BLV · VANGUARD LONG-TERM BOND INDEX FUND ETF

Alerts for BLV

$65.83 +0.07 (+0.11%) At close · Sep 4

Options Chain

Underlying $65.83 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 26 contracts · mixed daily-bar sessions · Mar 26, 2026–Sep 2, 2026; 5 unknown

Put / call OI

0.13

Call-heavy positioning

Open interest

273

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$66.00

$0.17 above spot

ATM implied vol

7.3%

market's expected move

Open interest by strike

Calls Puts

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
—	—	13.4%	0.969	$2.85	$3.00	—		$0.16	$0.00	$0.10	—	—	1	—
Call · $63 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:30.514 UTC Last — Breakeven — Implied vol 13.4% Delta 0.969 ≈97% ITM Gamma 0.044 Theta -0.011 Vega 0.008 Open interest — OI effective date — Model this call Put · $63 Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:55:04.226 UTC Last $0.16 Breakeven $62.84 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	11.2%	0.928	$1.85	$2.05	—		$0.21	$0.00	$0.10	—	—	1	10
Call · $64 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.011 UTC Last — Breakeven — Implied vol 11.2% Delta 0.928 ≈93% ITM Gamma 0.103 Theta -0.014 Vega 0.016 Open interest — OI effective date — Model this call Put · $64 Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:55:03.636 UTC Last $0.21 Breakeven $63.79 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this put
2	4	9%	0.805	$0.95	$1.10	$1.57		$0.10	$0.05	$0.15	-0.181	8.5%	2	7
Call · $65 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:30.514 UTC Last $1.57 Breakeven $66.57 Implied vol 9% Delta 0.805 ≈80% ITM Gamma 0.257 Theta -0.018 Vega 0.033 Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $65 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:55:03.347 UTC Last $0.10 Breakeven $64.90 Implied vol 8.5% Delta -0.181 ≈18% ITM Gamma 0.26 Theta -0.01 Vega 0.031 Open interest 7 OI effective date Sep 3, 2026 Model this put
Underlying $65.83
2	1	7.2%	0.461	$0.25	$0.35	$0.85		$0.71	$0.35	$0.45	-0.538	7.4%	7	14
Call · $66 Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:42.607 UTC Last $0.85 Breakeven $66.85 Implied vol 7.2% Delta 0.461 ≈46% ITM Gamma 0.461 Theta -0.017 Vega 0.047 Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $66 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:14.583 UTC Last $0.71 Breakeven $65.29 Implied vol 7.4% Delta -0.538 ≈54% ITM Gamma 0.449 Theta -0.011 Vega 0.047 Open interest 14 OI effective date Sep 3, 2026 Model this put
31	3	—	—	$0.00	$0.10	$0.30		$0.83	$0.70	$1.30	—	—	2	—
Call · $67 Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:55:03.503 UTC Last $0.30 Breakeven $67.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 31 OI effective date Sep 3, 2026 Model this call Put · $67 In the money Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:59:07.540 UTC Last $0.83 Breakeven $66.17 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
77	10	—	—	$0.00	$0.10	$0.05		$1.20	$2.05	$2.30	-0.89	13.9%	5	—
Call · $68 Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 19:55:03.935 UTC Last $0.05 Breakeven $68.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 77 OI effective date Sep 3, 2026 Model this call Put · $68 In the money Daily-bar session Jun 12, 2026 Quote as of 2026-09-04 19:55:06.090 UTC Last $1.20 Breakeven $66.80 Implied vol 13.9% Delta -0.89 ≈89% ITM Gamma 0.113 Theta -0.007 Vega 0.022 Open interest — OI effective date — Model this put
32	15	—	—	$0.00	$0.10	$0.05		$3.36	$2.70	$3.30	—	—	1	1
Call · $69 Daily-bar session Aug 19, 2026 Quote as of 2026-09-04 19:55:04.522 UTC Last $0.05 Breakeven $69.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 32 OI effective date Sep 3, 2026 Model this call Put · $69 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:07.871 UTC Last $3.36 Breakeven $65.64 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
12	1	—	—	$0.00	$0.10	$0.50		$2.50	$3.70	$4.30	—	—	25	—
Call · $70 Daily-bar session Jun 17, 2026 Quote as of 2026-09-04 19:55:05.234 UTC Last $0.50 Breakeven $70.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 OI effective date Sep 3, 2026 Model this call Put · $70 In the money Daily-bar session Jun 9, 2026 Quote as of 2026-09-04 19:59:07.871 UTC Last $2.50 Breakeven $67.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
23	12	—	—	$0.00	$0.10	$0.05		$4.00	$4.70	$5.30	—	—	1	—
Call · $71 Daily-bar session Aug 6, 2026 Quote as of 2026-09-04 19:55:06.319 UTC Last $0.05 Breakeven $71.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 OI effective date Sep 3, 2026 Model this call Put · $71 In the money Daily-bar session Jul 14, 2026 Quote as of 2026-09-04 19:59:07.871 UTC Last $4.00 Breakeven $67.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
7	3	—	—	$0.00	$0.10	$0.02		—	$5.70	$6.30	—	—	—	—
Call · $72 Daily-bar session Aug 6, 2026 Quote as of 2026-09-04 19:55:06.792 UTC Last $0.02 Breakeven $72.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 OI effective date Sep 3, 2026 Model this call Put · $72 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:07.540 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
48	1	—	—	$0.00	$0.10	$0.10		$6.00	$6.70	$7.30	—	—	1	—
Call · $73 Daily-bar session Jun 10, 2026 Quote as of 2026-09-04 19:55:07.315 UTC Last $0.10 Breakeven $73.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 48 OI effective date Sep 3, 2026 Model this call Put · $73 In the money Daily-bar session Jul 14, 2026 Quote as of 2026-09-04 19:59:07.540 UTC Last $6.00 Breakeven $67.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.10	$0.30		—	$7.70	$8.30	—	—	—	—
Call · $74 Daily-bar session Mar 26, 2026 Quote as of 2026-09-04 19:55:07.904 UTC Last $0.30 Breakeven $74.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $74 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:07.540 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
6	3	—	—	$0.00	$0.10	$0.19		—	$7.00	$9.30	—	—	—	—
Call · $75 Daily-bar session Mar 30, 2026 Quote as of 2026-09-04 19:55:08.158 UTC Last $0.19 Breakeven $75.19 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 OI effective date Sep 3, 2026 Model this call Put · $75 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:17.599 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 · Mar 26, 2026–Sep 2, 2026; 5 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.