VNQ · VANGUARD REAL ESTATE INDEX FUND ETF

Alerts for VNQ

$96.02 -0.64 (-0.66%) At close · Sep 4

Options Chain

Underlying $96.02 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 62 contracts · mixed daily-bar sessions · Apr 10, 2026–Sep 4, 2026; 14 unknown

Put / call OI

1.24

Balanced positioning

Open interest

13,501

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$96.00

$0.02 below spot

ATM implied vol

14.7%

market's expected move

Open interest by strike · near the money

Calls Puts

100

101

102

105

110

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Dec 18 104d Jan 15 132d Mar 19 195d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$34.70	$37.60	—		$0.10	$0.00	$0.25	—	—	1	12
Call · $60 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.165 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $60 Daily-bar session Aug 10, 2026 Quote as of 2026-09-04 19:59:01.602 UTC Last $0.10 Breakeven $59.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$29.70	$32.60	—		$0.31	$0.00	$2.15	—	—	1	—
Call · $65 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.477 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $65 Daily-bar session Apr 21, 2026 Quote as of 2026-09-04 19:59:58.293 UTC Last $0.31 Breakeven $64.69 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	1	72.6%	0.992	$24.70	$27.60	$25.50		$0.05	$0.00	$0.30	—	—	1	10
Call · $70 In the money Daily-bar session Apr 16, 2026 Quote as of 2026-09-04 19:55:18.485 UTC Last $25.50 Breakeven $95.50 Implied vol 72.6% Delta 0.992 ≈99% ITM Gamma 0.002 Theta -0.019 Vega 0.004 Open interest — OI effective date — Model this call Put · $70 Daily-bar session Jul 22, 2026 Quote as of 2026-09-04 19:59:57.673 UTC Last $0.05 Breakeven $69.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this put
—	—	65%	0.982	$20.00	$22.40	—		$0.03	$0.00	$0.15	—	—	20	34
Call · $75 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.178 UTC Last — Breakeven — Implied vol 65% Delta 0.982 ≈98% ITM Gamma 0.004 Theta -0.028 Vega 0.008 Open interest — OI effective date — Model this call Put · $75 Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:57.673 UTC Last $0.03 Breakeven $74.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 34 OI effective date Sep 3, 2026 Model this put
—	—	64.1%	0.963	$17.10	$19.50	—		$0.15	$0.00	$0.40	—	—	1	88
Call · $78 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:17.525 UTC Last — Breakeven — Implied vol 64.1% Delta 0.963 ≈96% ITM Gamma 0.007 Theta -0.044 Vega 0.015 Open interest — OI effective date — Model this call Put · $78 Daily-bar session Jul 8, 2026 Quote as of 2026-09-04 19:59:58.302 UTC Last $0.15 Breakeven $77.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 88 OI effective date Sep 3, 2026 Model this put
3	6	60.8%	0.962	$16.10	$18.50	$20.33		—	$0.00	$0.15	—	—	—	—
Call · $79 In the money Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:59:00.506 UTC Last $20.33 Breakeven $99.33 Implied vol 60.8% Delta 0.962 ≈96% ITM Gamma 0.008 Theta -0.043 Vega 0.015 Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $79 Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.673 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
3	6	57.5%	0.96	$15.10	$17.50	$19.34		$0.35	$0.00	$0.15	—	—	1	25
Call · $80 In the money Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:55:01.708 UTC Last $19.34 Breakeven $99.34 Implied vol 57.5% Delta 0.96 ≈96% ITM Gamma 0.008 Theta -0.042 Vega 0.016 Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $80 Daily-bar session Jul 21, 2026 Quote as of 2026-09-04 19:59:59.228 UTC Last $0.35 Breakeven $79.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 25 OI effective date Sep 3, 2026 Model this put
—	—	54.2%	0.958	$14.10	$16.50	—		$0.05	$0.00	$0.15	—	—	3	4
Call · $81 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:16.038 UTC Last — Breakeven — Implied vol 54.2% Delta 0.958 ≈96% ITM Gamma 0.009 Theta -0.042 Vega 0.016 Open interest — OI effective date — Model this call Put · $81 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:57.673 UTC Last $0.05 Breakeven $80.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 3, 2026 Model this put
—	—	50.9%	0.956	$13.10	$15.50	—		$0.60	$0.00	$0.15	—	—	2	13
Call · $82 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:15.424 UTC Last — Breakeven — Implied vol 50.9% Delta 0.956 ≈96% ITM Gamma 0.01 Theta -0.041 Vega 0.017 Open interest — OI effective date — Model this call Put · $82 Daily-bar session Jun 2, 2026 Quote as of 2026-09-04 19:59:59.228 UTC Last $0.60 Breakeven $81.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 OI effective date Sep 3, 2026 Model this put
—	—	47.7%	0.953	$12.10	$14.50	—		—	$0.00	$0.15	—	—	—	—
Call · $83 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.708 UTC Last — Breakeven — Implied vol 47.7% Delta 0.953 ≈95% ITM Gamma 0.011 Theta -0.04 Vega 0.018 Open interest — OI effective date — Model this call Put · $83 Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.229 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
75	75	44.4%	0.951	$11.10	$13.50	$13.42		$0.55	$0.00	$0.75	—	—	6	10
Call · $84 In the money Daily-bar session Apr 17, 2026 Quote as of 2026-09-04 19:59:59.018 UTC Last $13.42 Breakeven $97.42 Implied vol 44.4% Delta 0.951 ≈95% ITM Gamma 0.013 Theta -0.04 Vega 0.019 Open interest 75 OI effective date Sep 3, 2026 Model this call Put · $84 Daily-bar session Jun 5, 2026 Quote as of 2026-09-04 19:59:58.329 UTC Last $0.55 Breakeven $83.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this put
—	—	41.2%	0.948	$10.10	$12.50	—		$0.15	$0.00	$0.75	—	—	2	57
Call · $85 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:13.373 UTC Last — Breakeven — Implied vol 41.2% Delta 0.948 ≈95% ITM Gamma 0.014 Theta -0.039 Vega 0.019 Open interest — OI effective date — Model this call Put · $85 Daily-bar session Aug 3, 2026 Quote as of 2026-09-04 19:59:58.329 UTC Last $0.15 Breakeven $84.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 57 OI effective date Sep 3, 2026 Model this put
—	—	35.3%	0.956	$9.50	$11.00	—		$0.05	$0.00	$0.05	—	—	5	88
Call · $86 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:00.507 UTC Last — Breakeven — Implied vol 35.3% Delta 0.956 ≈96% ITM Gamma 0.015 Theta -0.031 Vega 0.017 Open interest — OI effective date — Model this call Put · $86 Daily-bar session Aug 17, 2026 Quote as of 2026-09-04 19:10:32.672 UTC Last $0.05 Breakeven $85.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 88 OI effective date Sep 3, 2026 Model this put
—	—	32.3%	0.953	$8.50	$10.00	—		$0.15	$0.00	$0.10	—	—	1	24
Call · $87 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:08.092 UTC Last — Breakeven — Implied vol 32.3% Delta 0.953 ≈95% ITM Gamma 0.017 Theta -0.03 Vega 0.018 Open interest — OI effective date — Model this call Put · $87 Daily-bar session Aug 3, 2026 Quote as of 2026-09-04 19:59:59.228 UTC Last $0.15 Breakeven $86.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 24 OI effective date Sep 3, 2026 Model this put
3	1	29.2%	0.949	$7.50	$9.00	$11.51		$0.17	$0.00	$0.10	—	—	7	203
Call · $88 In the money Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:00.506 UTC Last $11.51 Breakeven $99.51 Implied vol 29.2% Delta 0.949 ≈95% ITM Gamma 0.02 Theta -0.03 Vega 0.019 Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $88 Daily-bar session Aug 10, 2026 Quote as of 2026-09-04 19:59:59.228 UTC Last $0.17 Breakeven $87.83 Implied vol — Delta — Gamma — Theta — Vega — Open interest 203 OI effective date Sep 3, 2026 Model this put
1	1	28.3%	0.929	$6.60	$8.00	$6.94		$0.07	$0.00	$0.10	—	—	13	1.3k
Call · $89 In the money Daily-bar session Apr 10, 2026 Quote as of 2026-09-04 19:59:00.507 UTC Last $6.94 Breakeven $95.94 Implied vol 28.3% Delta 0.929 ≈93% ITM Gamma 0.026 Theta -0.035 Vega 0.025 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $89 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:59:34.323 UTC Last $0.07 Breakeven $88.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.3k OI effective date Sep 3, 2026 Model this put
13	2	26.9%	0.908	$5.60	$7.10	$8.80		$0.05	$0.00	$0.15	—	—	1	169
Call · $90 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:58.346 UTC Last $8.80 Breakeven $98.80 Implied vol 26.9% Delta 0.908 ≈91% ITM Gamma 0.034 Theta -0.039 Vega 0.03 Open interest 13 OI effective date Sep 3, 2026 Model this call Put · $90 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:55:11.101 UTC Last $0.05 Breakeven $89.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 169 OI effective date Sep 3, 2026 Model this put
22	10	—	—	$4.20	$6.00	$5.60		$0.06	$0.00	$0.15	—	—	1	11
Call · $91 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:58.361 UTC Last $5.60 Breakeven $96.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 22 OI effective date Sep 3, 2026 Model this call Put · $91 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:57.673 UTC Last $0.06 Breakeven $90.94 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 OI effective date Sep 3, 2026 Model this put
30	2	24.8%	0.832	$4.00	$5.10	$4.65		$0.20	$0.00	$0.20	—	—	2	83
Call · $92 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:58.355 UTC Last $4.65 Breakeven $96.65 Implied vol 24.8% Delta 0.832 ≈83% ITM Gamma 0.056 Theta -0.051 Vega 0.045 Open interest 30 OI effective date Sep 3, 2026 Model this call Put · $92 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:34.026 UTC Last $0.20 Breakeven $91.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 83 OI effective date Sep 3, 2026 Model this put
112	2	17.6%	0.846	$3.00	$3.80	$3.75		$0.20	$0.05	$0.30	-0.124	15.5%	20	58
Call · $93 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:58.355 UTC Last $3.75 Breakeven $96.75 Implied vol 17.6% Delta 0.846 ≈85% ITM Gamma 0.075 Theta -0.037 Vega 0.043 Open interest 112 OI effective date Sep 3, 2026 Model this call Put · $93 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.985 UTC Last $0.20 Breakeven $92.80 Implied vol 15.5% Delta -0.124 ≈12% ITM Gamma 0.073 Theta -0.021 Vega 0.037 Open interest 58 OI effective date Sep 3, 2026 Model this put
45	7	18.3%	0.749	$2.10	$3.20	$2.30		$0.23	$0.05	$0.50	-0.193	14%	5	2.2k
Call · $94 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:59.101 UTC Last $2.30 Breakeven $96.30 Implied vol 18.3% Delta 0.749 ≈75% ITM Gamma 0.096 Theta -0.048 Vega 0.058 Open interest 45 OI effective date Sep 3, 2026 Model this call Put · $94 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:58.614 UTC Last $0.23 Breakeven $93.77 Implied vol 14% Delta -0.193 ≈19% ITM Gamma 0.108 Theta -0.025 Vega 0.05 Open interest 2.2k OI effective date Sep 3, 2026 Model this put
102	12	16.2%	0.658	$1.30	$2.35	$1.75		$0.50	$0.35	$0.65	-0.314	13.4%	10	1.5k
Call · $95 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:59.608 UTC Last $1.75 Breakeven $96.75 Implied vol 16.2% Delta 0.658 ≈66% ITM Gamma 0.125 Theta -0.048 Vega 0.067 Open interest 102 OI effective date Sep 3, 2026 Model this call Put · $95 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.850 UTC Last $0.50 Breakeven $94.50 Implied vol 13.4% Delta -0.314 ≈31% ITM Gamma 0.146 Theta -0.03 Vega 0.064 Open interest 1.5k OI effective date Sep 3, 2026 Model this put
63	3	15.2%	0.527	$0.80	$1.55	$1.05		$0.70	$0.55	$1.35	-0.472	14.1%	2	1.3k
Call · $96 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.101 UTC Last $1.05 Breakeven $97.05 Implied vol 15.2% Delta 0.527 ≈53% ITM Gamma 0.144 Theta -0.047 Vega 0.072 Open interest 63 OI effective date Sep 3, 2026 Model this call Put · $96 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:58.850 UTC Last $0.70 Breakeven $95.30 Implied vol 14.1% Delta -0.472 ≈47% ITM Gamma 0.155 Theta -0.035 Vega 0.072 Open interest 1.3k OI effective date Sep 3, 2026 Model this put
Underlying $96.02
173	21	13.3%	0.367	$0.50	$0.70	$0.65		$1.22	$1.15	$1.60	-0.646	12.2%	1	117
Call · $97 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:58.371 UTC Last $0.65 Breakeven $97.65 Implied vol 13.3% Delta 0.367 ≈37% ITM Gamma 0.156 Theta -0.038 Vega 0.068 Open interest 173 OI effective date Sep 3, 2026 Model this call Put · $97 In the money Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:58.371 UTC Last $1.22 Breakeven $95.78 Implied vol 12.2% Delta -0.646 ≈65% ITM Gamma 0.169 Theta -0.025 Vega 0.067 Open interest 117 OI effective date Sep 3, 2026 Model this put
1.3k	1	15.7%	0.264	$0.20	$0.70	$0.40		$2.35	$1.45	$2.45	-0.875	8.7%	7	145
Call · $98 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:57.012 UTC Last $0.40 Breakeven $98.40 Implied vol 15.7% Delta 0.264 ≈26% ITM Gamma 0.115 Theta -0.038 Vega 0.059 Open interest 1.3k OI effective date Sep 3, 2026 Model this call Put · $98 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:59.712 UTC Last $2.35 Breakeven $95.65 Implied vol 8.7% Delta -0.875 ≈88% ITM Gamma 0.13 Theta -0.004 Vega 0.037 Open interest 145 OI effective date Sep 3, 2026 Model this put
281	3	—	—	$0.00	$0.20	$0.10		$3.10	$2.25	$3.50	-0.962	8.7%	3	41
Call · $99 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:00.249 UTC Last $0.10 Breakeven $99.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 281 OI effective date Sep 3, 2026 Model this call Put · $99 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:58.713 UTC Last $3.10 Breakeven $95.90 Implied vol 8.7% Delta -0.962 ≈96% ITM Gamma 0.052 Theta 0.005 Vega 0.015 Open interest 41 OI effective date Sep 3, 2026 Model this put
1.2k	43	13.9%	0.068	$0.05	$0.10	$0.06		$3.66	$3.20	$4.50	-1	5.8%	41	41
Call · $100 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:54:59.755 UTC Last $0.06 Breakeven $100.06 Implied vol 13.9% Delta 0.068 ≈7% ITM Gamma 0.052 Theta -0.013 Vega 0.024 Open interest 1.2k OI effective date Sep 3, 2026 Model this call Put · $100 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:58.728 UTC Last $3.66 Breakeven $96.34 Implied vol 5.8% Delta -1 ≈100% ITM Gamma 0.001 Theta 0.01 Vega 0 Open interest 41 OI effective date Sep 3, 2026 Model this put
526	5	—	—	$0.00	$0.05	$0.04		$1.85	$4.10	$5.30	—	—	25	3
Call · $101 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:43.693 UTC Last $0.04 Breakeven $101.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 526 OI effective date Sep 3, 2026 Model this call Put · $101 In the money Daily-bar session Aug 4, 2026 Quote as of 2026-09-04 19:59:58.392 UTC Last $1.85 Breakeven $99.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this put
721	6	—	—	$0.00	$0.05	$0.04		—	$5.10	$6.60	-0.996	11.8%	—	—
Call · $102 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:57:09.850 UTC Last $0.04 Breakeven $102.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 721 OI effective date Sep 3, 2026 Model this call Put · $102 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.291 UTC Last — Breakeven — Implied vol 11.8% Delta -0.996 ≈100% ITM Gamma 0.006 Theta 0.009 Vega 0.002 Open interest — OI effective date — Model this put
705	2	—	—	$0.00	$0.05	$0.04		$4.70	$8.10	$9.20	—	—	1	2
Call · $105 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:57:10.677 UTC Last $0.04 Breakeven $105.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 705 OI effective date Sep 3, 2026 Model this call Put · $105 In the money Daily-bar session Jul 29, 2026 Quote as of 2026-09-04 19:59:32.815 UTC Last $4.70 Breakeven $100.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
664	1	—	—	$0.00	$0.05	$0.03		—	$11.80	$15.40	—	—	—	—
Call · $110 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:57:42.586 UTC Last $0.03 Breakeven $110.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 664 OI effective date Sep 3, 2026 Model this call Put · $110 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.895 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 · Apr 10, 2026–Sep 4, 2026; 14 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 21 strikes around the money are shown by default — switch to "All 31" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.