VFQY · VANGUARD U.S. QUALITY FACTOR ETF ETF

Alerts for VFQY

$176.92 +0.10 (+0.05%) At close · Sep 4

Options Chain

Underlying $176.92 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 44 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

11.3%

market's expected move

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
—	—	—	—	$14.40	$17.80	—		—	$0.00	$1.35	—	—	—	—
Call · $161 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:54:58.808 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $161 Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.874 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$13.40	$16.80	—		—	$0.00	$1.40	—	—	—	—
Call · $162 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:58.828 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $162 Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.641 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$12.30	$15.80	—		—	$0.00	$1.40	—	—	—	—
Call · $163 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:54:58.898 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $163 Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.334 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$11.30	$14.80	—		—	$0.00	$1.40	—	—	—	—
Call · $164 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:54:58.808 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $164 Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.143 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$10.30	$13.80	—		—	$0.00	$1.40	—	—	—	—
Call · $165 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:24.581 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $165 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.715 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$9.30	$12.90	—		—	$0.00	$1.45	—	—	—	—
Call · $166 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:24.581 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $166 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.223 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	16.7%	0.97	$8.50	$11.90	—		—	$0.00	$1.40	—	—	—	—
Call · $167 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:58.810 UTC Last — Breakeven — Implied vol 16.7% Delta 0.97 ≈97% ITM Gamma 0.012 Theta -0.031 Vega 0.023 Open interest — OI effective date — Model this call Put · $167 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.725 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17%	0.952	$7.60	$10.90	—		—	$0.00	$1.45	—	—	—	—
Call · $168 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:58.828 UTC Last — Breakeven — Implied vol 17% Delta 0.952 ≈95% ITM Gamma 0.018 Theta -0.038 Vega 0.033 Open interest — OI effective date — Model this call Put · $168 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.977 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	15.4%	0.949	$6.60	$9.90	—		—	$0.00	$1.50	—	—	—	—
Call · $169 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:58.828 UTC Last — Breakeven — Implied vol 15.4% Delta 0.949 ≈95% ITM Gamma 0.02 Theta -0.037 Vega 0.035 Open interest — OI effective date — Model this call Put · $169 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.641 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17%	0.904	$5.80	$9.00	—		—	$0.00	$1.55	—	—	—	—
Call · $170 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:58.828 UTC Last — Breakeven — Implied vol 17% Delta 0.904 ≈90% ITM Gamma 0.03 Theta -0.053 Vega 0.057 Open interest — OI effective date — Model this call Put · $170 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.412 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	13.3%	0.922	$4.80	$7.80	—		—	$0.00	$1.60	—	—	—	—
Call · $171 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:58.828 UTC Last — Breakeven — Implied vol 13.3% Delta 0.922 ≈92% ITM Gamma 0.033 Theta -0.041 Vega 0.049 Open interest — OI effective date — Model this call Put · $171 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.538 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	15.4%	0.849	$3.90	$7.20	—		—	$0.00	$1.70	—	—	—	—
Call · $172 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:58.810 UTC Last — Breakeven — Implied vol 15.4% Delta 0.849 ≈85% ITM Gamma 0.046 Theta -0.061 Vega 0.078 Open interest — OI effective date — Model this call Put · $172 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.394 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	13.9%	0.821	$3.10	$6.10	—		—	$0.00	$1.80	—	—	—	—
Call · $173 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:58.810 UTC Last — Breakeven — Implied vol 13.9% Delta 0.821 ≈82% ITM Gamma 0.057 Theta -0.061 Vega 0.088 Open interest — OI effective date — Model this call Put · $173 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.860 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	13.5%	0.764	$2.15	$5.40	—		—	$0.00	$1.95	—	—	—	—
Call · $174 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.105 UTC Last — Breakeven — Implied vol 13.5% Delta 0.764 ≈76% ITM Gamma 0.069 Theta -0.066 Vega 0.103 Open interest — OI effective date — Model this call Put · $174 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	10.6%	0.733	$1.45	$4.00	—		—	$0.00	$2.05	—	—	—	—
Call · $175 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.740 UTC Last — Breakeven — Implied vol 10.6% Delta 0.733 ≈73% ITM Gamma 0.093 Theta -0.057 Vega 0.11 Open interest — OI effective date — Model this call Put · $175 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.157 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	10.4%	0.634	$0.75	$3.30	—		—	$0.05	$2.35	-0.39	12.9%	—	—
Call · $176 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.323 UTC Last — Breakeven — Implied vol 10.4% Delta 0.634 ≈63% ITM Gamma 0.109 Theta -0.061 Vega 0.126 Open interest — OI effective date — Model this call Put · $176 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.992 UTC Last — Breakeven — Implied vol 12.9% Delta -0.39 ≈39% ITM Gamma 0.089 Theta -0.057 Vega 0.128 Open interest — OI effective date — Model this put
Underlying $176.92
—	—	10%	0.522	$0.15	$2.65	—		—	$0.45	$2.75	-0.481	12.6%	—	—
Call · $177 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.515 UTC Last — Breakeven — Implied vol 10% Delta 0.522 ≈52% ITM Gamma 0.12 Theta -0.06 Vega 0.133 Open interest — OI effective date — Model this call Put · $177 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.825 UTC Last — Breakeven — Implied vol 12.6% Delta -0.481 ≈48% ITM Gamma 0.095 Theta -0.056 Vega 0.133 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.20	—		—	$1.05	$3.40	-0.571	13.2%	—	—
Call · $178 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.075 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $178 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.639 UTC Last — Breakeven — Implied vol 13.2% Delta -0.571 ≈57% ITM Gamma 0.089 Theta -0.056 Vega 0.131 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.90	—		—	$1.10	$4.20	-0.679	11.6%	—	—
Call · $179 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.431 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $179 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.264 UTC Last — Breakeven — Implied vol 11.6% Delta -0.679 ≈68% ITM Gamma 0.093 Theta -0.041 Vega 0.12 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.70	—		—	$1.85	$5.10	-0.747	12.5%	—	—
Call · $180 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.779 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $180 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:58.873 UTC Last — Breakeven — Implied vol 12.5% Delta -0.747 ≈75% ITM Gamma 0.077 Theta -0.038 Vega 0.107 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.55	—		—	$2.75	$5.80	-0.813	12.7%	—	—
Call · $181 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.927 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $181 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:58.873 UTC Last — Breakeven — Implied vol 12.7% Delta -0.813 ≈81% ITM Gamma 0.064 Theta -0.029 Vega 0.09 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.50	—		—	$3.60	$6.80	-0.849	13.7%	—	—
Call · $182 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.464 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $182 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:58.858 UTC Last — Breakeven — Implied vol 13.7% Delta -0.849 ≈85% ITM Gamma 0.051 Theta -0.026 Vega 0.078 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.