VDC · VANGUARD CONSUMER STAPLES INDEX FUND ETF

Alerts for VDC

$228.34 -1.83 (-0.80%) At close · Sep 4

Options Chain

Underlying $228.34 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 38 contracts · mixed daily-bar sessions · Aug 5, 2026–Aug 31, 2026; 29 unknown

Put / call OI

0.30

Call-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$230.00

$1.66 above spot

ATM implied vol

13.7%

market's expected move

Open interest by strike

Calls Puts

197

198

199

200

205

210

215

220

225

230

235

240

245

250

255

260

265

270

275

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
—	—	51.4%	0.944	$30.30	$34.00	—		—	$0.00	$1.90	—	—	—	—
Call · $197 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.379 UTC Last — Breakeven — Implied vol 51.4% Delta 0.944 ≈94% ITM Gamma 0.005 Theta -0.115 Vega 0.049 Open interest — OI effective date — Model this call Put · $197 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.723 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	41%	0.971	$28.60	$33.00	—		—	$0.00	$1.90	—	—	—	—
Call · $198 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.184 UTC Last — Breakeven — Implied vol 41% Delta 0.971 ≈97% ITM Gamma 0.004 Theta -0.064 Vega 0.028 Open interest — OI effective date — Model this call Put · $198 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.533 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$27.10	$32.00	—		—	$0.00	$1.90	—	—	—	—
Call · $199 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.403 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $199 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.449 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	49.8%	0.929	$27.60	$31.00	—		—	$0.00	$1.90	—	—	—	—
Call · $200 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:45.267 UTC Last — Breakeven — Implied vol 49.8% Delta 0.929 ≈93% ITM Gamma 0.006 Theta -0.13 Vega 0.058 Open interest — OI effective date — Model this call Put · $200 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.173 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	35%	0.954	$21.80	$26.00	—		—	$0.00	$1.90	—	—	—	—
Call · $205 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.322 UTC Last — Breakeven — Implied vol 35% Delta 0.954 ≈95% ITM Gamma 0.006 Theta -0.075 Vega 0.042 Open interest — OI effective date — Model this call Put · $205 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.639 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	35.2%	0.906	$17.60	$21.00	—		—	$0.00	$1.90	—	—	—	—
Call · $210 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.776 UTC Last — Breakeven — Implied vol 35.2% Delta 0.906 ≈91% ITM Gamma 0.011 Theta -0.117 Vega 0.072 Open interest — OI effective date — Model this call Put · $210 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.463 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	25.8%	0.901	$12.30	$16.00	—		—	$0.00	$2.00	—	—	—	—
Call · $215 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.661 UTC Last — Breakeven — Implied vol 25.8% Delta 0.901 ≈90% ITM Gamma 0.016 Theta -0.094 Vega 0.075 Open interest — OI effective date — Model this call Put · $215 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.498 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	18.9%	0.863	$7.10	$11.30	—		$0.35	$0.00	$2.20	—	—	1	3
Call · $220 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.281 UTC Last — Breakeven — Implied vol 18.9% Delta 0.863 ≈86% ITM Gamma 0.027 Theta -0.088 Vega 0.094 Open interest — OI effective date — Model this call Put · $220 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:55:04.156 UTC Last $0.35 Breakeven $219.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this put
1	1	16.5%	0.702	$3.30	$6.70	$6.50		$1.20	$0.00	$2.75	—	—	10	11
Call · $225 In the money Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:44.794 UTC Last $6.50 Breakeven $231.50 Implied vol 16.5% Delta 0.702 ≈70% ITM Gamma 0.049 Theta -0.111 Vega 0.149 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $225 Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:50:03.930 UTC Last $1.20 Breakeven $223.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 OI effective date Sep 3, 2026 Model this put
Underlying $228.34
6	4	16.1%	0.429	$0.60	$3.70	$5.08		$3.20	$1.00	$4.40	-0.606	11.3%	1	3
Call · $230 Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:54:58.497 UTC Last $5.08 Breakeven $235.08 Implied vol 16.1% Delta 0.429 ≈43% ITM Gamma 0.057 Theta -0.114 Vega 0.169 Open interest 6 OI effective date Sep 3, 2026 Model this call Put · $230 In the money Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:54:58.613 UTC Last $3.20 Breakeven $226.80 Implied vol 11.3% Delta -0.606 ≈61% ITM Gamma 0.079 Theta -0.058 Vega 0.166 Open interest 3 OI effective date Sep 3, 2026 Model this put
4	4	—	—	$0.00	$2.35	$3.91		—	$4.70	$8.50	-0.895	11.5%	—	—
Call · $235 Daily-bar session Aug 5, 2026 Quote as of 2026-09-04 19:55:03.913 UTC Last $3.91 Breakeven $238.91 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $235 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.998 UTC Last — Breakeven — Implied vol 11.5% Delta -0.895 ≈90% ITM Gamma 0.037 Theta -0.013 Vega 0.078 Open interest — OI effective date — Model this put
12	10	—	—	$0.00	$2.00	$0.43		—	$9.20	$13.30	—	—	—	—
Call · $240 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:55:04.227 UTC Last $0.43 Breakeven $240.43 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 OI effective date Sep 3, 2026 Model this call Put · $240 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.041 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$1.95	$0.75		—	$14.20	$18.30	—	—	—	—
Call · $245 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:55:01.304 UTC Last $0.75 Breakeven $245.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $245 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.283 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
32	6	—	—	$0.00	$0.80	$0.35		—	$19.20	$23.30	—	—	—	—
Call · $250 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 13:30:31.654 UTC Last $0.35 Breakeven $250.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 32 OI effective date Sep 3, 2026 Model this call Put · $250 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.755 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.90	—		—	$24.20	$28.30	—	—	—	—
Call · $255 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.908 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $255 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:11.029 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.90	—		—	$29.20	$33.30	—	—	—	—
Call · $260 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.785 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $260 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.628 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.90	—		—	$34.20	$38.30	—	—	—	—
Call · $265 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.972 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $265 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:13.762 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.90	—		—	$39.20	$43.30	—	—	—	—
Call · $270 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.590 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $270 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.824 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.90	—		—	$44.20	$48.30	—	—	—	—
Call · $275 Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.261 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $275 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:15.622 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 · Aug 5, 2026–Aug 31, 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.