BND · VANGUARD TOTAL BOND MARKET INDEX FUND ETF

Alerts for BND

$71.95 +0.02 (+0.03%) At close · Sep 4

Options Chain

Underlying $71.95 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 42 contracts · mixed daily-bar sessions · Mar 10, 2026–Sep 4, 2026; 16 unknown

Put / call OI

0.46

Call-heavy positioning

Open interest

1,460

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$72.00

$0.05 above spot

ATM implied vol

3.9%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Dec 18 104d Mar 19 195d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	1	52.2%	0.896	$7.90	$9.00	$9.89		$0.06	$0.00	$0.10	—	—	1	6
Call · $64 In the money Daily-bar session Mar 18, 2026 Quote as of 2026-09-04 19:59:42.062 UTC Last $9.89 Breakeven $73.89 Implied vol 52.2% Delta 0.896 ≈90% ITM Gamma 0.026 Theta -0.055 Vega 0.025 Open interest — OI effective date — Model this call Put · $64 Daily-bar session Jul 20, 2026 Quote as of 2026-09-04 19:55:31.890 UTC Last $0.06 Breakeven $63.94 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 OI effective date Sep 3, 2026 Model this put
—	2	—	—	$6.00	$7.90	$8.60		$0.05	$0.00	$0.10	—	—	1	9
Call · $65 In the money Daily-bar session May 1, 2026 Quote as of 2026-09-04 19:59:47.282 UTC Last $8.60 Breakeven $73.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $65 Daily-bar session Jun 2, 2026 Quote as of 2026-09-04 19:55:31.762 UTC Last $0.05 Breakeven $64.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$4.80	$7.30	—		$0.05	$0.00	$0.10	—	—	1	3
Call · $66 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:42.063 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $66 Daily-bar session Jun 4, 2026 Quote as of 2026-09-04 19:55:31.634 UTC Last $0.05 Breakeven $65.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this put
—	2	40.1%	0.843	$4.90	$6.20	$6.70		$0.10	$0.00	$0.10	—	—	1	1
Call · $67 In the money Daily-bar session May 1, 2026 Quote as of 2026-09-04 19:59:55.455 UTC Last $6.70 Breakeven $73.70 Implied vol 40.1% Delta 0.843 ≈84% ITM Gamma 0.044 Theta -0.056 Vega 0.033 Open interest — OI effective date — Model this call Put · $67 Daily-bar session Jun 2, 2026 Quote as of 2026-09-04 19:55:31.416 UTC Last $0.10 Breakeven $66.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$2.60	$4.90	—		$0.21	$0.00	$0.10	—	—	2	6
Call · $68 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.278 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $68 Daily-bar session Mar 20, 2026 Quote as of 2026-09-04 19:57:01.786 UTC Last $0.21 Breakeven $67.79 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$2.10	$4.00	—		$0.05	$0.00	$0.10	—	—	2	224
Call · $69 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.276 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $69 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:57:01.779 UTC Last $0.05 Breakeven $68.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 224 OI effective date Sep 3, 2026 Model this put
6	6	—	—	$1.95	$2.15	$2.01		$0.05	$0.00	$0.05	—	—	1	10
Call · $70 In the money Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:58:42.583 UTC Last $2.01 Breakeven $72.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 OI effective date Sep 3, 2026 Model this call Put · $70 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 13:50:01.959 UTC Last $0.05 Breakeven $69.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this put
—	12	—	—	$0.95	$1.15	$1.06		$0.06	$0.00	$0.10	—	—	2	33
Call · $71 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:57:16.963 UTC Last $1.06 Breakeven $72.06 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $71 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:55:30.990 UTC Last $0.06 Breakeven $70.94 Implied vol — Delta — Gamma — Theta — Vega — Open interest 33 OI effective date Sep 3, 2026 Model this put
Underlying $71.95
315	2	3.2%	0.586	$0.15	$0.30	$0.30		$0.20	$0.15	$0.25	-0.438	4.5%	3	166
Call · $72 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:42.063 UTC Last $0.30 Breakeven $72.30 Implied vol 3.2% Delta 0.586 ≈59% ITM Gamma 0.892 Theta -0.011 Vega 0.053 Open interest 315 OI effective date Sep 3, 2026 Model this call Put · $72 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:42.063 UTC Last $0.20 Breakeven $71.80 Implied vol 4.5% Delta -0.438 ≈44% ITM Gamma 0.644 Theta -0.006 Vega 0.054 Open interest 166 OI effective date Sep 3, 2026 Model this put
290	2	—	—	$0.00	$0.05	$0.10		$0.66	$0.85	$2.05	-0.645	17%	4	1
Call · $73 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 18:45:56.309 UTC Last $0.10 Breakeven $73.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 290 OI effective date Sep 3, 2026 Model this call Put · $73 In the money Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:59:51.523 UTC Last $0.66 Breakeven $72.34 Implied vol 17% Delta -0.645 ≈65% ITM Gamma 0.161 Theta -0.028 Vega 0.051 Open interest 1 OI effective date Sep 3, 2026 Model this put
123	14	—	—	$0.00	$0.05	$0.05		$1.53	$1.85	$2.25	-0.845	13.5%	2	1
Call · $74 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:56:27.266 UTC Last $0.05 Breakeven $74.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 123 OI effective date Sep 3, 2026 Model this call Put · $74 In the money Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:51.531 UTC Last $1.53 Breakeven $72.47 Implied vol 13.5% Delta -0.845 ≈84% ITM Gamma 0.13 Theta -0.011 Vega 0.032 Open interest 1 OI effective date Sep 3, 2026 Model this put
173	1	—	—	$0.00	$0.05	$0.05		$1.60	$2.85	$3.30	-0.864	18.8%	3	—
Call · $75 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:49:59.600 UTC Last $0.05 Breakeven $75.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 173 OI effective date Sep 3, 2026 Model this call Put · $75 In the money Daily-bar session Apr 23, 2026 Quote as of 2026-09-04 19:59:51.542 UTC Last $1.60 Breakeven $73.40 Implied vol 18.8% Delta -0.864 ≈86% ITM Gamma 0.086 Theta -0.015 Vega 0.03 Open interest — OI effective date — Model this put
26	3	—	—	$0.00	$0.10	$0.05		—	$3.80	$4.30	-0.894	22%	—	—
Call · $76 Daily-bar session Jun 16, 2026 Quote as of 2026-09-04 19:57:01.793 UTC Last $0.05 Breakeven $76.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 26 OI effective date Sep 3, 2026 Model this call Put · $76 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.549 UTC Last — Breakeven — Implied vol 22% Delta -0.894 ≈89% ITM Gamma 0.061 Theta -0.014 Vega 0.025 Open interest — OI effective date — Model this put
28	1	—	—	$0.00	$0.10	$0.04		—	$4.80	$5.30	-0.907	25.9%	—	—
Call · $77 Daily-bar session Jul 13, 2026 Quote as of 2026-09-04 19:55:31.486 UTC Last $0.04 Breakeven $77.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 28 OI effective date Sep 3, 2026 Model this call Put · $77 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.561 UTC Last — Breakeven — Implied vol 25.9% Delta -0.907 ≈91% ITM Gamma 0.047 Theta -0.016 Vega 0.023 Open interest — OI effective date — Model this put
33	30	—	—	$0.00	$0.05	$0.08		—	$5.80	$6.30	-0.916	29.7%	—	—
Call · $78 Daily-bar session Mar 10, 2026 Quote as of 2026-09-04 13:30:08.179 UTC Last $0.08 Breakeven $78.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 33 OI effective date Sep 3, 2026 Model this call Put · $78 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.568 UTC Last — Breakeven — Implied vol 29.7% Delta -0.916 ≈92% ITM Gamma 0.038 Theta -0.017 Vega 0.021 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$6.80	$7.30	-0.923	33.3%	—	—
Call · $79 Daily-bar session Unknown Quote as of 2026-09-04 19:55:32.134 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $79 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.276 UTC Last — Breakeven — Implied vol 33.3% Delta -0.923 ≈92% ITM Gamma 0.032 Theta -0.018 Vega 0.02 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.10	$0.10		—	$7.80	$8.30	-0.929	36.8%	—	—
Call · $80 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:56:16.237 UTC Last $0.10 Breakeven $80.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $80 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.579 UTC Last — Breakeven — Implied vol 36.8% Delta -0.929 ≈93% ITM Gamma 0.027 Theta -0.019 Vega 0.019 Open interest — OI effective date — Model this put
3	2	—	—	$0.00	$0.05	$0.05		—	$8.80	$9.30	-0.933	40.1%	—	—
Call · $81 Daily-bar session Mar 23, 2026 Quote as of 2026-09-04 13:30:08.179 UTC Last $0.05 Breakeven $81.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $81 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.588 UTC Last — Breakeven — Implied vol 40.1% Delta -0.933 ≈93% ITM Gamma 0.024 Theta -0.02 Vega 0.018 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$9.80	$10.30	-0.937	43.4%	—	—
Call · $82 Daily-bar session Unknown Quote as of 2026-09-04 19:55:32.077 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $82 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.592 UTC Last — Breakeven — Implied vol 43.4% Delta -0.937 ≈94% ITM Gamma 0.021 Theta -0.02 Vega 0.017 Open interest — OI effective date — Model this put
2	—	—	—	$0.00	$0.10	—		—	$10.80	$11.30	-0.94	46.7%	—	—
Call · $83 Daily-bar session Unknown Quote as of 2026-09-04 19:55:32.140 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $83 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.599 UTC Last — Breakeven — Implied vol 46.7% Delta -0.94 ≈94% ITM Gamma 0.019 Theta -0.021 Vega 0.016 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$11.80	$12.30	-0.943	49.8%	—	—
Call · $84 Daily-bar session Unknown Quote as of 2026-09-04 19:55:32.257 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $84 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.603 UTC Last — Breakeven — Implied vol 49.8% Delta -0.943 ≈94% ITM Gamma 0.017 Theta -0.022 Vega 0.016 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 10, 2026–Sep 4, 2026; 16 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.