VCLT · VANGUARD LONG-TERM CORPORATE BOND INDEX FUND ETF

Alerts for VCLT

$71.62 +0.08 (+0.11%) At close · Sep 4

Options Chain

Underlying $71.62 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 44 contracts · mixed daily-bar sessions · Feb 11, 2026–Sep 4, 2026; 14 unknown

Put / call OI

11.08

Put-heavy positioning

Open interest

11,625

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$72.00

$0.38 above spot

ATM implied vol

10.6%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Dec 18 104d Mar 19 195d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	2	—	—	$6.60	$6.80	$9.20		$0.10	$0.00	$0.10	—	—	1	151
Call · $65 In the money Daily-bar session May 21, 2026 Quote as of 2026-09-04 19:55:05.640 UTC Last $9.20 Breakeven $74.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $65 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:57:01.905 UTC Last $0.10 Breakeven $64.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 151 OI effective date Sep 3, 2026 Model this put
—	2	32.7%	0.871	$3.20	$6.80	$4.30		$0.07	$0.00	$0.10	—	—	3	22
Call · $67 In the money Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:59:59.469 UTC Last $4.30 Breakeven $71.30 Implied vol 32.7% Delta 0.871 ≈87% ITM Gamma 0.048 Theta -0.042 Vega 0.028 Open interest — OI effective date — Model this call Put · $67 Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:57:01.907 UTC Last $0.07 Breakeven $66.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest 22 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$3.60	$3.80	—		$1.24	$0.00	$0.10	—	—	150	170
Call · $68 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:54.338 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $68 Daily-bar session May 28, 2026 Quote as of 2026-09-04 19:57:01.906 UTC Last $1.24 Breakeven $66.76 Implied vol — Delta — Gamma — Theta — Vega — Open interest 170 OI effective date Sep 3, 2026 Model this put
—	2	—	—	$2.60	$2.80	$2.75		$0.27	$0.00	$0.10	—	—	2	1
Call · $69 In the money Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 19:58:55.293 UTC Last $2.75 Breakeven $71.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $69 Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:57:38.888 UTC Last $0.27 Breakeven $68.73 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	5	34.6%	0.656	$1.65	$4.00	$1.88		$0.10	$0.00	$0.10	—	—	1	89
Call · $70 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:59.469 UTC Last $1.88 Breakeven $71.88 Implied vol 34.6% Delta 0.656 ≈66% ITM Gamma 0.079 Theta -0.071 Vega 0.05 Open interest — OI effective date — Model this call Put · $70 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:55:02.543 UTC Last $0.10 Breakeven $69.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 89 OI effective date Sep 3, 2026 Model this put
—	6	—	—	$0.00	$0.95	$1.60		$0.34	$0.10	$2.35	-0.417	29%	1	10.1k
Call · $71 In the money Daily-bar session Aug 13, 2026 Quote as of 2026-09-04 19:59:59.458 UTC Last $1.60 Breakeven $72.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $71 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:25.563 UTC Last $0.34 Breakeven $70.66 Implied vol 29% Delta -0.417 ≈42% ITM Gamma 0.1 Theta -0.056 Vega 0.053 Open interest 10.1k OI effective date Sep 3, 2026 Model this put
Underlying $71.62
93	33	7%	0.383	$0.20	$0.30	$0.35		$0.55	$0.30	$1.55	-0.553	14.3%	2	150
Call · $72 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:58:49.784 UTC Last $0.35 Breakeven $72.35 Implied vol 7% Delta 0.383 ≈38% ITM Gamma 0.406 Theta -0.017 Vega 0.052 Open interest 93 OI effective date Sep 3, 2026 Model this call Put · $72 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:59.604 UTC Last $0.55 Breakeven $71.45 Implied vol 14.3% Delta -0.553 ≈55% ITM Gamma 0.204 Theta -0.025 Vega 0.053 Open interest 150 OI effective date Sep 3, 2026 Model this put
249	2	8.4%	0.132	$0.05	$0.10	$0.07		$1.63	$1.30	$1.50	-0.833	9.7%	10	21
Call · $73 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:55:01.406 UTC Last $0.07 Breakeven $73.07 Implied vol 8.4% Delta 0.132 ≈13% ITM Gamma 0.189 Theta -0.01 Vega 0.029 Open interest 249 OI effective date Sep 3, 2026 Model this call Put · $73 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:59.627 UTC Last $1.63 Breakeven $71.37 Implied vol 9.7% Delta -0.833 ≈83% ITM Gamma 0.192 Theta -0.006 Vega 0.034 Open interest 21 OI effective date Sep 3, 2026 Model this put
11	1	—	—	$0.00	$0.10	$0.05		$2.58	$2.30	$2.50	-0.876	14.2%	10	1
Call · $74 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:58:00.976 UTC Last $0.05 Breakeven $74.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 OI effective date Sep 3, 2026 Model this call Put · $74 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:58.338 UTC Last $2.58 Breakeven $71.42 Implied vol 14.2% Delta -0.876 ≈88% ITM Gamma 0.106 Theta -0.009 Vega 0.028 Open interest 1 OI effective date Sep 3, 2026 Model this put
42	2	—	—	$0.00	$0.10	$0.05		$3.56	$3.30	$4.70	-0.741	35%	10	—
Call · $75 Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 19:57:01.906 UTC Last $0.05 Breakeven $75.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 42 OI effective date Sep 3, 2026 Model this call Put · $75 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:58.457 UTC Last $3.56 Breakeven $71.44 Implied vol 35% Delta -0.741 ≈74% ITM Gamma 0.069 Theta -0.053 Vega 0.044 Open interest — OI effective date — Model this put
70	1	—	—	$0.00	$0.10	$0.05		$1.90	$4.30	$6.40	-0.723	48.4%	18	—
Call · $76 Daily-bar session Aug 13, 2026 Quote as of 2026-09-04 19:57:01.906 UTC Last $0.05 Breakeven $76.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 70 OI effective date Sep 3, 2026 Model this call Put · $76 In the money Daily-bar session Jun 22, 2026 Quote as of 2026-09-04 19:59:58.462 UTC Last $1.90 Breakeven $74.10 Implied vol 48.4% Delta -0.723 ≈72% ITM Gamma 0.051 Theta -0.079 Vega 0.045 Open interest — OI effective date — Model this put
80	4	—	—	$0.00	$0.10	$0.05		$5.38	$5.30	$6.80	-0.778	46.6%	3	—
Call · $77 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:59:59.511 UTC Last $0.05 Breakeven $77.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 80 OI effective date Sep 3, 2026 Model this call Put · $77 In the money Daily-bar session Aug 12, 2026 Quote as of 2026-09-04 19:59:58.465 UTC Last $5.38 Breakeven $71.62 Implied vol 46.6% Delta -0.778 ≈78% ITM Gamma 0.047 Theta -0.066 Vega 0.04 Open interest — OI effective date — Model this put
42	5	—	—	$0.00	$0.10	$0.05		$4.89	$6.30	$6.50	-0.93	29.6%	1	—
Call · $78 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:57:01.858 UTC Last $0.05 Breakeven $78.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 42 OI effective date Sep 3, 2026 Model this call Put · $78 In the money Daily-bar session May 4, 2026 Quote as of 2026-09-04 19:59:58.338 UTC Last $4.89 Breakeven $73.11 Implied vol 29.6% Delta -0.93 ≈93% ITM Gamma 0.034 Theta -0.013 Vega 0.018 Open interest — OI effective date — Model this put
98	1	—	—	$0.00	$0.10	$0.05		—	$7.30	$9.40	-0.772	63.6%	—	—
Call · $79 Daily-bar session Jul 8, 2026 Quote as of 2026-09-04 19:57:01.908 UTC Last $0.05 Breakeven $79.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 98 OI effective date Sep 3, 2026 Model this call Put · $79 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.338 UTC Last — Breakeven — Implied vol 63.6% Delta -0.772 ≈77% ITM Gamma 0.035 Theta -0.094 Vega 0.041 Open interest — OI effective date — Model this put
169	1	—	—	$0.00	$0.10	$0.03		—	$8.30	$8.50	-0.94	36.5%	—	—
Call · $80 Daily-bar session Jun 11, 2026 Quote as of 2026-09-04 19:57:01.858 UTC Last $0.03 Breakeven $80.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 169 OI effective date Sep 3, 2026 Model this call Put · $80 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.600 UTC Last — Breakeven — Implied vol 36.5% Delta -0.94 ≈94% ITM Gamma 0.024 Theta -0.015 Vega 0.016 Open interest — OI effective date — Model this put
104	1	—	—	$0.00	$0.10	$0.08		—	$9.30	$9.50	-0.944	39.7%	—	—
Call · $81 Daily-bar session Apr 7, 2026 Quote as of 2026-09-04 19:57:01.910 UTC Last $0.08 Breakeven $81.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 104 OI effective date Sep 3, 2026 Model this call Put · $81 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.955 UTC Last — Breakeven — Implied vol 39.7% Delta -0.944 ≈94% ITM Gamma 0.021 Theta -0.016 Vega 0.015 Open interest — OI effective date — Model this put
2	1	—	—	$0.00	$0.10	$0.22		—	$10.30	$11.40	-0.859	62.5%	—	—
Call · $82 Daily-bar session Feb 11, 2026 Quote as of 2026-09-04 19:57:01.910 UTC Last $0.22 Breakeven $82.22 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $82 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.338 UTC Last — Breakeven — Implied vol 62.5% Delta -0.859 ≈86% ITM Gamma 0.026 Theta -0.065 Vega 0.03 Open interest — OI effective date — Model this put
2	1	—	—	$0.00	$0.10	$0.05		—	$11.30	$11.50	-0.949	46.1%	—	—
Call · $83 Daily-bar session Apr 15, 2026 Quote as of 2026-09-04 19:57:01.910 UTC Last $0.05 Breakeven $83.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $83 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.600 UTC Last — Breakeven — Implied vol 46.1% Delta -0.949 ≈95% ITM Gamma 0.017 Theta -0.017 Vega 0.014 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$12.30	$14.10	-0.83	81.2%	—	—
Call · $84 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.911 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $84 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.338 UTC Last — Breakeven — Implied vol 81.2% Delta -0.83 ≈83% ITM Gamma 0.023 Theta -0.099 Vega 0.034 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$13.30	$13.50	-0.954	52.1%	—	—
Call · $85 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.911 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $85 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.749 UTC Last — Breakeven — Implied vol 52.1% Delta -0.954 ≈95% ITM Gamma 0.014 Theta -0.018 Vega 0.013 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$14.30	$14.50	-0.955	55%	—	—
Call · $86 Daily-bar session Unknown Quote as of 2026-09-04 19:58:00.976 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $86 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.600 UTC Last — Breakeven — Implied vol 55% Delta -0.955 ≈96% ITM Gamma 0.013 Theta -0.019 Vega 0.013 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$15.30	$15.50	-0.957	57.9%	—	—
Call · $87 Daily-bar session Unknown Quote as of 2026-09-04 19:58:00.976 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $87 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.769 UTC Last — Breakeven — Implied vol 57.9% Delta -0.957 ≈96% ITM Gamma 0.012 Theta -0.019 Vega 0.012 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 · Feb 11, 2026–Sep 4, 2026; 14 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.