VGIT · VANGUARD INTERMEDIATE-TERM TREASURY INDEX FUND ETF

Alerts for VGIT

$57.93 -0.04 (-0.07%) At close · Sep 4

Options Chain

Underlying $57.93 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 38 contracts · mixed daily-bar sessions · Jul 17, 2026–Aug 28, 2026; 33 unknown

Put / call OI

0.16

Call-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$58.00

$0.07 above spot

ATM implied vol

4.6%

market's expected move

Open interest by strike

Calls Puts

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
—	—	41.6%	0.973	$7.90	$8.10	—		—	$0.00	$0.10	—	—	—	—
Call · $50 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.311 UTC Last — Breakeven — Implied vol 41.6% Delta 0.973 ≈97% ITM Gamma 0.014 Theta -0.016 Vega 0.007 Open interest — OI effective date — Model this call Put · $50 Daily-bar session Unknown Quote as of 2026-09-04 19:55:19.878 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	36.7%	0.97	$6.90	$7.10	—		—	$0.00	$0.10	—	—	—	—
Call · $51 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.291 UTC Last — Breakeven — Implied vol 36.7% Delta 0.97 ≈97% ITM Gamma 0.017 Theta -0.015 Vega 0.007 Open interest — OI effective date — Model this call Put · $51 Daily-bar session Unknown Quote as of 2026-09-04 19:55:19.878 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	31.8%	0.967	$5.90	$6.10	—		—	$0.00	$0.10	—	—	—	—
Call · $52 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.288 UTC Last — Breakeven — Implied vol 31.8% Delta 0.967 ≈97% ITM Gamma 0.021 Theta -0.015 Vega 0.008 Open interest — OI effective date — Model this call Put · $52 Daily-bar session Unknown Quote as of 2026-09-04 19:57:04.680 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	64.2%	0.788	$4.90	$6.80	—		—	$0.00	$0.10	—	—	—	—
Call · $53 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:07.803 UTC Last — Breakeven — Implied vol 64.2% Delta 0.788 ≈79% ITM Gamma 0.041 Theta -0.082 Vega 0.032 Open interest — OI effective date — Model this call Put · $53 Daily-bar session Unknown Quote as of 2026-09-04 19:57:05.021 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	56.2%	0.764	$3.90	$5.80	—		—	$0.00	$0.10	—	—	—	—
Call · $54 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:07.803 UTC Last — Breakeven — Implied vol 56.2% Delta 0.764 ≈76% ITM Gamma 0.05 Theta -0.077 Vega 0.034 Open interest — OI effective date — Model this call Put · $54 Daily-bar session Unknown Quote as of 2026-09-04 19:57:04.580 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	19.2%	0.929	$2.95	$3.10	—		—	$0.00	$0.10	—	—	—	—
Call · $55 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:04.581 UTC Last — Breakeven — Implied vol 19.2% Delta 0.929 ≈93% ITM Gamma 0.065 Theta -0.016 Vega 0.015 Open interest — OI effective date — Model this call Put · $55 Daily-bar session Unknown Quote as of 2026-09-04 19:57:04.682 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	13.9%	0.908	$1.95	$2.10	—		—	$0.00	$0.10	—	—	—	—
Call · $56 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:04.682 UTC Last — Breakeven — Implied vol 13.9% Delta 0.908 ≈91% ITM Gamma 0.109 Theta -0.015 Vega 0.018 Open interest — OI effective date — Model this call Put · $56 Daily-bar session Unknown Quote as of 2026-09-04 19:57:04.580 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	25	8.3%	0.861	$0.95	$1.10	$1.42		—	$0.00	$0.10	—	—	—	—
Call · $57 In the money Daily-bar session Aug 3, 2026 Quote as of 2026-09-04 19:57:04.682 UTC Last $1.42 Breakeven $58.42 Implied vol 8.3% Delta 0.861 ≈86% ITM Gamma 0.246 Theta -0.013 Vega 0.024 Open interest — OI effective date — Model this call Put · $57 Daily-bar session Unknown Quote as of 2026-09-04 19:57:04.681 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $57.93
1	1	5%	0.474	$0.15	$0.25	$0.55		$0.10	$0.15	$0.25	-0.532	4.1%	2	3
Call · $58 Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:56:52.822 UTC Last $0.55 Breakeven $58.55 Implied vol 5% Delta 0.474 ≈47% ITM Gamma 0.727 Theta -0.011 Vega 0.044 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $58 In the money Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:57:02.880 UTC Last $0.10 Breakeven $57.90 Implied vol 4.1% Delta -0.532 ≈53% ITM Gamma 0.88 Theta -0.004 Vega 0.043 Open interest 3 OI effective date Sep 3, 2026 Model this put
17	3	—	—	$0.00	$0.10	$0.05		—	$1.00	$1.15	-0.899	7.3%	—	—
Call · $59 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:55:14.086 UTC Last $0.05 Breakeven $59.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 17 OI effective date Sep 3, 2026 Model this call Put · $59 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.267 UTC Last — Breakeven — Implied vol 7.3% Delta -0.899 ≈90% ITM Gamma 0.221 Theta 0 Vega 0.019 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.10	$0.05		—	$2.00	$2.15	-0.932	12.2%	—	—
Call · $60 Daily-bar session Jul 17, 2026 Quote as of 2026-09-04 19:55:14.125 UTC Last $0.05 Breakeven $60.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $60 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.267 UTC Last — Breakeven — Implied vol 12.2% Delta -0.932 ≈93% ITM Gamma 0.099 Theta -0.001 Vega 0.014 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$3.00	$3.20	-0.926	18.5%	—	—
Call · $61 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.157 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $61 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.267 UTC Last — Breakeven — Implied vol 18.5% Delta -0.926 ≈93% ITM Gamma 0.069 Theta -0.005 Vega 0.015 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$4.00	$4.20	-0.937	23%	—	—
Call · $62 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.215 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $62 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.267 UTC Last — Breakeven — Implied vol 23% Delta -0.937 ≈94% ITM Gamma 0.049 Theta -0.006 Vega 0.014 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$5.00	$5.20	-0.945	27.2%	—	—
Call · $63 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.341 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $63 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.267 UTC Last — Breakeven — Implied vol 27.2% Delta -0.945 ≈94% ITM Gamma 0.038 Theta -0.007 Vega 0.012 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$6.00	$6.20	-0.95	31.3%	—	—
Call · $64 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.405 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $64 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.267 UTC Last — Breakeven — Implied vol 31.3% Delta -0.95 ≈95% ITM Gamma 0.03 Theta -0.007 Vega 0.011 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$7.00	$7.20	-0.954	35.3%	—	—
Call · $65 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.503 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $65 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.267 UTC Last — Breakeven — Implied vol 35.3% Delta -0.954 ≈95% ITM Gamma 0.025 Theta -0.008 Vega 0.011 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$8.00	$8.20	-0.957	39.1%	—	—
Call · $66 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.560 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $66 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.267 UTC Last — Breakeven — Implied vol 39.1% Delta -0.957 ≈96% ITM Gamma 0.021 Theta -0.009 Vega 0.01 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$9.00	$9.20	-0.96	42.9%	—	—
Call · $67 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.615 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $67 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.267 UTC Last — Breakeven — Implied vol 42.9% Delta -0.96 ≈96% ITM Gamma 0.018 Theta -0.009 Vega 0.009 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$10.00	$10.20	-0.962	46.5%	—	—
Call · $68 Daily-bar session Unknown Quote as of 2026-09-04 19:57:02.880 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $68 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:49.267 UTC Last — Breakeven — Implied vol 46.5% Delta -0.962 ≈96% ITM Gamma 0.016 Theta -0.01 Vega 0.009 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 17, 2026–Aug 28, 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.