XLSR · State Street(R) US Sector Rotation ETF ETF

Alerts for XLSR

$66.26 -0.24 (-0.36%) At close · Sep 4

Options Chain

Underlying $66.26 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 38 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

10.5%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Nov 20 75d Feb 19 166d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	55.9%	0.958	$9.50	$11.40	—		—	$0.00	$0.45	—	—	—	—
Call · $56 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.166 UTC Last — Breakeven — Implied vol 55.9% Delta 0.958 ≈96% ITM Gamma 0.014 Theta -0.031 Vega 0.011 Open interest — OI effective date — Model this call Put · $56 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.784 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	51%	0.954	$8.50	$10.40	—		—	$0.00	$0.45	—	—	—	—
Call · $57 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.068 UTC Last — Breakeven — Implied vol 51% Delta 0.954 ≈95% ITM Gamma 0.016 Theta -0.03 Vega 0.012 Open interest — OI effective date — Model this call Put · $57 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.723 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	46.1%	0.95	$7.50	$9.40	—		—	$0.00	$0.45	—	—	—	—
Call · $58 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.943 UTC Last — Breakeven — Implied vol 46.1% Delta 0.95 ≈95% ITM Gamma 0.019 Theta -0.029 Vega 0.012 Open interest — OI effective date — Model this call Put · $58 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.676 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	41.3%	0.946	$6.50	$8.40	—		—	$0.00	$0.45	—	—	—	—
Call · $59 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.845 UTC Last — Breakeven — Implied vol 41.3% Delta 0.946 ≈95% ITM Gamma 0.022 Theta -0.028 Vega 0.013 Open interest — OI effective date — Model this call Put · $59 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.584 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	36.4%	0.94	$5.50	$7.40	—		—	$0.00	$0.45	—	—	—	—
Call · $60 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.735 UTC Last — Breakeven — Implied vol 36.4% Delta 0.94 ≈94% ITM Gamma 0.027 Theta -0.027 Vega 0.014 Open interest — OI effective date — Model this call Put · $60 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.485 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	31.6%	0.933	$4.50	$6.40	—		—	$0.00	$0.45	—	—	—	—
Call · $61 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.666 UTC Last — Breakeven — Implied vol 31.6% Delta 0.933 ≈93% ITM Gamma 0.034 Theta -0.026 Vega 0.016 Open interest — OI effective date — Model this call Put · $61 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.470 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	26.7%	0.923	$3.50	$5.40	—		—	$0.00	$0.50	—	—	—	—
Call · $62 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.522 UTC Last — Breakeven — Implied vol 26.7% Delta 0.923 ≈92% ITM Gamma 0.045 Theta -0.025 Vega 0.017 Open interest — OI effective date — Model this call Put · $62 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.380 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	22.9%	0.897	$2.55	$4.40	—		—	$0.00	$0.50	—	—	—	—
Call · $63 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.442 UTC Last — Breakeven — Implied vol 22.9% Delta 0.897 ≈90% ITM Gamma 0.065 Theta -0.026 Vega 0.022 Open interest — OI effective date — Model this call Put · $63 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.356 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	18.6%	0.86	$1.60	$3.40	—		—	$0.00	$0.55	—	—	—	—
Call · $64 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.366 UTC Last — Breakeven — Implied vol 18.6% Delta 0.86 ≈86% ITM Gamma 0.099 Theta -0.026 Vega 0.027 Open interest — OI effective date — Model this call Put · $64 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.278 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	15%	0.777	$0.70	$2.45	—		—	$0.00	$0.85	—	—	—	—
Call · $65 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.275 UTC Last — Breakeven — Implied vol 15% Delta 0.777 ≈78% ITM Gamma 0.165 Theta -0.028 Vega 0.036 Open interest — OI effective date — Model this call Put · $65 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.218 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.65	—		—	$0.00	$1.25	—	—	—	—
Call · $66 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.976 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $66 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.922 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $66.26
—	—	—	—	$0.00	$1.00	—		—	$0.05	$1.75	-0.695	10.5%	—	—
Call · $67 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.178 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $67 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.182 UTC Last — Breakeven — Implied vol 10.5% Delta -0.695 ≈70% ITM Gamma 0.278 Theta -0.014 Vega 0.042 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.50	—		—	$0.80	$2.60	-0.918	9.7%	—	—
Call · $68 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.270 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $68 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.282 UTC Last — Breakeven — Implied vol 9.7% Delta -0.918 ≈92% ITM Gamma 0.13 Theta -0.001 Vega 0.018 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$1.85	$3.60	-0.917	15.5%	—	—
Call · $69 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.299 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $69 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.377 UTC Last — Breakeven — Implied vol 15.5% Delta -0.917 ≈92% ITM Gamma 0.082 Theta -0.006 Vega 0.018 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$2.85	$4.60	-0.931	19.7%	—	—
Call · $70 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.374 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $70 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.476 UTC Last — Breakeven — Implied vol 19.7% Delta -0.931 ≈93% ITM Gamma 0.056 Theta -0.007 Vega 0.016 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$3.70	$5.60	—	—	—	—
Call · $71 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.434 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $71 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.580 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$4.70	$6.60	—	—	—	—
Call · $72 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.477 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $72 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.679 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$5.70	$7.60	—	—	—	—
Call · $73 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.576 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $73 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.781 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.45	—		—	$6.70	$8.60	-0.999	19.8%	—	—
Call · $74 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.644 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $74 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.881 UTC Last — Breakeven — Implied vol 19.8% Delta -0.999 ≈100% ITM Gamma 0.002 Theta 0.007 Vega 0.001 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.