakeven $89.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 OI effective date Sep 3, 2026 Model this call Put · $89 In the money Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:59:59.212 UTC Last $2.75 Breakeven $86.25 Implied vol 17.4% Delta -0.988 ≈99% ITM Gamma 0.017 Theta 0.004 Vega 0.004 Open interest — OI effective date — Model this put
4	1	—	—	$0.00	$0.04	$0.09		$3.35	$4.75	$5.00	-0.988	19.2%	10	1
Call · $89.5 Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:58.911 UTC Last $0.09 Breakeven $89.59 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $89.5 In the money Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:59.211 UTC Last $3.35 Breakeven $86.15 Implied vol 19.2% Delta -0.988 ≈99% ITM Gamma 0.015 Theta 0.004 Vega 0.003 Open interest 1 OI effective date Sep 3, 2026 Model this put
34	2	—	—	$0.00	$0.04	$0.02		$3.70	$5.25	$5.50	-0.989	20.9%	10	—
Call · $90 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.156 UTC Last $0.02 Breakeven $90.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 34 OI effective date Sep 3, 2026 Model this call Put · $90 In the money Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:59.213 UTC Last $3.70 Breakeven $86.30 Implied vol 20.9% Delta -0.989 ≈99% ITM Gamma 0.013 Theta 0.003 Vega 0.003 Open interest — OI effective date — Model this put
3	3	—	—	$0.00	$0.04	$0.17		—	$5.75	$6.00	-0.989	22.6%	—	—
Call · $90.5 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:58.635 UTC Last $0.17 Breakeven $90.67 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $90.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.212 UTC Last — Breakeven — Implied vol 22.6% Delta -0.989 ≈99% ITM Gamma 0.012 Theta 0.003 Vega 0.003 Open interest — OI effective date — Model this put
2.7k	4	—	—	$0.00	$0.04	$0.02		—	$6.25	$6.50	-0.99	24.3%	—	—
Call · $91 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:58.869 UTC Last $0.02 Breakeven $91.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2.7k OI effective date Sep 3, 2026 Model this call Put · $91 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.735 UTC Last — Breakeven — Implied vol 24.3% Delta -0.99 ≈99% ITM Gamma 0.01 Theta 0.003 Vega 0.003 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.04	$0.10		—	$6.75	$7.00	-0.99	26%	—	—
Call · $91.5 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:40.614 UTC Last $0.10 Breakeven $91.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $91.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.697 UTC Last — Breakeven — Implied vol 26% Delta -0.99 ≈99% ITM Gamma 0.01 Theta 0.003 Vega 0.003 Open interest — OI effective date — Model this put
2	1	—	—	$0.00	$0.04	$0.07		—	$7.25	$7.50	-0.99	27.7%	—	—
Call · $92 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:40.655 UTC Last $0.07 Breakeven $92.07 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $92 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.738 UTC Last — Breakeven — Implied vol 27.7% Delta -0.99 ≈99% ITM Gamma 0.009 Theta 0.003 Vega 0.003 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.03	$0.06		—	$7.75	$8.00	-0.991	29.3%	—	—
Call · $92.5 Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:59:54.514 UTC Last $0.06 Breakeven $92.56 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $92.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.516 UTC Last — Breakeven — Implied vol 29.3% Delta -0.991 ≈99% ITM Gamma 0.008 Theta 0.002 Vega 0.003 Open interest — OI effective date — Model this put
200	200	—	—	$0.00	$0.03	$0.03		—	$8.25	$8.50	-0.991	31%	—	—
Call · $93 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:59:40.616 UTC Last $0.03 Breakeven $93.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 200 OI effective date Sep 3, 2026 Model this call Put · $93 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.616 UTC Last — Breakeven — Implied vol 31% Delta -0.991 ≈99% ITM Gamma 0.007 Theta 0.002 Vega 0.003 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.03	—		—	$8.25	$9.50	-0.991	32.6%	—	—
Call · $93.5 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.868 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $93.5 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.345 UTC Last — Breakeven — Implied vol 32.6% Delta -0.991 ≈99% ITM Gamma 0.007 Theta 0.002 Vega 0.003 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.03	—		—	$8.55	$10.00	—	—	—	—
Call · $94 Daily-bar session Unknown Quote as of 2026-09-04 19:58:41.106 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $94 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.717 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.03	—		—	$9.65	$11.00	—	—	—	—
Call · $95 Daily-bar session Unknown Quote as of 2026-09-04 19:59:16.145 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $95 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.345 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.03	—		—	$14.55	$16.25	-0.983	60.4%	—	—
Call · $100 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.869 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $100 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.565 UTC Last — Breakeven — Implied vol 60.4% Delta -0.983 ≈98% ITM Gamma 0.007 Theta -0.013 Vega 0.005 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.03	—		—	$19.75	$21.25	-0.963	91.5%	—	—
Call · $105 Daily-bar session Unknown Quote as of 2026-09-04 19:59:21.833 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $105 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:45.147 UTC Last — Breakeven — Implied vol 91.5% Delta -0.963 ≈96% ITM Gamma 0.008 Theta -0.057 Vega 0.009 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.03	—		—	$24.55	$26.40	—	—	—	—
Call · $110 Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.614 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $110 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.546 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.23	—		—	$29.55	$31.40	—	—	—	—
Call · $115 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.638 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $115 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.565 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.23	—		—	$34.55	$36.50	—	—	—	—
Call · $120 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.700 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $120 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:16.147 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 · Jul 31, 2026–Sep 4, 2026; 41 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 47" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.