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

Alerts for IVOV

$114.51 +0.28 (+0.25%) At close · Sep 4

Options Chain

Underlying $114.51 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 30 contracts · mixed daily-bar sessions · Aug 24, 2026; 29 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

$117.00

$2.49 above spot

ATM implied vol

12.8%

market's expected move

Open interest by strike

Calls Puts

108

109

110

111

112

113

114

115

116

117

118

119

120

121

122

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
—	—	21.2%	0.943	$5.20	$8.30	—		—	$0.00	$1.20	—	—	—	—
Call · $108 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.489 UTC Last — Breakeven — Implied vol 21.2% Delta 0.943 ≈94% ITM Gamma 0.026 Theta -0.031 Vega 0.024 Open interest — OI effective date — Model this call Put · $108 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.286 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	18.5%	0.936	$4.20	$7.30	—		—	$0.00	$1.25	—	—	—	—
Call · $109 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.391 UTC Last — Breakeven — Implied vol 18.5% Delta 0.936 ≈94% ITM Gamma 0.033 Theta -0.03 Vega 0.026 Open interest — OI effective date — Model this call Put · $109 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.211 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17.4%	0.908	$3.30	$6.30	—		—	$0.00	$1.25	—	—	—	—
Call · $110 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.294 UTC Last — Breakeven — Implied vol 17.4% Delta 0.908 ≈91% ITM Gamma 0.046 Theta -0.035 Vega 0.034 Open interest — OI effective date — Model this call Put · $110 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.162 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	18.4%	0.838	$2.55	$5.40	—		—	$0.00	$1.40	—	—	—	—
Call · $111 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:48.082 UTC Last — Breakeven — Implied vol 18.4% Delta 0.838 ≈84% ITM Gamma 0.064 Theta -0.048 Vega 0.051 Open interest — OI effective date — Model this call Put · $111 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.094 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	18.7%	0.761	$1.80	$4.60	—		—	$0.00	$1.50	—	—	—	—
Call · $112 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.099 UTC Last — Breakeven — Implied vol 18.7% Delta 0.761 ≈76% ITM Gamma 0.08 Theta -0.059 Vega 0.065 Open interest — OI effective date — Model this call Put · $112 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.016 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	13.2%	0.732	$1.00	$3.20	—		—	$0.00	$1.70	—	—	—	—
Call · $113 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.380 UTC Last — Breakeven — Implied vol 13.2% Delta 0.732 ≈73% ITM Gamma 0.121 Theta -0.046 Vega 0.068 Open interest — OI effective date — Model this call Put · $113 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.980 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	12.7%	0.602	$0.35	$2.45	—		—	$0.00	$1.85	—	—	—	—
Call · $114 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.904 UTC Last — Breakeven — Implied vol 12.7% Delta 0.602 ≈60% ITM Gamma 0.147 Theta -0.049 Vega 0.08 Open interest — OI effective date — Model this call Put · $114 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.898 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $114.51
—	—	—	—	$0.00	$1.85	—		—	$0.20	$2.30	-0.548	12.8%	—	—
Call · $115 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.897 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $115 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.368 UTC Last — Breakeven — Implied vol 12.8% Delta -0.548 ≈55% ITM Gamma 0.149 Theta -0.038 Vega 0.082 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.50	—		—	$0.45	$3.00	-0.724	10.7%	—	—
Call · $116 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.980 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $116 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.004 UTC Last — Breakeven — Implied vol 10.7% Delta -0.724 ≈72% ITM Gamma 0.15 Theta -0.023 Vega 0.069 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.90	$0.50		—	$1.00	$4.00	-0.86	10.3%	—	—
Call · $117 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:59:33.017 UTC Last $0.50 Breakeven $117.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $117 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.100 UTC Last — Breakeven — Implied vol 10.3% Delta -0.86 ≈86% ITM Gamma 0.104 Theta -0.01 Vega 0.046 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.15	—		—	$1.85	$5.10	-0.896	12.5%	—	—
Call · $118 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.093 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $118 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.196 UTC Last — Breakeven — Implied vol 12.5% Delta -0.896 ≈90% ITM Gamma 0.07 Theta -0.009 Vega 0.037 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.15	—		—	$2.85	$6.10	-0.911	15.1%	—	—
Call · $119 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.160 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $119 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.292 UTC Last — Breakeven — Implied vol 15.1% Delta -0.911 ≈91% ITM Gamma 0.051 Theta -0.01 Vega 0.034 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.15	—		—	$3.90	$7.10	-0.911	18.4%	—	—
Call · $120 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.209 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $120 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.390 UTC Last — Breakeven — Implied vol 18.4% Delta -0.911 ≈91% ITM Gamma 0.042 Theta -0.015 Vega 0.033 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.15	—		—	$4.90	$8.10	-0.92	20.9%	—	—
Call · $121 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.285 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $121 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.487 UTC Last — Breakeven — Implied vol 20.9% Delta -0.92 ≈92% ITM Gamma 0.034 Theta -0.016 Vega 0.031 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.15	—		—	$5.90	$9.10	-0.926	23.3%	—	—
Call · $122 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.347 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $122 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.602 UTC Last — Breakeven — Implied vol 23.3% Delta -0.926 ≈93% ITM Gamma 0.029 Theta -0.017 Vega 0.029 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 · Aug 24, 2026; 29 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.