EDV · VANGUARD EXTENDED DURATION TREASURY INDEX FUND ETF

Alerts for EDV

$60.29 +0.19 (+0.32%) At close · Sep 4

Options Chain

Underlying $60.29 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 50 contracts · mixed daily-bar sessions · Jul 30, 2026–Sep 4, 2026; 35 unknown

Put / call OI

0.42

Call-heavy positioning

Open interest

1,724

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$61.00

$0.71 above spot

ATM implied vol

11.7%

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 Nov 20 76d Dec 18 104d Feb 19 167d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	57%	0.965	$8.40	$12.50	—		—	$0.00	$0.05	—	—	—	—
Call · $50 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.471 UTC Last — Breakeven — Implied vol 57% Delta 0.965 ≈96% ITM Gamma 0.012 Theta -0.024 Vega 0.009 Open interest — OI effective date — Model this call Put · $50 Daily-bar session Unknown Quote as of 2026-09-04 19:59:19.397 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	51.9%	0.962	$7.40	$11.50	—		—	$0.00	$0.05	—	—	—	—
Call · $51 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.454 UTC Last — Breakeven — Implied vol 51.9% Delta 0.962 ≈96% ITM Gamma 0.014 Theta -0.024 Vega 0.009 Open interest — OI effective date — Model this call Put · $51 Daily-bar session Unknown Quote as of 2026-09-04 19:57:53.519 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	46.8%	0.959	$6.40	$10.50	—		—	$0.00	$0.05	—	—	—	—
Call · $52 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.366 UTC Last — Breakeven — Implied vol 46.8% Delta 0.959 ≈96% ITM Gamma 0.017 Theta -0.023 Vega 0.01 Open interest — OI effective date — Model this call Put · $52 Daily-bar session Unknown Quote as of 2026-09-04 19:55:45.451 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	41.7%	0.955	$5.40	$9.50	—		—	$0.00	$0.05	—	—	—	—
Call · $53 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.272 UTC Last — Breakeven — Implied vol 41.7% Delta 0.955 ≈95% ITM Gamma 0.02 Theta -0.022 Vega 0.011 Open interest — OI effective date — Model this call Put · $53 Daily-bar session Unknown Quote as of 2026-09-04 19:57:22.597 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	36.7%	0.95	$4.40	$8.50	—		—	$0.00	$0.05	—	—	—	—
Call · $54 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.255 UTC Last — Breakeven — Implied vol 36.7% Delta 0.95 ≈95% ITM Gamma 0.025 Theta -0.022 Vega 0.012 Open interest — OI effective date — Model this call Put · $54 Daily-bar session Unknown Quote as of 2026-09-04 19:56:39.292 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	26.9%	0.968	$4.10	$6.70	—		$0.11	$0.00	$0.05	—	—	2	12
Call · $55 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.161 UTC Last — Breakeven — Implied vol 26.9% Delta 0.968 ≈97% ITM Gamma 0.023 Theta -0.014 Vega 0.008 Open interest — OI effective date — Model this call Put · $55 Daily-bar session Aug 17, 2026 Quote as of 2026-09-04 19:56:38.865 UTC Last $0.11 Breakeven $54.89 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 OI effective date Sep 3, 2026 Model this put
—	—	22.4%	0.964	$3.10	$5.70	—		$0.15	$0.00	$0.05	—	—	12	13
Call · $56 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.065 UTC Last — Breakeven — Implied vol 22.4% Delta 0.964 ≈96% ITM Gamma 0.031 Theta -0.013 Vega 0.009 Open interest — OI effective date — Model this call Put · $56 Daily-bar session Aug 17, 2026 Quote as of 2026-09-04 19:55:46.026 UTC Last $0.15 Breakeven $55.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 OI effective date Sep 3, 2026 Model this put
—	—	19.9%	0.939	$2.15	$4.70	—		$0.20	$0.00	$0.05	—	—	80	84
Call · $57 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.968 UTC Last — Breakeven — Implied vol 19.9% Delta 0.939 ≈94% ITM Gamma 0.053 Theta -0.016 Vega 0.014 Open interest — OI effective date — Model this call Put · $57 Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 19:59:16.486 UTC Last $0.20 Breakeven $56.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 84 OI effective date Sep 3, 2026 Model this put
—	—	18.7%	0.875	$1.20	$3.80	—		$0.10	$0.05	$0.20	-0.12	18.3%	1	173
Call · $58 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.944 UTC Last — Breakeven — Implied vol 18.7% Delta 0.875 ≈87% ITM Gamma 0.097 Theta -0.022 Vega 0.023 Open interest — OI effective date — Model this call Put · $58 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:16.486 UTC Last $0.10 Breakeven $57.90 Implied vol 18.3% Delta -0.12 ≈12% ITM Gamma 0.096 Theta -0.015 Vega 0.023 Open interest 173 OI effective date Sep 3, 2026 Model this put
1	1	13.7%	0.816	$1.35	$1.70	$0.80		$0.28	$0.10	$0.20	-0.179	13.4%	2	54
Call · $59 In the money Daily-bar session Aug 17, 2026 Quote as of 2026-09-04 19:57:58.435 UTC Last $0.80 Breakeven $59.80 Implied vol 13.7% Delta 0.816 ≈82% ITM Gamma 0.171 Theta -0.021 Vega 0.03 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $59 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:55:04.980 UTC Last $0.28 Breakeven $58.72 Implied vol 13.4% Delta -0.179 ≈18% ITM Gamma 0.171 Theta -0.014 Vega 0.03 Open interest 54 OI effective date Sep 3, 2026 Model this put
33	19	12.1%	0.61	$0.60	$0.90	$0.65		$0.67	$0.25	$0.45	-0.383	11.3%	3	128
Call · $60 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:18.884 UTC Last $0.65 Breakeven $60.65 Implied vol 12.1% Delta 0.61 ≈61% ITM Gamma 0.279 Theta -0.024 Vega 0.044 Open interest 33 OI effective date Sep 3, 2026 Model this call Put · $60 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:49:59.752 UTC Last $0.67 Breakeven $59.33 Implied vol 11.3% Delta -0.383 ≈38% ITM Gamma 0.296 Theta -0.017 Vega 0.043 Open interest 128 OI effective date Sep 3, 2026 Model this put
Underlying $60.29
1k	3	11%	0.312	$0.15	$0.35	$0.25		$0.85	$0.70	$1.00	-0.701	10.3%	1	36
Call · $61 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:57:20.375 UTC Last $0.25 Breakeven $61.25 Implied vol 11% Delta 0.312 ≈31% ITM Gamma 0.282 Theta -0.019 Vega 0.04 Open interest 1k OI effective date Sep 3, 2026 Model this call Put · $61 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:51.737 UTC Last $0.85 Breakeven $60.15 Implied vol 10.3% Delta -0.701 ≈70% ITM Gamma 0.297 Theta -0.011 Vega 0.04 Open interest 36 OI effective date Sep 3, 2026 Model this put
76	3	—	—	$0.00	$0.35	$0.15		$2.30	$1.50	$1.95	-0.866	12.6%	5	7
Call · $62 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:33.312 UTC Last $0.15 Breakeven $62.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 76 OI effective date Sep 3, 2026 Model this call Put · $62 In the money Daily-bar session Aug 12, 2026 Quote as of 2026-09-04 19:55:11.352 UTC Last $2.30 Breakeven $59.70 Implied vol 12.6% Delta -0.866 ≈87% ITM Gamma 0.15 Theta -0.007 Vega 0.025 Open interest 7 OI effective date Sep 3, 2026 Model this put
68	2	—	—	$0.00	$0.10	$0.05		—	$1.35	$4.00	-0.935	14.8%	—	—
Call · $63 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:56:04.633 UTC Last $0.05 Breakeven $63.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 68 OI effective date Sep 3, 2026 Model this call Put · $63 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:52.094 UTC Last — Breakeven — Implied vol 14.8% Delta -0.935 ≈94% ITM Gamma 0.075 Theta -0.002 Vega 0.014 Open interest — OI effective date — Model this put
2	1	—	—	$0.00	$0.05	$0.10		—	$2.35	$4.90	—	—	—	—
Call · $64 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:58:04.894 UTC Last $0.10 Breakeven $64.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $64 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.057 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
3	1	—	—	$0.00	$0.05	$0.10		—	$3.30	$5.90	—	—	—	—
Call · $65 Daily-bar session Jul 30, 2026 Quote as of 2026-09-04 19:55:21.647 UTC Last $0.10 Breakeven $65.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $65 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.150 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.05	—		—	$4.30	$6.90	—	—	—	—
Call · $66 Daily-bar session Unknown Quote as of 2026-09-04 19:56:05.828 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $66 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.168 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.05	—		—	$5.30	$7.90	—	—	—	—
Call · $67 Daily-bar session Unknown Quote as of 2026-09-04 19:56:50.233 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 19:59:32.263 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.05	—		—	$5.60	$9.60	—	—	—	—
Call · $68 Daily-bar session Unknown Quote as of 2026-09-04 19:57:43.593 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 19:59:32.355 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.05	—		—	$6.60	$10.60	—	—	—	—
Call · $69 Daily-bar session Unknown Quote as of 2026-09-04 19:58:04.853 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 19:59:32.372 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.05	—		—	$7.60	$11.60	—	—	—	—
Call · $70 Daily-bar session Unknown Quote as of 2026-09-04 19:58:46.740 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 19:59:32.461 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.05	—		—	$8.60	$12.60	—	—	—	—
Call · $71 Daily-bar session Unknown Quote as of 2026-09-04 19:58:14.883 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 19:59:32.553 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.05	—		—	$9.60	$13.60	—	—	—	—
Call · $72 Daily-bar session Unknown Quote as of 2026-09-04 19:58:56.528 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 19:59:32.569 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.05	—		—	$10.60	$14.60	—	—	—	—
Call · $73 Daily-bar session Unknown Quote as of 2026-09-04 19:58:25.552 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 19:59:32.655 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.05	—		—	$11.60	$15.60	—	—	—	—
Call · $74 Daily-bar session Unknown Quote as of 2026-09-04 19:59:09.209 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 19:59:32.671 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 · Jul 30, 2026–Sep 4, 2026; 35 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.