SPSM · State Street SPDR Bloomberg 1-3 Month T-Bill ETF

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$56.60 -0.46 (-0.81%) At close · Aug 28

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Options Chain

Underlying $56.60 · at close Aug 28, 2026 Options Calculator

Positioning

Sep 18, 2026 · 20 days to expiry · 48 contracts · mixed snapshot sessions · Feb 24, 2026–Aug 28, 2026; 13 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 20d Oct 16 48d Dec 18 111d Mar 19 202d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
46	5	127.9%	0.959	$19.10		$0.10	-0.029	116.3%	1	2
Call · $35 In the money Snapshot session Jun 9, 2026 Last $19.10 Breakeven $54.10 Implied vol 127.9% Delta 0.959 ≈96% ITM Gamma 0.005 Theta -0.038 Vega 0.011 Open interest 46 Model this call Put · $35 Snapshot session Jun 1, 2026 Last $0.10 Breakeven $34.90 Implied vol 116.3% Delta -0.029 ≈3% ITM Gamma 0.004 Theta -0.025 Vega 0.011 Open interest 2 Model this put
0	—	110.2%	0.941	—		$0.10	-0.042	97.8%	1	2
Call · $39 In the money Snapshot session Unknown Last — Breakeven — Implied vol 110.2% Delta 0.941 ≈94% ITM Gamma 0.008 Theta -0.044 Vega 0.019 Open interest 0 Model this call Put · $39 Snapshot session Jul 10, 2026 Last $0.10 Breakeven $38.90 Implied vol 97.8% Delta -0.042 ≈4% ITM Gamma 0.007 Theta -0.028 Vega 0.011 Open interest 2 Model this put
0	—	103.8%	0.938	—		$0.38	-0.041	90.2%	1	3
Call · $40 In the money Snapshot session Unknown Last — Breakeven — Implied vol 103.8% Delta 0.938 ≈94% ITM Gamma 0.009 Theta -0.043 Vega 0.02 Open interest 0 Model this call Put · $40 Snapshot session Jun 10, 2026 Last $0.38 Breakeven $39.62 Implied vol 90.2% Delta -0.041 ≈4% ITM Gamma 0.007 Theta -0.026 Vega 0.011 Open interest 3 Model this put
0	—	102.5%	0.926	—		$0.15	-0.047	87.2%	1	1
Call · $41 In the money Snapshot session Unknown Last — Breakeven — Implied vol 102.5% Delta 0.926 ≈93% ITM Gamma 0.01 Theta -0.048 Vega 0.02 Open interest 0 Model this call Put · $41 Snapshot session Jun 15, 2026 Last $0.15 Breakeven $40.85 Implied vol 87.2% Delta -0.047 ≈5% ITM Gamma 0.008 Theta -0.028 Vega 0.012 Open interest 1 Model this put
0	—	91.4%	0.932	—		—	-0.069	92.3%	—	0
Call · $42 In the money Snapshot session Unknown Last — Breakeven — Implied vol 91.4% Delta 0.932 ≈93% ITM Gamma 0.011 Theta -0.041 Vega 0.02 Open interest 0 Model this call Put · $42 Snapshot session Unknown Last — Breakeven — Implied vol 92.3% Delta -0.069 ≈7% ITM Gamma 0.011 Theta -0.04 Vega 0.02 Open interest 0 Model this put
0	—	85.5%	0.928	—		—	-0.095	97.4%	—	0
Call · $43 In the money Snapshot session Unknown Last — Breakeven — Implied vol 85.5% Delta 0.928 ≈93% ITM Gamma 0.012 Theta -0.04 Vega 0.02 Open interest 0 Model this call Put · $43 Snapshot session Unknown Last — Breakeven — Implied vol 97.4% Delta -0.095 ≈9% ITM Gamma 0.013 Theta -0.054 Vega 0.02 Open interest 0 Model this put
0	—	79.7%	0.923	—		$0.16	-0.049	67.9%	1	0
Call · $44 In the money Snapshot session Unknown Last — Breakeven — Implied vol 79.7% Delta 0.923 ≈92% ITM Gamma 0.013 Theta -0.039 Vega 0.021 Open interest 0 Model this call Put · $44 Snapshot session Jul 6, 2026 Last $0.16 Breakeven $43.84 Implied vol 67.9% Delta -0.049 ≈5% ITM Gamma 0.011 Theta -0.022 Vega 0.012 Open interest 0 Model this put
0	—	74%	0.918	—		$0.13	-0.056	65.2%	1	5
Call · $45 In the money Snapshot session Unknown Last — Breakeven — Implied vol 74% Delta 0.918 ≈92% ITM Gamma 0.015 Theta -0.038 Vega 0.021 Open interest 0 Model this call Put · $45 Snapshot session Jul 13, 2026 Last $0.13 Breakeven $44.87 Implied vol 65.2% Delta -0.056 ≈6% ITM Gamma 0.013 Theta -0.024 Vega 0.012 Open interest 5 Model this put
1	1	68.5%	0.913	$6.80		$0.50	-0.158	98.9%	2	11
Call · $46 In the money Snapshot session Feb 24, 2026 Last $6.80 Breakeven $52.80 Implied vol 68.5% Delta 0.913 ≈91% ITM Gamma 0.017 Theta -0.037 Vega 0.021 Open interest 1 Model this call Put · $46 Snapshot session Aug 21, 2026 Last $0.50 Breakeven $45.50 Implied vol 98.9% Delta -0.158 ≈16% ITM Gamma 0.018 Theta -0.078 Vega 0.032 Open interest 11 Model this put
4	1	63.1%	0.907	$3.70		$0.10	-0.096	64.3%	1	3
Call · $47 In the money Snapshot session Mar 20, 2026 Last $3.70 Breakeven $50.70 Implied vol 63.1% Delta 0.907 ≈91% ITM Gamma 0.02 Theta -0.036 Vega 0.021 Open interest 4 Model this call Put · $47 Snapshot session Jul 29, 2026 Last $0.10 Breakeven $46.90 Implied vol 64.3% Delta -0.096 ≈10% ITM Gamma 0.02 Theta -0.036 Vega 0.021 Open interest 3 Model this put
1	1	57.8%	0.899	$9.25		$3.33	-0.104	59.1%	1	1
Call · $48 In the money Snapshot session Aug 24, 2026 Last $9.25 Breakeven $57.25 Implied vol 57.8% Delta 0.899 ≈90% ITM Gamma 0.023 Theta -0.036 Vega 0.022 Open interest 1 Model this call Put · $48 Snapshot session Mar 24, 2026 Last $3.33 Breakeven $44.67 Implied vol 59.1% Delta -0.104 ≈10% ITM Gamma 0.023 Theta -0.035 Vega 0.022 Open interest 1 Model this put
0	4	52.6%	0.891	$7.50		$0.46	-0.083	46%	1	2
Call · $49 In the money Snapshot session Jul 31, 2026 Last $7.50 Breakeven $56.50 Implied vol 52.6% Delta 0.891 ≈89% ITM Gamma 0.027 Theta -0.035 Vega 0.022 Open interest 0 Model this call Put · $49 Snapshot session Jul 22, 2026 Last $0.46 Breakeven $48.54 Implied vol 46% Delta -0.083 ≈8% ITM Gamma 0.025 Theta -0.023 Vega 0.022 Open interest 2 Model this put
5	2	47.5%	0.881	$8.18		$0.06	-0.124	48.5%	3	1
Call · $50 In the money Snapshot session Aug 6, 2026 Last $8.18 Breakeven $58.18 Implied vol 47.5% Delta 0.881 ≈88% ITM Gamma 0.032 Theta -0.034 Vega 0.022 Open interest 5 Model this call Put · $50 Snapshot session Aug 28, 2026 Last $0.06 Breakeven $49.94 Implied vol 48.5% Delta -0.124 ≈12% ITM Gamma 0.032 Theta -0.032 Vega 0.033 Open interest 1 Model this put
20	2	41.7%	0.868	$7.25		$0.97	-0.137	42.7%	5	5
Call · $51 In the money Snapshot session Aug 4, 2026 Last $7.25 Breakeven $58.25 Implied vol 41.7% Delta 0.868 ≈87% ITM Gamma 0.038 Theta -0.032 Vega 0.033 Open interest 20 Model this call Put · $51 Snapshot session Jun 23, 2026 Last $0.97 Breakeven $50.03 Implied vol 42.7% Delta -0.137 ≈14% ITM Gamma 0.039 Theta -0.03 Vega 0.033 Open interest 5 Model this put
10	2	37.5%	0.843	$5.40		$0.10	-0.076	25.9%	5	5
Call · $52 In the money Snapshot session Aug 21, 2026 Last $5.40 Breakeven $57.40 Implied vol 37.5% Delta 0.843 ≈84% ITM Gamma 0.048 Theta -0.032 Vega 0.034 Open interest 10 Model this call Put · $52 Snapshot session Aug 24, 2026 Last $0.10 Breakeven $51.90 Implied vol 25.9% Delta -0.076 ≈8% ITM Gamma 0.041 Theta -0.012 Vega 0.022 Open interest 5 Model this put
21	3	33.3%	0.811	$2.73		$3.22	-0.182	32.3%	1	3
Call · $53 In the money Snapshot session May 22, 2026 Last $2.73 Breakeven $55.73 Implied vol 33.3% Delta 0.811 ≈81% ITM Gamma 0.061 Theta -0.032 Vega 0.034 Open interest 21 Model this call Put · $53 Snapshot session May 12, 2026 Last $3.22 Breakeven $49.78 Implied vol 32.3% Delta -0.182 ≈18% ITM Gamma 0.061 Theta -0.027 Vega 0.034 Open interest 3 Model this put
162	6	33.2%	0.742	$3.60		$0.18	-0.177	22.5%	1	4
Call · $54 In the money Snapshot session Aug 14, 2026 Last $3.60 Breakeven $57.60 Implied vol 33.2% Delta 0.742 ≈74% ITM Gamma 0.073 Theta -0.037 Vega 0.045 Open interest 162 Model this call Put · $54 Snapshot session Aug 25, 2026 Last $0.18 Breakeven $53.82 Implied vol 22.5% Delta -0.177 ≈18% ITM Gamma 0.087 Theta -0.019 Vega 0.034 Open interest 4 Model this put
19	2	27.7%	0.687	$3.70		$0.25	-0.23	17.6%	3	0
Call · $55 In the money Snapshot session Aug 5, 2026 Last $3.70 Breakeven $58.70 Implied vol 27.7% Delta 0.687 ≈69% ITM Gamma 0.096 Theta -0.035 Vega 0.046 Open interest 19 Model this call Put · $55 Snapshot session Aug 28, 2026 Last $0.25 Breakeven $54.75 Implied vol 17.6% Delta -0.23 ≈23% ITM Gamma 0.131 Theta -0.017 Vega 0.045 Open interest 0 Model this put
13	1	24.4%	0.592	$3.25		$0.57	-0.349	13.3%	1	2
Call · $56 In the money Snapshot session Aug 4, 2026 Last $3.25 Breakeven $59.25 Implied vol 24.4% Delta 0.592 ≈59% ITM Gamma 0.119 Theta -0.033 Vega 0.053 Open interest 13 Model this call Put · $56 Snapshot session Aug 21, 2026 Last $0.57 Breakeven $55.43 Implied vol 13.3% Delta -0.349 ≈35% ITM Gamma 0.212 Theta -0.015 Vega 0.052 Open interest 2 Model this put
Underlying $56.60
3	4	15.7%	0.446	$1.50		$0.65	-0.596	10.4%	1	12
Call · $57 Snapshot session Aug 12, 2026 Last $1.50 Breakeven $58.50 Implied vol 15.7% Delta 0.446 ≈45% ITM Gamma 0.188 Theta -0.022 Vega 0.054 Open interest 3 Model this call Put · $57 In the money Snapshot session Aug 18, 2026 Last $0.65 Breakeven $56.35 Implied vol 10.4% Delta -0.596 ≈60% ITM Gamma 0.288 Theta -0.012 Vega 0.054 Open interest 12 Model this put
21	1	17.2%	0.293	$0.55		—	—	—	—	0
Call · $58 Snapshot session Aug 28, 2026 Last $0.55 Breakeven $58.55 Implied vol 17.2% Delta 0.293 ≈29% ITM Gamma 0.149 Theta -0.02 Vega 0.048 Open interest 21 Model this call Put · $58 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
36	20	19.8%	0.203	$0.20		—	—	—	—	0
Call · $59 Snapshot session Aug 28, 2026 Last $0.20 Breakeven $59.20 Implied vol 19.8% Delta 0.203 ≈20% ITM Gamma 0.107 Theta -0.019 Vega 0.037 Open interest 36 Model this call Put · $59 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
99	75	28.6%	0.21	$0.62		$11.80	—	—	2	0
Call · $60 Snapshot session Aug 13, 2026 Last $0.62 Breakeven $60.62 Implied vol 28.6% Delta 0.21 ≈21% ITM Gamma 0.075 Theta -0.028 Vega 0.037 Open interest 99 Model this call Put · $60 In the money Snapshot session Mar 17, 2026 Last $11.80 Breakeven $48.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	34%	0.192	—		—	—	—	—	0
Call · $61 Snapshot session Unknown Last — Breakeven — Implied vol 34% Delta 0.192 ≈19% ITM Gamma 0.06 Theta -0.031 Vega 0.038 Open interest 0 Model this call Put · $61 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — 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 · Feb 24, 2026–Aug 28, 2026; 13 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 1081019 CUSIP 78468R663 13F (30d) 704 filings 675 filers Visit website