MGC · VANGUARD MEGA CAP INDEX FUND ETF

Alerts for MGC

$282.81 -1.16 (-0.41%) At close · Sep 4

Options Chain

Underlying $282.81 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 38 contracts · mixed daily-bar sessions · Jul 27, 2026–Aug 26, 2026; 34 unknown

Put / call OI

1.50

Put-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$285.00

$2.19 above spot

ATM implied vol

11.6%

market's expected move

Open interest by strike

Calls Puts

230

235

240

245

250

255

260

265

270

275

280

285

290

295

300

305

310

315

320

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Jan 15 132d Apr 16 223d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	53.7%	0.982	$52.00	$54.60	—		—	$0.00	$0.75	—	—	—	—
Call · $230 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:17.777 UTC Last — Breakeven — Implied vol 53.7% Delta 0.982 ≈98% ITM Gamma 0.002 Theta -0.071 Vega 0.023 Open interest — OI effective date — Model this call Put · $230 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.035 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	52.2%	0.974	$47.10	$49.70	—		—	$0.00	$0.75	—	—	—	—
Call · $235 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:40.262 UTC Last — Breakeven — Implied vol 52.2% Delta 0.974 ≈97% ITM Gamma 0.002 Theta -0.087 Vega 0.032 Open interest — OI effective date — Model this call Put · $235 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.670 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	45.4%	0.976	$42.10	$44.60	—		—	$0.00	$0.75	—	—	—	—
Call · $240 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:50.132 UTC Last — Breakeven — Implied vol 45.4% Delta 0.976 ≈98% ITM Gamma 0.002 Theta -0.076 Vega 0.03 Open interest — OI effective date — Model this call Put · $240 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.548 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$36.60	$39.60	—		—	$0.00	$0.75	—	—	—	—
Call · $245 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.165 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $245 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.087 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	35.4%	0.971	$32.00	$34.70	—		—	$0.00	$0.75	—	—	—	—
Call · $250 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:06.355 UTC Last — Breakeven — Implied vol 35.4% Delta 0.971 ≈97% ITM Gamma 0.004 Theta -0.072 Vega 0.035 Open interest — OI effective date — Model this call Put · $250 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.913 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	31.7%	0.963	$27.00	$29.80	—		—	$0.00	$0.80	—	—	—	—
Call · $255 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.580 UTC Last — Breakeven — Implied vol 31.7% Delta 0.963 ≈96% ITM Gamma 0.005 Theta -0.078 Vega 0.044 Open interest — OI effective date — Model this call Put · $255 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.433 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	27.7%	0.952	$22.20	$24.70	—		—	$0.00	$0.80	—	—	—	—
Call · $260 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:01.905 UTC Last — Breakeven — Implied vol 27.7% Delta 0.952 ≈95% ITM Gamma 0.007 Theta -0.082 Vega 0.054 Open interest — OI effective date — Model this call Put · $260 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.118 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	23.3%	0.937	$17.10	$19.90	—		$6.00	$0.00	$0.85	—	—	2	2
Call · $265 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:58.675 UTC Last — Breakeven — Implied vol 23.3% Delta 0.937 ≈94% ITM Gamma 0.01 Theta -0.084 Vega 0.066 Open interest — OI effective date — Model this call Put · $265 Daily-bar session Jul 27, 2026 Quote as of 2026-09-04 19:55:02.608 UTC Last $6.00 Breakeven $259.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	19.2%	0.909	$12.20	$15.00	—		—	$0.00	$1.00	—	—	—	—
Call · $270 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:15.244 UTC Last — Breakeven — Implied vol 19.2% Delta 0.909 ≈91% ITM Gamma 0.016 Theta -0.089 Vega 0.087 Open interest — OI effective date — Model this call Put · $270 Daily-bar session Unknown Quote as of 2026-09-04 19:58:15.348 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	15.2%	0.851	$7.40	$10.20	—		—	$0.00	$1.35	—	—	—	—
Call · $275 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:14.796 UTC Last — Breakeven — Implied vol 15.2% Delta 0.851 ≈85% ITM Gamma 0.029 Theta -0.096 Vega 0.124 Open interest — OI effective date — Model this call Put · $275 Daily-bar session Unknown Quote as of 2026-09-04 19:59:50.183 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	12.6%	0.687	$3.10	$6.00	—		—	$0.25	$2.40	-0.31	12.3%	—	—
Call · $280 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:09.218 UTC Last — Breakeven — Implied vol 12.6% Delta 0.687 ≈69% ITM Gamma 0.053 Theta -0.111 Vega 0.189 Open interest — OI effective date — Model this call Put · $280 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.908 UTC Last — Breakeven — Implied vol 12.3% Delta -0.31 ≈31% ITM Gamma 0.054 Theta -0.08 Vega 0.188 Open interest — OI effective date — Model this put
Underlying $282.81
1	1	12.6%	0.398	$0.85	$2.90	$4.35		$6.00	$2.15	$4.40	-0.623	10.5%	1	1
Call · $285 Daily-bar session Aug 17, 2026 Quote as of 2026-09-04 19:58:55.537 UTC Last $4.35 Breakeven $289.35 Implied vol 12.6% Delta 0.398 ≈40% ITM Gamma 0.058 Theta -0.111 Vega 0.206 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $285 In the money Daily-bar session Aug 4, 2026 Quote as of 2026-09-04 19:59:33.135 UTC Last $6.00 Breakeven $279.00 Implied vol 10.5% Delta -0.623 ≈62% ITM Gamma 0.068 Theta -0.064 Vega 0.203 Open interest 1 OI effective date Sep 3, 2026 Model this put
1	1	—	—	$0.00	$1.00	$0.50		—	$5.80	$8.50	-0.879	10.7%	—	—
Call · $290 Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:57:15.332 UTC Last $0.50 Breakeven $290.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $290 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:44.627 UTC Last — Breakeven — Implied vol 10.7% Delta -0.879 ≈88% ITM Gamma 0.035 Theta -0.019 Vega 0.107 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$10.60	$13.20	-0.963	12%	—	—
Call · $295 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.097 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $295 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.348 UTC Last — Breakeven — Implied vol 12% Delta -0.963 ≈96% ITM Gamma 0.013 Theta 0.009 Vega 0.043 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.70	—		—	$15.60	$18.20	-0.97	16.2%	—	—
Call · $300 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.474 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $300 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:30.839 UTC Last — Breakeven — Implied vol 16.2% Delta -0.97 ≈97% ITM Gamma 0.008 Theta 0.006 Vega 0.037 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.70	—		—	$20.60	$23.40	-0.957	22.6%	—	—
Call · $305 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.073 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $305 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:12.944 UTC Last — Breakeven — Implied vol 22.6% Delta -0.957 ≈96% ITM Gamma 0.008 Theta -0.013 Vega 0.049 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.70	—		—	$25.60	$28.70	-0.945	29.6%	—	—
Call · $310 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.300 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $310 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:59.670 UTC Last — Breakeven — Implied vol 29.6% Delta -0.945 ≈94% ITM Gamma 0.007 Theta -0.038 Vega 0.06 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.70	—		—	$30.60	$33.70	-0.95	33.7%	—	—
Call · $315 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.872 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $315 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:48.959 UTC Last — Breakeven — Implied vol 33.7% Delta -0.95 ≈95% ITM Gamma 0.006 Theta -0.042 Vega 0.055 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.70	—		—	$35.60	$38.80	-0.949	38.7%	—	—
Call · $320 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.044 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $320 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:28.310 UTC Last — Breakeven — Implied vol 38.7% Delta -0.949 ≈95% ITM Gamma 0.005 Theta -0.052 Vega 0.056 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 27, 2026–Aug 26, 2026; 34 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.