VMBS · VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ETF

Alerts for VMBS

$45.92 -0.01 (-0.02%) At close · Sep 4

Options Chain

Underlying $45.92 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 38 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

10.2%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Nov 20 76d Feb 19 167d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$6.90	$8.30	—		—	$0.00	$1.00	—	—	—	—
Call · $38 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:45.014 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $38 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.870 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$5.90	$7.30	—		—	$0.00	$1.00	—	—	—	—
Call · $39 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $39 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.658 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.90	$6.30	—		—	$0.00	$1.00	—	—	—	—
Call · $40 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $40 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.452 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.90	$5.30	—		—	$0.00	$1.00	—	—	—	—
Call · $41 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $41 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.189 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$2.85	$4.30	—		—	$0.00	$1.00	—	—	—	—
Call · $42 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $42 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.963 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$1.85	$3.30	—		—	$0.00	$1.00	—	—	—	—
Call · $43 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $43 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.708 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.90	$2.30	—		—	$0.00	$1.00	—	—	—	—
Call · $44 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $44 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.464 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.30	—		—	$0.00	$1.00	—	—	—	—
Call · $45 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.326 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $45 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.257 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $45.92
—	—	—	—	$0.00	$1.10	—		—	$0.00	$1.15	—	—	—	—
Call · $46 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.057 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $46 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.058 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$0.70	$1.45	-0.872	10.2%	—	—
Call · $47 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.268 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $47 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol 10.2% Delta -0.872 ≈87% ITM Gamma 0.238 Theta -0.003 Vega 0.018 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$1.70	$2.45	-0.912	16.6%	—	—
Call · $48 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.510 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $48 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.326 UTC Last — Breakeven — Implied vol 16.6% Delta -0.912 ≈91% ITM Gamma 0.111 Theta -0.004 Vega 0.014 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$2.70	$3.50	-0.913	24.4%	—	—
Call · $49 Daily-bar session Unknown Quote as of 2026-09-04 19:59:35.763 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $49 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.326 UTC Last — Breakeven — Implied vol 24.4% Delta -0.913 ≈91% ITM Gamma 0.075 Theta -0.008 Vega 0.014 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$3.70	$4.50	-0.926	30.2%	—	—
Call · $50 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.008 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $50 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol 30.2% Delta -0.926 ≈93% ITM Gamma 0.054 Theta -0.01 Vega 0.012 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$4.70	$5.50	-0.934	35.6%	—	—
Call · $51 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.257 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $51 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol 35.6% Delta -0.934 ≈93% ITM Gamma 0.041 Theta -0.01 Vega 0.011 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$5.70	$6.50	-0.941	40.8%	—	—
Call · $52 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.464 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $52 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol 40.8% Delta -0.941 ≈94% ITM Gamma 0.033 Theta -0.011 Vega 0.01 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$6.70	$7.50	-0.945	45.8%	—	—
Call · $53 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.693 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $53 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.326 UTC Last — Breakeven — Implied vol 45.8% Delta -0.945 ≈95% ITM Gamma 0.028 Theta -0.012 Vega 0.01 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$7.70	$8.50	-0.949	50.6%	—	—
Call · $54 Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.952 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $54 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol 50.6% Delta -0.949 ≈95% ITM Gamma 0.024 Theta -0.013 Vega 0.009 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$8.70	$9.50	-0.952	55.3%	—	—
Call · $55 Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.168 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $55 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.327 UTC Last — Breakeven — Implied vol 55.3% Delta -0.952 ≈95% ITM Gamma 0.021 Theta -0.013 Vega 0.009 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$9.70	$10.50	-0.955	59.8%	—	—
Call · $56 Daily-bar session Unknown Quote as of 2026-09-04 19:59:37.393 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 19:59:58.327 UTC Last — Breakeven — Implied vol 59.8% Delta -0.955 ≈95% ITM Gamma 0.018 Theta -0.014 Vega 0.008 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.