VGSH · VANGUARD SHORT-TERM TREASURY INDEX FUND ETF

Alerts for VGSH

$57.92 +0.00 (+0.00%) At close · Sep 4

Options Chain

Underlying $57.92 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 16 contracts · mixed daily-bar sessions · May 21, 2026–Sep 1, 2026; 9 unknown

Put / call OI

0.11

Call-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$58.00

$0.08 above spot

ATM implied vol

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 Dec 18 104d Mar 19 195d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$0.65	$5.30	—		—	$0.00	$0.10	—	—	—	—
Call · $55 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:56.429 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $55 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.158 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.30	—		—	$0.00	$0.10	—	—	—	—
Call · $56 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.499 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $56 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.126 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	2	—	—	$0.00	$3.30	$1.16		—	$0.00	$0.10	—	—	—	—
Call · $57 In the money Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:58:32.179 UTC Last $1.16 Breakeven $58.16 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $57 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.086 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $57.92
26	20	1.8%	0.491	$0.05	$0.10	$0.10		$0.14	$0.05	$0.15	-0.507	2.2%	2	4
Call · $58 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:55:29.470 UTC Last $0.10 Breakeven $58.10 Implied vol 1.8% Delta 0.491 ≈49% ITM Gamma 2.059 Theta -0.006 Vega 0.044 Open interest 26 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 19:57:01.498 UTC Last $0.14 Breakeven $57.86 Implied vol 2.2% Delta -0.507 ≈51% ITM Gamma 1.629 Theta -0.001 Vega 0.044 Open interest 4 OI effective date Sep 3, 2026 Model this put
38	20	—	—	$0.00	$0.05	$0.03		$0.97	$0.00	$3.40	—	—	3	2
Call · $59 Daily-bar session Aug 11, 2026 Quote as of 2026-09-04 19:55:05.711 UTC Last $0.03 Breakeven $59.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 38 OI effective date Sep 3, 2026 Model this call Put · $59 In the money Daily-bar session Jun 25, 2026 Quote as of 2026-09-04 19:57:01.626 UTC Last $0.97 Breakeven $58.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$0.00	$0.10	—		—	$0.10	$4.40	-0.801	20.8%	—	—
Call · $60 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.627 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 19:59:53.190 UTC Last — Breakeven — Implied vol 20.8% Delta -0.801 ≈80% ITM Gamma 0.123 Theta -0.02 Vega 0.031 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		$3.00	$0.75	$5.40	-0.919	18.9%	4	—
Call · $61 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.628 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 May 21, 2026 Quote as of 2026-09-04 19:58:04.230 UTC Last $3.00 Breakeven $58.00 Implied vol 18.9% Delta -0.919 ≈92% ITM Gamma 0.073 Theta -0.006 Vega 0.016 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		$3.90	$1.75	$4.50	—	—	2	1
Call · $62 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.188 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 May 21, 2026 Quote as of 2026-09-04 19:58:20.266 UTC Last $3.90 Breakeven $58.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 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 · May 21, 2026–Sep 1, 2026; 9 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.