VFMO · VANGUARD U.S. MOMENTUM FACTOR ETF ETF

Alerts for VFMO

$229.80 +2.11 (+0.93%) At close · Sep 4

Options Chain

Underlying $229.80 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 38 contracts · mixed daily-bar sessions · Aug 14, 2026–Sep 2, 2026; 33 unknown

Put / call OI

45.00

Put-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$230.00

$0.20 above spot

ATM implied vol

18%

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
—	—	—	—	$31.70	$34.30	—		—	$0.00	$0.95	—	—	—	—
Call · $197 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:02.335 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $197 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$30.70	$33.30	—		—	$0.00	$1.00	—	—	—	—
Call · $198 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:54.041 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $198 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$29.70	$32.30	—		—	$0.00	$1.00	—	—	—	—
Call · $199 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:50.968 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 13:37:39.228 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$28.70	$31.30	—		$0.15	$0.00	$1.00	—	—	2	2
Call · $200 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:53.560 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $200 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 13:37:39.228 UTC Last $0.15 Breakeven $199.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	26%	0.991	$23.80	$26.40	—		—	$0.00	$1.05	—	—	—	—
Call · $205 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:02.335 UTC Last — Breakeven — Implied vol 26% Delta 0.991 ≈99% ITM Gamma 0.002 Theta -0.031 Vega 0.01 Open interest — OI effective date — Model this call Put · $205 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	25.9%	0.971	$18.90	$21.50	—		$0.60	$0.00	$1.15	—	—	2	2
Call · $210 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:02.335 UTC Last — Breakeven — Implied vol 25.9% Delta 0.971 ≈97% ITM Gamma 0.006 Theta -0.049 Vega 0.029 Open interest — OI effective date — Model this call Put · $210 Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 13:37:39.228 UTC Last $0.60 Breakeven $209.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	23.5%	0.94	$14.10	$16.60	—		—	$0.00	$1.30	—	—	—	—
Call · $215 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:20.129 UTC Last — Breakeven — Implied vol 23.5% Delta 0.94 ≈94% ITM Gamma 0.012 Theta -0.067 Vega 0.052 Open interest — OI effective date — Model this call Put · $215 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	20.9%	0.877	$9.30	$12.00	—		—	$0.05	$1.60	-0.152	23.6%	—	—
Call · $220 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:59.689 UTC Last — Breakeven — Implied vol 20.9% Delta 0.877 ≈88% ITM Gamma 0.023 Theta -0.09 Vega 0.089 Open interest — OI effective date — Model this call Put · $220 Daily-bar session Unknown Quote as of 2026-09-04 16:22:13.223 UTC Last — Breakeven — Implied vol 23.6% Delta -0.152 ≈15% ITM Gamma 0.023 Theta -0.089 Vega 0.102 Open interest — OI effective date — Model this put
—	—	19.3%	0.737	$5.20	$7.70	—		$3.40	$1.10	$2.35	-0.286	21.8%	2	27
Call · $225 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:15.125 UTC Last — Breakeven — Implied vol 19.3% Delta 0.737 ≈74% ITM Gamma 0.039 Theta -0.121 Vega 0.142 Open interest — OI effective date — Model this call Put · $225 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:56:42.831 UTC Last $3.40 Breakeven $221.60 Implied vol 21.8% Delta -0.286 ≈29% ITM Gamma 0.036 Theta -0.117 Vega 0.148 Open interest 27 OI effective date Sep 3, 2026 Model this put
Underlying $229.80
1	1	16.3%	0.512	$2.15	$3.60	$2.00		$3.00	$2.50	$4.20	-0.488	19.7%	1	14
Call · $230 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:58:06.423 UTC Last $2.00 Breakeven $232.00 Implied vol 16.3% Delta 0.512 ≈51% ITM Gamma 0.056 Theta -0.12 Vega 0.173 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $230 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:50:37.024 UTC Last $3.00 Breakeven $227.00 Implied vol 19.7% Delta -0.488 ≈49% ITM Gamma 0.047 Theta -0.119 Vega 0.173 Open interest 14 OI effective date Sep 3, 2026 Model this put
—	—	14.8%	0.23	$0.15	$1.55	—		—	$4.90	$7.40	-0.73	17.8%	—	—
Call · $235 Daily-bar session Unknown Quote as of 2026-09-04 19:26:12.294 UTC Last — Breakeven — Implied vol 14.8% Delta 0.23 ≈23% ITM Gamma 0.047 Theta -0.08 Vega 0.132 Open interest — OI effective date — Model this call Put · $235 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:52:26.539 UTC Last — Breakeven — Implied vol 17.8% Delta -0.73 ≈73% ITM Gamma 0.043 Theta -0.081 Vega 0.144 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$8.90	$11.70	-0.889	18%	—	—
Call · $240 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $240 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:06.514 UTC Last — Breakeven — Implied vol 18% Delta -0.889 ≈89% ITM Gamma 0.024 Theta -0.035 Vega 0.082 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.90	—		—	$13.80	$16.60	-0.926	22.6%	—	—
Call · $245 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $245 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:06.514 UTC Last — Breakeven — Implied vol 22.6% Delta -0.926 ≈93% ITM Gamma 0.014 Theta -0.03 Vega 0.061 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.90	—		—	$18.80	$21.60	-0.937	28.2%	—	—
Call · $250 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $250 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:06.514 UTC Last — Breakeven — Implied vol 28.2% Delta -0.937 ≈94% ITM Gamma 0.01 Theta -0.034 Vega 0.053 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$23.80	$26.60	-0.945	33.4%	—	—
Call · $255 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 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 19:58:06.514 UTC Last — Breakeven — Implied vol 33.4% Delta -0.945 ≈94% ITM Gamma 0.008 Theta -0.038 Vega 0.048 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$28.80	$31.60	-0.95	38.5%	—	—
Call · $260 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 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 19:58:06.514 UTC Last — Breakeven — Implied vol 38.5% Delta -0.95 ≈95% ITM Gamma 0.006 Theta -0.041 Vega 0.045 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$33.90	$36.60	-0.95	44.5%	—	—
Call · $265 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 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 19:58:06.514 UTC Last — Breakeven — Implied vol 44.5% Delta -0.95 ≈95% ITM Gamma 0.005 Theta -0.052 Vega 0.045 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$38.80	$41.60	-0.957	48%	—	—
Call · $270 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 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 19:58:06.514 UTC Last — Breakeven — Implied vol 48% Delta -0.957 ≈96% ITM Gamma 0.004 Theta -0.047 Vega 0.039 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.85	—		—	$43.80	$46.60	-0.96	52.6%	—	—
Call · $275 Daily-bar session Unknown Quote as of 2026-09-04 13:37:39.228 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 19:58:06.514 UTC Last — Breakeven — Implied vol 52.6% Delta -0.96 ≈96% ITM Gamma 0.004 Theta -0.049 Vega 0.038 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 14, 2026–Sep 2, 2026; 33 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.