MGK · VANGUARD MEGA CAP GROWTH INDEX FUND ETF

Alerts for MGK

$90.23 -0.44 (-0.49%) At close · Sep 4

Options Chain

Underlying $90.23 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 42 contracts · mixed daily-bar sessions · Jul 23, 2026–Sep 4, 2026; 19 unknown

Put / call OI

0.07

Call-heavy positioning

Open interest

1,844

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$87.00

$3.23 below spot

ATM implied vol

12.4%

market's expected move

Open interest by strike

Calls Puts

100

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
6	6	61.7%	0.951	$14.50	$16.60	$15.71		—	$0.00	$0.25	—	—	—	—
Call · $75 In the money Daily-bar session Aug 12, 2026 Quote as of 2026-09-04 19:55:07.589 UTC Last $15.71 Breakeven $90.71 Implied vol 61.7% Delta 0.951 ≈95% ITM Gamma 0.01 Theta -0.048 Vega 0.017 Open interest 6 OI effective date Sep 3, 2026 Model this call Put · $75 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.528 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
22	20	53.2%	0.897	$10.00	$11.60	$9.52		—	$0.00	$0.75	—	—	—	—
Call · $80 In the money Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:55:06.634 UTC Last $9.52 Breakeven $89.52 Implied vol 53.2% Delta 0.897 ≈90% ITM Gamma 0.02 Theta -0.07 Vega 0.031 Open interest 22 OI effective date Sep 3, 2026 Model this call Put · $80 Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.984 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	49.1%	0.89	$9.00	$10.60	—		—	$0.00	$0.30	—	—	—	—
Call · $81 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.060 UTC Last — Breakeven — Implied vol 49.1% Delta 0.89 ≈89% ITM Gamma 0.023 Theta -0.068 Vega 0.032 Open interest — OI effective date — Model this call Put · $81 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.413 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	43.6%	0.889	$8.00	$9.50	—		$0.05	$0.00	$0.30	—	—	3	3
Call · $82 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.023 UTC Last — Breakeven — Implied vol 43.6% Delta 0.889 ≈89% ITM Gamma 0.026 Theta -0.061 Vega 0.032 Open interest — OI effective date — Model this call Put · $82 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:55:02.303 UTC Last $0.05 Breakeven $81.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this put
—	—	41%	0.872	$7.10	$8.50	—		—	$0.00	$0.30	—	—	—	—
Call · $83 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:53.302 UTC Last — Breakeven — Implied vol 41% Delta 0.872 ≈87% ITM Gamma 0.03 Theta -0.063 Vega 0.036 Open interest — OI effective date — Model this call Put · $83 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.271 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	38.2%	0.853	$6.00	$7.70	—		$0.50	$0.00	$0.35	—	—	3	3
Call · $84 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:18.396 UTC Last — Breakeven — Implied vol 38.2% Delta 0.853 ≈85% ITM Gamma 0.036 Theta -0.065 Vega 0.039 Open interest — OI effective date — Model this call Put · $84 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:55:02.344 UTC Last $0.50 Breakeven $83.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this put
20	10	35.1%	0.83	$5.10	$6.70	$6.20		$0.50	$0.00	$0.20	—	—	15	15
Call · $85 In the money Daily-bar session Aug 4, 2026 Quote as of 2026-09-04 19:56:51.577 UTC Last $6.20 Breakeven $91.20 Implied vol 35.1% Delta 0.83 ≈83% ITM Gamma 0.042 Theta -0.065 Vega 0.043 Open interest 20 OI effective date Sep 3, 2026 Model this call Put · $85 Daily-bar session Aug 19, 2026 Quote as of 2026-09-04 19:57:04.008 UTC Last $0.50 Breakeven $84.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 15 OI effective date Sep 3, 2026 Model this put
1	1	29.6%	0.819	$4.10	$5.60	$1.92		$0.35	$0.00	$0.35	—	—	31	31
Call · $86 In the money Daily-bar session Jul 28, 2026 Quote as of 2026-09-04 19:59:00.513 UTC Last $1.92 Breakeven $87.92 Implied vol 29.6% Delta 0.819 ≈82% ITM Gamma 0.052 Theta -0.058 Vega 0.045 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $86 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:58.328 UTC Last $0.35 Breakeven $85.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 31 OI effective date Sep 3, 2026 Model this put
18	18	26.1%	0.785	$3.20	$4.60	$2.10		$0.40	$0.00	$0.55	—	—	2	32
Call · $87 In the money Daily-bar session Jul 23, 2026 Quote as of 2026-09-04 19:57:54.779 UTC Last $2.10 Breakeven $89.10 Implied vol 26.1% Delta 0.785 ≈79% ITM Gamma 0.066 Theta -0.057 Vega 0.05 Open interest 18 OI effective date Sep 3, 2026 Model this call Put · $87 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:43.095 UTC Last $0.40 Breakeven $86.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 32 OI effective date Sep 3, 2026 Model this put
—	1	23.2%	0.734	$2.30	$3.70	$3.64		$1.15	$0.00	$0.75	—	—	2	17
Call · $88 In the money Daily-bar session Aug 4, 2026 Quote as of 2026-09-04 19:59:44.522 UTC Last $3.64 Breakeven $91.64 Implied vol 23.2% Delta 0.734 ≈73% ITM Gamma 0.083 Theta -0.056 Vega 0.056 Open interest — OI effective date — Model this call Put · $88 Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:59:37.984 UTC Last $1.15 Breakeven $86.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 17 OI effective date Sep 3, 2026 Model this put
22	3	10%	0.79	$0.70	$2.40	$1.77		$0.50	$0.10	$1.20	-0.322	17.9%	2	3
Call · $89 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:37.983 UTC Last $1.77 Breakeven $90.77 Implied vol 10% Delta 0.79 ≈79% ITM Gamma 0.169 Theta -0.026 Vega 0.049 Open interest 22 OI effective date Sep 3, 2026 Model this call Put · $89 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:37.983 UTC Last $0.50 Breakeven $88.50 Implied vol 17.9% Delta -0.322 ≈32% ITM Gamma 0.118 Theta -0.039 Vega 0.061 Open interest 3 OI effective date Sep 3, 2026 Model this put
149	1	14.6%	0.561	$0.95	$1.40	$1.50		$0.85	$0.15	$0.90	-0.416	10.1%	3	10
Call · $90 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:51.284 UTC Last $1.50 Breakeven $91.50 Implied vol 14.6% Delta 0.561 ≈56% ITM Gamma 0.158 Theta -0.043 Vega 0.067 Open interest 149 OI effective date Sep 3, 2026 Model this call Put · $90 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.939 UTC Last $0.85 Breakeven $89.15 Implied vol 10.1% Delta -0.416 ≈42% ITM Gamma 0.227 Theta -0.022 Vega 0.066 Open interest 10 OI effective date Sep 3, 2026 Model this put
Underlying $90.23
703	2	13%	0.39	$0.45	$0.75	$0.70		—	$0.25	$1.50	-0.704	7.1%	—	—
Call · $91 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.144 UTC Last $0.70 Breakeven $91.70 Implied vol 13% Delta 0.39 ≈39% ITM Gamma 0.173 Theta -0.036 Vega 0.065 Open interest 703 OI effective date Sep 3, 2026 Model this call Put · $91 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.982 UTC Last — Breakeven — Implied vol 7.1% Delta -0.704 ≈70% ITM Gamma 0.288 Theta -0.01 Vega 0.059 Open interest — OI effective date — Model this put
254	4	13%	0.234	$0.15	$0.45	$0.25		—	$1.60	$2.40	-0.75	14%	—	—
Call · $92 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:37.982 UTC Last $0.25 Breakeven $92.25 Implied vol 13% Delta 0.234 ≈23% ITM Gamma 0.138 Theta -0.028 Vega 0.052 Open interest 254 OI effective date Sep 3, 2026 Model this call Put · $92 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.975 UTC Last — Breakeven — Implied vol 14% Delta -0.75 ≈75% ITM Gamma 0.134 Theta -0.022 Vega 0.054 Open interest — OI effective date — Model this put
143	1	13.5%	0.131	$0.05	$0.25	$0.10		—	$1.95	$3.10	—	—	—	—
Call · $93 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:58:21.134 UTC Last $0.10 Breakeven $93.10 Implied vol 13.5% Delta 0.131 ≈13% ITM Gamma 0.092 Theta -0.02 Vega 0.036 Open interest 143 OI effective date Sep 3, 2026 Model this call Put · $93 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:22.775 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
10	10	—	—	$0.00	$0.05	$0.25		—	$2.70	$4.10	—	—	—	—
Call · $94 Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 15:16:49.330 UTC Last $0.25 Breakeven $94.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this call Put · $94 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.502 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
10	1	—	—	$0.00	$0.05	$0.10		—	$3.60	$5.10	—	—	—	—
Call · $95 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 15:24:27.479 UTC Last $0.10 Breakeven $95.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this call Put · $95 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:50.310 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
371	24	—	—	$0.00	$0.05	$0.04		—	$4.60	$6.10	—	—	—	—
Call · $96 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:58:15.710 UTC Last $0.04 Breakeven $96.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 371 OI effective date Sep 3, 2026 Model this call Put · $96 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:19.321 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$5.50	$7.10	—	—	—	—
Call · $97 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.022 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $97 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:42.760 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$6.50	$8.20	—	—	—	—
Call · $98 Daily-bar session Unknown Quote as of 2026-09-04 19:57:43.778 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $98 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.173 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.30	$0.03		—	$8.50	$10.20	—	—	—	—
Call · $100 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 13:30:35.100 UTC Last $0.03 Breakeven $100.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $100 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:44.453 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 23, 2026–Sep 4, 2026; 19 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.