VFVA · VANGUARD U.S. VALUE FACTOR ETF ETF

Alerts for VFVA

$163.34 -0.30 (-0.18%) At close · Sep 4

Options Chain

Underlying $163.34 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 78 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

18.4%

market's expected move

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
—	—	—	—	$30.30	$35.30	—		—	$0.00	$3.00	—	—	—	—
Call · $130 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:48.612 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $130 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.368 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$29.00	$34.00	—		—	$0.00	$3.00	—	—	—	—
Call · $131 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:18.611 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $131 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.352 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$28.40	$33.40	—		—	$0.00	$3.00	—	—	—	—
Call · $132 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $132 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.327 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$27.40	$32.40	—		—	$0.00	$3.00	—	—	—	—
Call · $133 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $133 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.267 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$26.40	$31.40	—		—	$0.00	$3.00	—	—	—	—
Call · $134 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $134 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.253 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$25.40	$30.40	—		—	$0.00	$3.00	—	—	—	—
Call · $135 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $135 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.228 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$24.40	$29.40	—		—	$0.00	$3.00	—	—	—	—
Call · $136 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $136 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.176 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$23.40	$28.40	—		—	$0.00	$3.00	—	—	—	—
Call · $137 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $137 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.159 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$22.40	$27.40	—		—	$0.00	$3.00	—	—	—	—
Call · $138 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $138 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.134 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$21.40	$26.40	—		—	$0.00	$3.00	—	—	—	—
Call · $139 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $139 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.101 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$20.40	$25.40	—		—	$0.00	$3.00	—	—	—	—
Call · $140 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $140 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.065 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$19.40	$24.40	—		—	$0.00	$3.00	—	—	—	—
Call · $141 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $141 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.049 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$18.40	$23.40	—		—	$0.00	$3.00	—	—	—	—
Call · $142 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $142 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.027 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$17.40	$22.40	—		—	$0.00	$3.00	—	—	—	—
Call · $143 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $143 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.967 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$16.40	$21.40	—		—	$0.00	$3.00	—	—	—	—
Call · $144 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $144 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.954 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$15.00	$20.00	—		—	$0.00	$3.00	—	—	—	—
Call · $145 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:18.611 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $145 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.936 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$14.40	$19.40	—		—	$0.00	$3.00	—	—	—	—
Call · $146 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $146 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.905 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$13.40	$18.40	—		—	$0.00	$3.00	—	—	—	—
Call · $147 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:58.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $147 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.869 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$12.50	$17.50	—		—	$0.00	$3.00	—	—	—	—
Call · $148 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:18.614 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $148 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.853 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$11.50	$16.50	—		—	$0.00	$3.00	—	—	—	—
Call · $149 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:18.614 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $149 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.838 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$10.50	$15.50	—		—	$0.00	$3.00	—	—	—	—
Call · $150 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:18.614 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $150 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.825 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$9.10	$14.10	—		—	$0.00	$3.10	—	—	—	—
Call · $151 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:18.611 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $151 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.793 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$8.50	$13.50	—		—	$0.00	$3.10	—	—	—	—
Call · $152 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:18.614 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $152 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.765 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$7.50	$12.50	—		—	$0.00	$3.10	—	—	—	—
Call · $153 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:18.614 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $153 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.749 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$6.20	$11.20	—		—	$0.00	$3.10	—	—	—	—
Call · $154 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:28.613 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $154 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.731 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.20	$10.20	—		—	$0.00	$3.20	—	—	—	—
Call · $155 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:18.611 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $155 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.697 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.20	$9.20	—		—	$0.00	$3.20	—	—	—	—
Call · $156 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:18.611 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $156 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.666 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.70	$8.70	—		—	$0.00	$3.40	—	—	—	—
Call · $157 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:18.614 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $157 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.660 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$2.40	$7.40	—		—	$0.00	$3.50	—	—	—	—
Call · $158 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:48:38.615 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $158 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.648 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$1.90	$6.80	—		—	$0.00	$3.50	—	—	—	—
Call · $159 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:18.614 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $159 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.634 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	7.3%	0.946	$1.10	$6.10	—		—	$0.00	$3.70	—	—	—	—
Call · $160 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:49:29.727 UTC Last — Breakeven — Implied vol 7.3% Delta 0.946 ≈95% ITM Gamma 0.049 Theta -0.025 Vega 0.034 Open interest — OI effective date — Model this call Put · $160 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.610 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	12.2%	0.756	$0.60	$5.60	—		—	$0.00	$3.90	—	—	—	—
Call · $161 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.618 UTC Last — Breakeven — Implied vol 12.2% Delta 0.756 ≈76% ITM Gamma 0.083 Theta -0.058 Vega 0.097 Open interest — OI effective date — Model this call Put · $161 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.571 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	15.7%	0.632	$0.30	$5.30	—		—	$0.00	$4.10	—	—	—	—
Call · $162 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.566 UTC Last — Breakeven — Implied vol 15.7% Delta 0.632 ≈63% ITM Gamma 0.078 Theta -0.08 Vega 0.116 Open interest — OI effective date — Model this call Put · $162 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.555 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	18.4%	0.546	$0.10	$5.00	—		—	$0.00	$4.30	—	—	—	—
Call · $163 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.393 UTC Last — Breakeven — Implied vol 18.4% Delta 0.546 ≈55% ITM Gamma 0.07 Theta -0.095 Vega 0.122 Open interest — OI effective date — Model this call Put · $163 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.538 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $163.34
—	—	—	—	$0.00	$4.30	—		—	$0.00	$4.80	—	—	—	—
Call · $164 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.545 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $164 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.549 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$3.70	—		—	$0.30	$5.30	-0.608	16.2%	—	—
Call · $165 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.561 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $165 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.575 UTC Last — Breakeven — Implied vol 16.2% Delta -0.608 ≈61% ITM Gamma 0.077 Theta -0.063 Vega 0.119 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$3.40	—		—	$1.20	$6.20	-0.66	18.3%	—	—
Call · $166 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.592 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $166 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.628 UTC Last — Breakeven — Implied vol 18.3% Delta -0.66 ≈66% ITM Gamma 0.065 Theta -0.069 Vega 0.113 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$3.30	—		—	$2.00	$7.00	-0.711	19.3%	—	—
Call · $167 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.625 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $167 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:25.766 UTC Last — Breakeven — Implied vol 19.3% Delta -0.711 ≈71% ITM Gamma 0.058 Theta -0.066 Vega 0.105 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$3.10	—		—	$3.00	$8.00	-0.736	21.9%	—	—
Call · $168 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.636 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $168 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:26.371 UTC Last — Breakeven — Implied vol 21.9% Delta -0.736 ≈74% ITM Gamma 0.049 Theta -0.072 Vega 0.101 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. The 18 strikes around the money are shown by default — switch to "All 39" for the wings.