SLYG · State Street SPDR Bloomberg International Treasury Bond ETF

Track SLYG — free

$114.07 -1.46 (-1.26%)

Rebalance outlook locked

Options Chain

Underlying $114.07 · today Options Calculator

Positioning

Sep 18, 2026 · 21 days to expiry · 38 contracts · mixed snapshot sessions · Aug 20, 2026–Aug 21, 2026; 35 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

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dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 21d Oct 16 49d Nov 20 84d Feb 19 175d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	—	—	—	0
Call · $107 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $107 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.238	42.4%	—	0
Call · $108 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $108 Snapshot session Unknown Last — Breakeven — Implied vol 42.4% Delta -0.238 ≈24% ITM Gamma 0.027 Theta -0.085 Vega 0.092 Open interest 0 Model this put
0	—	—	—	—		—	-0.261	40.7%	—	0
Call · $109 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $109 Snapshot session Unknown Last — Breakeven — Implied vol 40.7% Delta -0.261 ≈26% ITM Gamma 0.029 Theta -0.085 Vega 0.092 Open interest 0 Model this put
0	—	—	—	—		—	-0.272	35.8%	—	0
Call · $110 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $110 Snapshot session Unknown Last — Breakeven — Implied vol 35.8% Delta -0.272 ≈27% ITM Gamma 0.034 Theta -0.076 Vega 0.093 Open interest 0 Model this put
0	—	—	—	—		—	-0.217	22.1%	—	0
Call · $111 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $111 Snapshot session Unknown Last — Breakeven — Implied vol 22.1% Delta -0.217 ≈22% ITM Gamma 0.049 Theta -0.042 Vega 0.092 Open interest 0 Model this put
4	4	0.1%	1	$4.87		—	-0.249	19.5%	—	0
Call · $112 In the money Snapshot session Aug 21, 2026 Last $4.87 Breakeven $116.87 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta -0.009 Vega 0 Open interest 4 Model this call Put · $112 Snapshot session Unknown Last — Breakeven — Implied vol 19.5% Delta -0.249 ≈25% ITM Gamma 0.059 Theta -0.039 Vega 0.092 Open interest 0 Model this put
0	—	12.2%	0.779	—		—	-0.292	17.2%	—	0
Call · $113 In the money Snapshot session Unknown Last — Breakeven — Implied vol 12.2% Delta 0.779 ≈78% ITM Gamma 0.089 Theta -0.031 Vega 0.091 Open interest 0 Model this call Put · $113 Snapshot session Unknown Last — Breakeven — Implied vol 17.2% Delta -0.292 ≈29% ITM Gamma 0.073 Theta -0.037 Vega 0.093 Open interest 0 Model this put
0	—	11.9%	0.684	—		—	-0.365	16.6%	—	0
Call · $114 In the money Snapshot session Unknown Last — Breakeven — Implied vol 11.9% Delta 0.684 ≈68% ITM Gamma 0.11 Theta -0.035 Vega 0.093 Open interest 0 Model this call Put · $114 Snapshot session Unknown Last — Breakeven — Implied vol 16.6% Delta -0.365 ≈37% ITM Gamma 0.084 Theta -0.038 Vega 0.108 Open interest 0 Model this put
Underlying $114.07
1	1	9.6%	0.58	$3.38		—	-0.452	16.6%	—	0
Call · $115 Snapshot session Aug 20, 2026 Last $3.38 Breakeven $118.38 Implied vol 9.6% Delta 0.58 ≈58% ITM Gamma 0.148 Theta -0.03 Vega 0.108 Open interest 1 Model this call Put · $115 In the money Snapshot session Unknown Last — Breakeven — Implied vol 16.6% Delta -0.452 ≈45% ITM Gamma 0.089 Theta -0.04 Vega 0.109 Open interest 0 Model this put
1	1	12.8%	0.452	$2.68		—	-0.542	15.9%	—	0
Call · $116 Snapshot session Aug 20, 2026 Last $2.68 Breakeven $118.68 Implied vol 12.8% Delta 0.452 ≈45% ITM Gamma 0.113 Theta -0.038 Vega 0.111 Open interest 1 Model this call Put · $116 In the money Snapshot session Unknown Last — Breakeven — Implied vol 15.9% Delta -0.542 ≈54% ITM Gamma 0.092 Theta -0.038 Vega 0.11 Open interest 0 Model this put
0	—	12.7%	0.343	—		—	-0.629	16.4%	—	0
Call · $117 Snapshot session Unknown Last — Breakeven — Implied vol 12.7% Delta 0.343 ≈34% ITM Gamma 0.106 Theta -0.034 Vega 0.099 Open interest 0 Model this call Put · $117 In the money Snapshot session Unknown Last — Breakeven — Implied vol 16.4% Delta -0.629 ≈63% ITM Gamma 0.088 Theta -0.037 Vega 0.098 Open interest 0 Model this put
0	—	17.5%	0.314	—		—	-0.663	20.7%	—	0
Call · $118 Snapshot session Unknown Last — Breakeven — Implied vol 17.5% Delta 0.314 ≈31% ITM Gamma 0.074 Theta -0.044 Vega 0.099 Open interest 0 Model this call Put · $118 In the money Snapshot session Unknown Last — Breakeven — Implied vol 20.7% Delta -0.663 ≈66% ITM Gamma 0.066 Theta -0.045 Vega 0.098 Open interest 0 Model this put
0	—	23.8%	0.312	—		—	-0.699	23.2%	—	0
Call · $119 Snapshot session Unknown Last — Breakeven — Implied vol 23.8% Delta 0.312 ≈31% ITM Gamma 0.054 Theta -0.058 Vega 0.099 Open interest 0 Model this call Put · $119 In the money Snapshot session Unknown Last — Breakeven — Implied vol 23.2% Delta -0.699 ≈70% ITM Gamma 0.056 Theta -0.048 Vega 0.098 Open interest 0 Model this put
0	—	22.9%	0.25	—		—	-0.783	20.5%	—	0
Call · $120 Snapshot session Unknown Last — Breakeven — Implied vol 22.9% Delta 0.25 ≈25% ITM Gamma 0.051 Theta -0.051 Vega 0.1 Open interest 0 Model this call Put · $120 In the money Snapshot session Unknown Last — Breakeven — Implied vol 20.5% Delta -0.783 ≈78% ITM Gamma 0.055 Theta -0.034 Vega 0.075 Open interest 0 Model this put
0	—	30.1%	0.271	—		—	-0.734	30%	—	0
Call · $121 Snapshot session Unknown Last — Breakeven — Implied vol 30.1% Delta 0.271 ≈27% ITM Gamma 0.04 Theta -0.069 Vega 0.1 Open interest 0 Model this call Put · $121 In the money Snapshot session Unknown Last — Breakeven — Implied vol 30% Delta -0.734 ≈73% ITM Gamma 0.041 Theta -0.06 Vega 0.098 Open interest 0 Model this put
0	—	29.3%	0.229	—		—	-0.769	30.5%	—	0
Call · $122 Snapshot session Unknown Last — Breakeven — Implied vol 29.3% Delta 0.229 ≈23% ITM Gamma 0.038 Theta -0.061 Vega 0.077 Open interest 0 Model this call Put · $122 In the money Snapshot session Unknown Last — Breakeven — Implied vol 30.5% Delta -0.769 ≈77% ITM Gamma 0.038 Theta -0.056 Vega 0.076 Open interest 0 Model this put
0	—	40.3%	0.273	—		—	-0.782	32.8%	—	0
Call · $123 Snapshot session Unknown Last — Breakeven — Implied vol 40.3% Delta 0.273 ≈27% ITM Gamma 0.03 Theta -0.092 Vega 0.1 Open interest 0 Model this call Put · $123 In the money Snapshot session Unknown Last — Breakeven — Implied vol 32.8% Delta -0.782 ≈78% ITM Gamma 0.034 Theta -0.058 Vega 0.076 Open interest 0 Model this put
0	—	—	—	—		—	-0.793	35.1%	—	0
Call · $124 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $124 In the money Snapshot session Unknown Last — Breakeven — Implied vol 35.1% Delta -0.793 ≈79% ITM Gamma 0.031 Theta -0.06 Vega 0.077 Open interest 0 Model this put
0	—	—	—	—		—	-0.803	37.3%	—	0
Call · $125 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $125 In the money Snapshot session Unknown Last — Breakeven — Implied vol 37.3% Delta -0.803 ≈80% ITM Gamma 0.028 Theta -0.062 Vega 0.077 Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Aug 20, 2026–Aug 21, 2026; 35 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 1064642 CUSIP 78464A516 13F (30d) 109 filings 109 filers