MGV · VANGUARD MEGA CAP VALUE INDEX FUND ETF

Alerts for MGV

$167.94 -0.39 (-0.23%) At close · Sep 4

Options Chain

Underlying $167.94 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 42 contracts · daily-bar sessions unknown

Put / call OI

—

open-interest date unavailable

Open interest

—

open-interest date unavailable

Volume

—

daily-bar sessions unknown

ATM implied vol

10.3%

market's expected move

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
—	—	32.3%	0.972	$16.00	$20.50	—		—	$0.00	$4.40	—	—	—	—
Call · $150 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:48.343 UTC Last — Breakeven — Implied vol 32.3% Delta 0.972 ≈97% ITM Gamma 0.006 Theta -0.04 Vega 0.021 Open interest — OI effective date — Model this call Put · $150 Daily-bar session Unknown Quote as of 2026-09-04 19:56:54.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	27.4%	0.968	$13.00	$17.50	—		—	$0.00	$4.40	—	—	—	—
Call · $153 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.052 UTC Last — Breakeven — Implied vol 27.4% Delta 0.968 ≈97% ITM Gamma 0.008 Theta -0.039 Vega 0.023 Open interest — OI effective date — Model this call Put · $153 Daily-bar session Unknown Quote as of 2026-09-04 19:56:54.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	25.8%	0.967	$12.00	$16.50	—		—	$0.00	$4.40	—	—	—	—
Call · $154 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:50.630 UTC Last — Breakeven — Implied vol 25.8% Delta 0.967 ≈97% ITM Gamma 0.009 Theta -0.038 Vega 0.024 Open interest — OI effective date — Model this call Put · $154 Daily-bar session Unknown Quote as of 2026-09-04 19:56:54.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	24.2%	0.965	$11.00	$15.50	—		—	$0.00	$4.40	—	—	—	—
Call · $155 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.052 UTC Last — Breakeven — Implied vol 24.2% Delta 0.965 ≈96% ITM Gamma 0.01 Theta -0.038 Vega 0.025 Open interest — OI effective date — Model this call Put · $155 Daily-bar session Unknown Quote as of 2026-09-04 19:56:54.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	22.5%	0.963	$10.00	$14.50	—		—	$0.00	$4.40	—	—	—	—
Call · $156 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.052 UTC Last — Breakeven — Implied vol 22.5% Delta 0.963 ≈96% ITM Gamma 0.011 Theta -0.037 Vega 0.026 Open interest — OI effective date — Model this call Put · $156 Daily-bar session Unknown Quote as of 2026-09-04 19:56:54.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	20.9%	0.961	$9.00	$13.50	—		—	$0.00	$4.40	—	—	—	—
Call · $157 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.052 UTC Last — Breakeven — Implied vol 20.9% Delta 0.961 ≈96% ITM Gamma 0.013 Theta -0.037 Vega 0.027 Open interest — OI effective date — Model this call Put · $157 Daily-bar session Unknown Quote as of 2026-09-04 19:56:54.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	19.3%	0.958	$8.00	$12.50	—		—	$0.00	$4.40	—	—	—	—
Call · $158 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.052 UTC Last — Breakeven — Implied vol 19.3% Delta 0.958 ≈96% ITM Gamma 0.015 Theta -0.036 Vega 0.028 Open interest — OI effective date — Model this call Put · $158 Daily-bar session Unknown Quote as of 2026-09-04 19:56:54.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17.6%	0.956	$7.00	$11.50	—		—	$0.00	$4.40	—	—	—	—
Call · $159 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.052 UTC Last — Breakeven — Implied vol 17.6% Delta 0.956 ≈96% ITM Gamma 0.017 Theta -0.035 Vega 0.03 Open interest — OI effective date — Model this call Put · $159 Daily-bar session Unknown Quote as of 2026-09-04 19:56:54.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	16%	0.952	$6.00	$10.50	—		—	$0.00	$4.50	—	—	—	—
Call · $160 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:46.272 UTC Last — Breakeven — Implied vol 16% Delta 0.952 ≈95% ITM Gamma 0.02 Theta -0.035 Vega 0.032 Open interest — OI effective date — Model this call Put · $160 Daily-bar session Unknown Quote as of 2026-09-04 19:56:54.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	14.3%	0.948	$5.00	$9.50	—		—	$0.00	$4.50	—	—	—	—
Call · $161 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.052 UTC Last — Breakeven — Implied vol 14.3% Delta 0.948 ≈95% ITM Gamma 0.024 Theta -0.034 Vega 0.034 Open interest — OI effective date — Model this call Put · $161 Daily-bar session Unknown Quote as of 2026-09-04 19:56:54.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	12.6%	0.943	$4.00	$8.50	—		—	$0.00	$4.50	—	—	—	—
Call · $162 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.251 UTC Last — Breakeven — Implied vol 12.6% Delta 0.943 ≈94% ITM Gamma 0.029 Theta -0.033 Vega 0.037 Open interest — OI effective date — Model this call Put · $162 Daily-bar session Unknown Quote as of 2026-09-04 19:59:56.640 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	10.9%	0.936	$3.00	$7.50	—		—	$0.00	$4.60	—	—	—	—
Call · $163 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:40.490 UTC Last — Breakeven — Implied vol 10.9% Delta 0.936 ≈94% ITM Gamma 0.036 Theta -0.032 Vega 0.04 Open interest — OI effective date — Model this call Put · $163 Daily-bar session Unknown Quote as of 2026-09-04 19:59:55.288 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	9.2%	0.926	$2.00	$6.50	—		—	$0.00	$4.70	—	—	—	—
Call · $164 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.052 UTC Last — Breakeven — Implied vol 9.2% Delta 0.926 ≈93% ITM Gamma 0.048 Theta -0.031 Vega 0.044 Open interest — OI effective date — Model this call Put · $164 Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.702 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	11.1%	0.82	$1.00	$6.00	—		—	$0.00	$4.80	—	—	—	—
Call · $165 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:52.427 UTC Last — Breakeven — Implied vol 11.1% Delta 0.82 ≈82% ITM Gamma 0.075 Theta -0.049 Vega 0.083 Open interest — OI effective date — Model this call Put · $165 Daily-bar session Unknown Quote as of 2026-09-04 19:58:35.032 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	10.3%	0.75	$0.50	$4.80	—		—	$0.00	$4.80	—	—	—	—
Call · $166 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.052 UTC Last — Breakeven — Implied vol 10.3% Delta 0.75 ≈75% ITM Gamma 0.097 Theta -0.052 Vega 0.101 Open interest — OI effective date — Model this call Put · $166 Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.702 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$0.00	$4.80	—	—	—	—
Call · $167 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.243 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $167 Daily-bar session Unknown Quote as of 2026-09-04 19:58:35.032 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $167.94
—	—	—	—	$0.00	$4.80	—		—	$0.00	$4.80	—	—	—	—
Call · $168 Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.701 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $168 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:35.032 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$0.00	$4.80	—	—	—	—
Call · $169 Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.701 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $169 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.702 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.00	—		—	$0.05	$5.00	-0.694	11.2%	—	—
Call · $170 Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.702 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $170 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.701 UTC Last — Breakeven — Implied vol 11.2% Delta -0.694 ≈69% ITM Gamma 0.099 Theta -0.036 Vega 0.111 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.70	—		—	$0.50	$5.50	-0.869	7.9%	—	—
Call · $171 Daily-bar session Unknown Quote as of 2026-09-04 19:59:41.596 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $171 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.052 UTC Last — Breakeven — Implied vol 7.9% Delta -0.869 ≈87% ITM Gamma 0.085 Theta -0.005 Vega 0.067 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.40	—		—	$4.50	$9.50	-0.921	14.9%	—	—
Call · $175 Daily-bar session Unknown Quote as of 2026-09-04 19:56:54.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $175 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.052 UTC Last — Breakeven — Implied vol 14.9% Delta -0.921 ≈92% ITM Gamma 0.031 Theta -0.011 Vega 0.047 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 daily-bar sessions 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.