VGLT · VANGUARD LONG-TERM TREASURY INDEX FUND ETF

Alerts for VGLT

$52.78 +0.08 (+0.15%) At close · Sep 4

Options Chain

Underlying $52.78 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 50 contracts · mixed daily-bar sessions · Jul 29, 2026–Sep 4, 2026; 39 unknown

Put / call OI

0.06

Call-heavy positioning

Open interest

1,262

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$52.00

$0.78 below spot

ATM implied vol

6.6%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Nov 20 75d Feb 19 166d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	107.2%	0.896	$10.00	$12.40	—		—	$0.00	$0.75	—	—	—	—
Call · $42 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.520 UTC Last — Breakeven — Implied vol 107.2% Delta 0.896 ≈90% ITM Gamma 0.018 Theta -0.08 Vega 0.017 Open interest — OI effective date — Model this call Put · $42 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.834 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	75.5%	0.939	$9.10	$10.60	—		—	$0.00	$0.75	—	—	—	—
Call · $43 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.419 UTC Last — Breakeven — Implied vol 75.5% Delta 0.939 ≈94% ITM Gamma 0.017 Theta -0.04 Vega 0.011 Open interest — OI effective date — Model this call Put · $43 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.634 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	68.5%	0.934	$8.10	$9.60	—		—	$0.00	$0.75	—	—	—	—
Call · $44 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.318 UTC Last — Breakeven — Implied vol 68.5% Delta 0.934 ≈93% ITM Gamma 0.02 Theta -0.039 Vega 0.012 Open interest — OI effective date — Model this call Put · $44 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.421 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	57.5%	0.941	$7.10	$8.50	—		—	$0.00	$0.75	—	—	—	—
Call · $45 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.215 UTC Last — Breakeven — Implied vol 57.5% Delta 0.941 ≈94% ITM Gamma 0.022 Theta -0.031 Vega 0.011 Open interest — OI effective date — Model this call Put · $45 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.183 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	54.8%	0.921	$6.10	$7.60	—		—	$0.00	$0.75	—	—	—	—
Call · $46 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.084 UTC Last — Breakeven — Implied vol 54.8% Delta 0.921 ≈92% ITM Gamma 0.028 Theta -0.036 Vega 0.014 Open interest — OI effective date — Model this call Put · $46 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.984 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	48%	0.912	$5.10	$6.60	—		—	$0.00	$0.75	—	—	—	—
Call · $47 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.957 UTC Last — Breakeven — Implied vol 48% Delta 0.912 ≈91% ITM Gamma 0.035 Theta -0.035 Vega 0.015 Open interest — OI effective date — Model this call Put · $47 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.799 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	41.2%	0.9	$4.30	$5.40	—		—	$0.00	$0.75	—	—	—	—
Call · $48 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.823 UTC Last — Breakeven — Implied vol 41.2% Delta 0.9 ≈90% ITM Gamma 0.045 Theta -0.033 Vega 0.017 Open interest — OI effective date — Model this call Put · $48 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.606 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	31.4%	0.902	$3.20	$4.40	—		—	$0.00	$0.75	—	—	—	—
Call · $49 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.724 UTC Last — Breakeven — Implied vol 31.4% Delta 0.902 ≈90% ITM Gamma 0.058 Theta -0.026 Vega 0.017 Open interest — OI effective date — Model this call Put · $49 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.391 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	5	24.7%	0.881	$2.20	$3.40	$3.30		—	$0.00	$0.75	—	—	—	—
Call · $50 In the money Daily-bar session Aug 19, 2026 Quote as of 2026-09-04 19:59:32.625 UTC Last $3.30 Breakeven $53.30 Implied vol 24.7% Delta 0.881 ≈88% ITM Gamma 0.084 Theta -0.024 Vega 0.019 Open interest — OI effective date — Model this call Put · $50 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.183 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	4	21.7%	0.798	$1.55	$2.25	$1.66		$0.12	$0.00	$0.15	—	—	2	33
Call · $51 In the money Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:59:58.321 UTC Last $1.66 Breakeven $52.66 Implied vol 21.7% Delta 0.798 ≈80% ITM Gamma 0.136 Theta -0.028 Vega 0.027 Open interest — OI effective date — Model this call Put · $51 Daily-bar session Aug 17, 2026 Quote as of 2026-09-04 19:55:05.710 UTC Last $0.12 Breakeven $50.88 Implied vol — Delta — Gamma — Theta — Vega — Open interest 33 OI effective date Sep 3, 2026 Model this put
51	103	14%	0.696	$0.55	$1.30	$0.90		$0.15	$0.05	$0.30	-0.265	11.3%	3	22
Call · $52 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:19.267 UTC Last $0.90 Breakeven $52.90 Implied vol 14% Delta 0.696 ≈70% ITM Gamma 0.262 Theta -0.023 Vega 0.033 Open interest 51 OI effective date Sep 3, 2026 Model this call Put · $52 Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:55:02.040 UTC Last $0.15 Breakeven $51.85 Implied vol 11.3% Delta -0.265 ≈26% ITM Gamma 0.304 Theta -0.013 Vega 0.031 Open interest 22 OI effective date Sep 3, 2026 Model this put
Underlying $52.78
721	4	7.5%	0.323	$0.05	$0.25	$0.25		$0.50	$0.10	$0.75	-0.731	5.7%	1	12
Call · $53 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:55:48.300 UTC Last $0.25 Breakeven $53.25 Implied vol 7.5% Delta 0.323 ≈32% ITM Gamma 0.5 Theta -0.012 Vega 0.034 Open interest 721 OI effective date Sep 3, 2026 Model this call Put · $53 In the money Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:59:58.326 UTC Last $0.50 Breakeven $52.50 Implied vol 5.7% Delta -0.731 ≈73% ITM Gamma 0.611 Theta -0.004 Vega 0.032 Open interest 12 OI effective date Sep 3, 2026 Model this put
420	18	—	—	$0.00	$0.10	$0.10		$1.05	$0.85	$1.60	—	—	1	1
Call · $54 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:36:38.563 UTC Last $0.10 Breakeven $54.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 420 OI effective date Sep 3, 2026 Model this call Put · $54 In the money Daily-bar session Jul 29, 2026 Quote as of 2026-09-04 19:59:59.989 UTC Last $1.05 Breakeven $52.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
2	4	—	—	$0.00	$0.75	$0.05		$2.51	$1.85	$2.60	—	—	4	—
Call · $55 Daily-bar session Aug 18, 2026 Quote as of 2026-09-04 19:59:35.082 UTC Last $0.05 Breakeven $55.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $55 In the money Daily-bar session Aug 14, 2026 Quote as of 2026-09-04 19:59:59.989 UTC Last $2.51 Breakeven $52.49 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$2.60	$3.80	—	—	—	—
Call · $56 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.284 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $56 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.679 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$3.60	$4.80	—	—	—	—
Call · $57 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.484 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $57 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.777 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$4.60	$5.80	—	—	—	—
Call · $58 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.687 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $58 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.876 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$5.50	$7.00	—	—	—	—
Call · $59 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.884 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $59 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.017 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$6.30	$8.00	—	—	—	—
Call · $60 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.083 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $60 In the money 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
—	—	—	—	$0.00	$0.75	—		—	$7.20	$9.00	—	—	—	—
Call · $61 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.283 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 19:59:33.250 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$8.50	$10.00	—	—	—	—
Call · $62 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.530 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 19:59:33.359 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$9.50	$11.00	—	—	—	—
Call · $63 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.730 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 19:59:33.460 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$10.10	$12.40	—	—	—	—
Call · $64 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.929 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 19:59:33.561 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$11.00	$13.40	—	—	—	—
Call · $65 Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.128 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 19:59:33.660 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$12.00	$14.40	—	—	—	—
Call · $66 Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.334 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 19:59:33.760 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — 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 29, 2026–Sep 4, 2026; 39 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.