VFH · VANGUARD FINANCIALS INDEX FUND ETF

Alerts for VFH

$142.05 -1.04 (-0.73%) At close · Sep 4

Options Chain

Underlying $142.05 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 44 contracts · mixed daily-bar sessions · Jul 24, 2026–Sep 4, 2026; 35 unknown

Put / call OI

0.02

Call-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$129.00

$13.05 below spot

ATM implied vol

13.8%

market's expected move

Open interest by strike

Calls Puts

125

129

130

131

132

133

134

135

136

137

138

139

140

141

142

143

144

145

146

147

148

150

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Nov 20 76d Feb 19 167d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	42.3%	0.951	$15.90	$19.00	—		—	$0.00	$0.30	—	—	—	—
Call · $125 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.152 UTC Last — Breakeven — Implied vol 42.3% Delta 0.951 ≈95% ITM Gamma 0.009 Theta -0.056 Vega 0.027 Open interest — OI effective date — Model this call Put · $125 Daily-bar session Unknown Quote as of 2026-09-04 19:55:46.564 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
4	4	33.7%	0.942	$11.90	$15.00	$13.56		—	$0.00	$1.70	—	—	—	—
Call · $129 In the money Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:55:01.119 UTC Last $13.56 Breakeven $142.56 Implied vol 33.7% Delta 0.942 ≈94% ITM Gamma 0.013 Theta -0.053 Vega 0.031 Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $129 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.425 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	31.5%	0.938	$10.90	$14.00	—		—	$0.00	$1.55	—	—	—	—
Call · $130 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.473 UTC Last — Breakeven — Implied vol 31.5% Delta 0.938 ≈94% ITM Gamma 0.014 Theta -0.052 Vega 0.033 Open interest — OI effective date — Model this call Put · $130 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.250 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	20.3%	0.985	$9.50	$13.00	—		—	$0.00	$1.15	—	—	—	—
Call · $131 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.204 UTC Last — Breakeven — Implied vol 20.3% Delta 0.985 ≈98% ITM Gamma 0.007 Theta -0.021 Vega 0.01 Open interest — OI effective date — Model this call Put · $131 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.250 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	24%	0.953	$8.70	$12.00	—		—	$0.00	$1.75	—	—	—	—
Call · $132 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.473 UTC Last — Breakeven — Implied vol 24% Delta 0.953 ≈95% ITM Gamma 0.015 Theta -0.037 Vega 0.027 Open interest — OI effective date — Model this call Put · $132 Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.119 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	22%	0.949	$7.70	$11.00	—		—	$0.00	$1.75	—	—	—	—
Call · $133 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.473 UTC Last — Breakeven — Implied vol 22% Delta 0.949 ≈95% ITM Gamma 0.018 Theta -0.036 Vega 0.028 Open interest — OI effective date — Model this call Put · $133 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.051 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	20%	0.945	$6.70	$10.00	—		—	$0.00	$1.80	—	—	—	—
Call · $134 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.451 UTC Last — Breakeven — Implied vol 20% Delta 0.945 ≈95% ITM Gamma 0.021 Theta -0.035 Vega 0.03 Open interest — OI effective date — Model this call Put · $134 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.425 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17.9%	0.941	$5.70	$9.00	—		—	$0.00	$0.75	—	—	—	—
Call · $135 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.403 UTC Last — Breakeven — Implied vol 17.9% Delta 0.941 ≈94% ITM Gamma 0.025 Theta -0.035 Vega 0.032 Open interest — OI effective date — Model this call Put · $135 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.831 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	19.4%	0.893	$5.00	$8.00	—		—	$0.00	$0.65	—	—	—	—
Call · $136 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.403 UTC Last — Breakeven — Implied vol 19.4% Delta 0.893 ≈89% ITM Gamma 0.036 Theta -0.049 Vega 0.05 Open interest — OI effective date — Model this call Put · $136 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.171 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	21.9%	0.823	$4.60	$7.00	—		—	$0.00	$0.75	—	—	—	—
Call · $137 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.364 UTC Last — Breakeven — Implied vol 21.9% Delta 0.823 ≈82% ITM Gamma 0.044 Theta -0.07 Vega 0.07 Open interest — OI effective date — Model this call Put · $137 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.037 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	19.2%	0.804	$3.60	$6.00	—		—	$0.00	$0.85	—	—	—	—
Call · $138 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.330 UTC Last — Breakeven — Implied vol 19.2% Delta 0.804 ≈80% ITM Gamma 0.054 Theta -0.066 Vega 0.074 Open interest — OI effective date — Model this call Put · $138 Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.641 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	13.7%	0.817	$2.20	$5.00	—		—	$0.00	$1.05	—	—	—	—
Call · $139 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.354 UTC Last — Breakeven — Implied vol 13.7% Delta 0.817 ≈82% ITM Gamma 0.072 Theta -0.049 Vega 0.071 Open interest — OI effective date — Model this call Put · $139 Daily-bar session Unknown Quote as of 2026-09-04 19:56:46.533 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	16.9%	0.696	$1.45	$4.80	$2.50		—	$0.00	$2.00	—	—	—	—
Call · $140 In the money Daily-bar session Jul 24, 2026 Quote as of 2026-09-04 19:55:01.504 UTC Last $2.50 Breakeven $142.50 Implied vol 16.9% Delta 0.696 ≈70% ITM Gamma 0.077 Theta -0.071 Vega 0.094 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $140 Daily-bar session Unknown Quote as of 2026-09-04 19:57:41.861 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17.1%	0.613	$1.00	$4.00	—		$1.40	$0.55	$1.60	-0.375	15.2%	1	—
Call · $141 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:33.608 UTC Last — Breakeven — Implied vol 17.1% Delta 0.613 ≈61% ITM Gamma 0.084 Theta -0.076 Vega 0.103 Open interest — OI effective date — Model this call Put · $141 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:57:56.294 UTC Last $1.40 Breakeven $139.60 Implied vol 15.2% Delta -0.375 ≈38% ITM Gamma 0.093 Theta -0.054 Vega 0.102 Open interest — OI effective date — Model this put
2	1	14.1%	0.53	$0.25	$3.00	$2.50		$1.60	$0.05	$2.60	-0.469	13.5%	1	1
Call · $142 In the money Daily-bar session Aug 7, 2026 Quote as of 2026-09-04 19:59:49.842 UTC Last $2.50 Breakeven $144.50 Implied vol 14.1% Delta 0.53 ≈53% ITM Gamma 0.105 Theta -0.065 Vega 0.107 Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $142 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:58:43.023 UTC Last $1.60 Breakeven $140.40 Implied vol 13.5% Delta -0.469 ≈47% ITM Gamma 0.11 Theta -0.048 Vega 0.107 Open interest 1 OI effective date Sep 3, 2026 Model this put
Underlying $142.05
12	10	—	—	$0.00	$2.80	$1.99		—	$1.00	$3.60	-0.557	17.7%	—	—
Call · $143 Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:55:03.191 UTC Last $1.99 Breakeven $144.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 OI effective date Sep 3, 2026 Model this call Put · $143 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:50.092 UTC Last — Breakeven — Implied vol 17.7% Delta -0.557 ≈56% ITM Gamma 0.083 Theta -0.064 Vega 0.106 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$2.00	$0.65		—	$1.00	$4.00	-0.681	13.5%	—	—
Call · $144 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:58.703 UTC Last $0.65 Breakeven $144.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $144 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.709 UTC Last — Breakeven — Implied vol 13.5% Delta -0.681 ≈68% ITM Gamma 0.099 Theta -0.04 Vega 0.096 Open interest — OI effective date — Model this put
38	1	—	—	$0.00	$1.25	$0.90		—	$2.00	$5.00	-0.726	16.6%	—	—
Call · $145 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:51.740 UTC Last $0.90 Breakeven $145.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 38 OI effective date Sep 3, 2026 Model this call Put · $145 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.291 UTC Last — Breakeven — Implied vol 16.6% Delta -0.726 ≈73% ITM Gamma 0.075 Theta -0.046 Vega 0.089 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$3.00	$5.80	-0.771	18.2%	—	—
Call · $146 Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.682 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $146 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.355 UTC Last — Breakeven — Implied vol 18.2% Delta -0.771 ≈77% ITM Gamma 0.062 Theta -0.046 Vega 0.081 Open interest — OI effective date — Model this put
4	4	—	—	$0.00	$0.75	$0.60		—	$3.40	$6.80	-0.85	16.6%	—	—
Call · $147 Daily-bar session Aug 3, 2026 Quote as of 2026-09-04 19:55:02.973 UTC Last $0.60 Breakeven $147.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $147 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.364 UTC Last — Breakeven — Implied vol 16.6% Delta -0.85 ≈85% ITM Gamma 0.052 Theta -0.027 Vega 0.063 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$4.20	$7.80	-0.889	17%	—	—
Call · $148 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.105 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $148 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.364 UTC Last — Breakeven — Implied vol 17% Delta -0.889 ≈89% ITM Gamma 0.042 Theta -0.02 Vega 0.051 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.15	—		—	$6.20	$9.80	-0.906	21.1%	—	—
Call · $150 Daily-bar session Unknown Quote as of 2026-09-04 15:44:09.651 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $150 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.473 UTC Last — Breakeven — Implied vol 21.1% Delta -0.906 ≈91% ITM Gamma 0.03 Theta -0.023 Vega 0.045 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 24, 2026–Sep 4, 2026; 35 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.