IVOO · VANGUARD S&P MID-CAP 400 INDEX FUND ETF

Alerts for IVOO

$128.39 +0.21 (+0.16%) At close · Sep 4

Options Chain

Underlying $128.39 · at close Sep 4, 2026 Options Calculator

Pull option chains with greeks and open interest through the options chain API or MCP →

Positioning

Sep 18, 2026 · 12 days to expiry · 28 contracts · mixed daily-bar sessions · Jul 21, 2026–Jul 29, 2026; 26 unknown

Put / call OI

0.00

Call-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$129.00

$0.61 above spot

ATM implied vol

14.5%

market's expected move

Open interest by strike

Calls Puts

123

124

125

126

127

128

129

130

131

132

133

134

135

136

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Jan 15 131d Apr 16 222d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	16.4%	0.933	$4.30	$7.00	—		—	$0.00	$1.10	—	—	—	—
Call · $123 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.234 UTC Last — Breakeven — Implied vol 16.4% Delta 0.933 ≈93% ITM Gamma 0.034 Theta -0.032 Vega 0.03 Open interest — OI effective date — Model this call Put · $123 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.095 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17.6%	0.874	$3.50	$6.10	—		—	$0.00	$1.25	—	—	—	—
Call · $124 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.169 UTC Last — Breakeven — Implied vol 17.6% Delta 0.874 ≈87% ITM Gamma 0.051 Theta -0.046 Vega 0.048 Open interest — OI effective date — Model this call Put · $124 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.034 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17%	0.822	$2.65	$5.20	—		—	$0.00	$1.40	—	—	—	—
Call · $125 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.085 UTC Last — Breakeven — Implied vol 17% Delta 0.822 ≈82% ITM Gamma 0.066 Theta -0.053 Vega 0.061 Open interest — OI effective date — Model this call Put · $125 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.988 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	16.3%	0.755	$1.90	$4.30	—		—	$0.00	$1.45	—	—	—	—
Call · $126 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.995 UTC Last — Breakeven — Implied vol 16.3% Delta 0.755 ≈76% ITM Gamma 0.083 Theta -0.059 Vega 0.073 Open interest — OI effective date — Model this call Put · $126 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.909 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	15.4%	0.672	$1.25	$3.40	—		—	$0.05	$1.65	-0.335	16.2%	—	—
Call · $127 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.367 UTC Last — Breakeven — Implied vol 15.4% Delta 0.672 ≈67% ITM Gamma 0.101 Theta -0.062 Vega 0.084 Open interest — OI effective date — Model this call Put · $127 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.361 UTC Last — Breakeven — Implied vol 16.2% Delta -0.335 ≈34% ITM Gamma 0.097 Theta -0.053 Vega 0.085 Open interest — OI effective date — Model this put
—	—	14.1%	0.571	$0.95	$2.25	—		—	$0.35	$1.90	-0.432	14.9%	—	—
Call · $128 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.347 UTC Last — Breakeven — Implied vol 14.1% Delta 0.571 ≈57% ITM Gamma 0.119 Theta -0.061 Vega 0.091 Open interest — OI effective date — Model this call Put · $128 Daily-bar session Unknown Quote as of 2026-09-04 19:59:53.824 UTC Last — Breakeven — Implied vol 14.9% Delta -0.432 ≈43% ITM Gamma 0.113 Theta -0.051 Vega 0.092 Open interest — OI effective date — Model this put
Underlying $128.39
1	1	12.5%	0.443	$0.15	$1.75	$2.97		—	$0.75	$2.45	-0.548	14.6%	—	—
Call · $129 Daily-bar session Jul 21, 2026 Quote as of 2026-09-04 19:59:31.350 UTC Last $2.97 Breakeven $131.97 Implied vol 12.5% Delta 0.443 ≈44% ITM Gamma 0.136 Theta -0.054 Vega 0.092 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $129 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:48.305 UTC Last — Breakeven — Implied vol 14.6% Delta -0.548 ≈55% ITM Gamma 0.116 Theta -0.049 Vega 0.092 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$1.40	$2.35		—	$0.95	$3.20	-0.68	13%	—	—
Call · $130 Daily-bar session Jul 29, 2026 Quote as of 2026-09-04 19:59:32.889 UTC Last $2.35 Breakeven $132.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $130 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.913 UTC Last — Breakeven — Implied vol 13% Delta -0.68 ≈68% ITM Gamma 0.118 Theta -0.036 Vega 0.083 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.15	—		—	$1.45	$4.00	-0.814	11.6%	—	—
Call · $131 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.918 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $131 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.009 UTC Last — Breakeven — Implied vol 11.6% Delta -0.814 ≈81% ITM Gamma 0.1 Theta -0.019 Vega 0.062 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.05	—		—	$2.20	$4.80	-0.946	9.1%	—	—
Call · $132 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.000 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $132 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.098 UTC Last — Breakeven — Implied vol 9.1% Delta -0.946 ≈95% ITM Gamma 0.052 Theta 0.003 Vega 0.026 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$3.10	$5.80	—	—	—	—
Call · $133 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.074 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $133 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.190 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$4.10	$6.80	-0.998	7.8%	—	—
Call · $134 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.103 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $134 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.277 UTC Last — Breakeven — Implied vol 7.8% Delta -0.998 ≈100% ITM Gamma 0.003 Theta 0.013 Vega 0.001 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$5.10	$7.80	-0.997	9.8%	—	—
Call · $135 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.182 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $135 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.364 UTC Last — Breakeven — Implied vol 9.8% Delta -0.997 ≈100% ITM Gamma 0.004 Theta 0.013 Vega 0.002 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$6.10	$8.80	-0.996	11.7%	—	—
Call · $136 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.214 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $136 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.416 UTC Last — Breakeven — Implied vol 11.7% Delta -0.996 ≈100% ITM Gamma 0.004 Theta 0.012 Vega 0.003 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 21, 2026–Jul 29, 2026; 26 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.