VONV · VANGUARD RUSSELL 1000 VALUE INDEX FUND ETF

Alerts for VONV

$113.01 -0.72 (-0.63%) At close · Sep 4

Options Chain

Underlying $113.01 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 72 contracts · mixed daily-bar sessions · Feb 12, 2026–Aug 28, 2026; 60 unknown

Put / call OI

1.33

Put-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$105.00

$8.01 below spot

ATM implied vol

11.7%

market's expected move

Open interest by strike · near the money

Calls Puts

100

101

102

103

104

105

108

109

110

111

112

113

114

115

116

117

118

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Dec 18 103d Mar 19 194d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$46.00	$51.00	—		—	$0.00	$4.00	—	—	—	—
Call · $65 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:16.522 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $65 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.980 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$41.00	$46.00	—		—	$0.00	$4.00	—	—	—	—
Call · $70 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:16.500 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $70 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.980 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$36.00	$41.00	—		$1.08	$0.00	$4.00	—	—	1	1
Call · $75 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:16.490 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $75 Daily-bar session Mar 2, 2026 Quote as of 2026-09-04 19:55:05.979 UTC Last $1.08 Breakeven $73.92 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$30.90	$35.90	—		—	$0.00	$4.00	—	—	—	—
Call · $80 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $80 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.980 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$25.90	$30.90	—		—	$0.00	$4.00	—	—	—	—
Call · $85 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $85 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.979 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	12	—	—	$24.90	$29.90	$11.62		—	$0.00	$4.00	—	—	—	—
Call · $86 In the money Daily-bar session Mar 18, 2026 Quote as of 2026-09-04 19:59:57.655 UTC Last $11.62 Breakeven $97.62 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $86 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.979 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$23.90	$28.90	—		—	$0.00	$4.00	—	—	—	—
Call · $87 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $87 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.980 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$22.90	$27.90	—		—	$0.00	$0.80	—	—	—	—
Call · $88 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $88 Daily-bar session Unknown Quote as of 2026-09-04 19:58:22.783 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$21.90	$26.90	—		—	$0.00	$4.00	—	—	—	—
Call · $89 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.654 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $89 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.728 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	2	—	—	$20.90	$25.90	$7.90		—	$0.00	$0.80	—	—	—	—
Call · $90 In the money Daily-bar session Mar 9, 2026 Quote as of 2026-09-04 19:59:57.654 UTC Last $7.90 Breakeven $97.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $90 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.511 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$19.90	$24.90	—		—	$0.00	$4.00	—	—	—	—
Call · $91 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.654 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $91 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.720 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$19.10	$24.10	—		—	$0.00	$0.80	—	—	—	—
Call · $92 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.654 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $92 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.507 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$17.90	$22.90	—		—	$0.00	$4.00	—	—	—	—
Call · $93 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.654 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $93 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.720 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$16.90	$21.90	—		—	$0.00	$0.80	—	—	—	—
Call · $94 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.654 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $94 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.502 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$15.90	$20.90	—		—	$0.00	$4.00	—	—	—	—
Call · $95 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.654 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $95 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.720 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$14.90	$19.90	—		—	$0.00	$4.00	—	—	—	—
Call · $96 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.654 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $96 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.720 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$13.90	$18.90	—		$4.23	$0.00	$4.00	—	—	1	1
Call · $97 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.654 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $97 Daily-bar session Mar 2, 2026 Quote as of 2026-09-04 19:55:05.720 UTC Last $4.23 Breakeven $92.77 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$12.90	$17.90	—		—	$0.00	$4.00	—	—	—	—
Call · $98 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.654 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $98 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.720 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$11.90	$16.90	—		—	$0.00	$4.00	—	—	—	—
Call · $99 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.654 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $99 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.720 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	2	—	—	$10.90	$15.90	$3.97		$6.82	$0.00	$4.00	—	—	2	—
Call · $100 In the money Daily-bar session Feb 12, 2026 Quote as of 2026-09-04 19:59:57.655 UTC Last $3.97 Breakeven $103.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $100 Daily-bar session Mar 9, 2026 Quote as of 2026-09-04 19:55:05.720 UTC Last $6.82 Breakeven $93.18 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$9.90	$14.90	—		—	$0.00	$0.60	—	—	—	—
Call · $101 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $101 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.497 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	2	—	—	$9.00	$14.00	$1.82		—	$0.00	$4.00	—	—	—	—
Call · $102 In the money Daily-bar session Apr 23, 2026 Quote as of 2026-09-04 19:59:58.950 UTC Last $1.82 Breakeven $103.82 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $102 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.728 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	1	—	—	$8.00	$12.90	$5.60		$2.50	$0.00	$4.00	—	—	1	1
Call · $103 In the money Daily-bar session Jun 22, 2026 Quote as of 2026-09-04 19:59:57.655 UTC Last $5.60 Breakeven $108.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $103 Daily-bar session May 13, 2026 Quote as of 2026-09-04 19:55:05.728 UTC Last $2.50 Breakeven $100.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$7.00	$11.90	—		—	$0.00	$0.80	—	—	—	—
Call · $104 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $104 Daily-bar session Unknown Quote as of 2026-09-04 19:57:01.493 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$6.10	$11.00	—		$1.15	$0.00	$0.80	—	—	1	1
Call · $105 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $105 Daily-bar session Aug 12, 2026 Quote as of 2026-09-04 19:57:01.487 UTC Last $1.15 Breakeven $103.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	21.6%	0.899	$3.40	$8.40	—		—	$0.00	$0.80	—	—	—	—
Call · $108 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol 21.6% Delta 0.899 ≈90% ITM Gamma 0.038 Theta -0.041 Vega 0.038 Open interest — OI effective date — Model this call Put · $108 Daily-bar session Unknown Quote as of 2026-09-04 19:55:48.856 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	29%	0.787	$3.00	$7.90	—		—	$0.00	$4.10	—	—	—	—
Call · $109 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol 29% Delta 0.787 ≈79% ITM Gamma 0.047 Theta -0.078 Vega 0.062 Open interest — OI effective date — Model this call Put · $109 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.729 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	25.3%	0.763	$2.00	$6.90	—		—	$0.00	$0.80	—	—	—	—
Call · $110 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol 25.3% Delta 0.763 ≈76% ITM Gamma 0.057 Theta -0.073 Vega 0.066 Open interest — OI effective date — Model this call Put · $110 Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.311 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	14.5%	0.813	$1.00	$5.00	—		—	$0.00	$4.20	—	—	—	—
Call · $111 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.340 UTC Last — Breakeven — Implied vol 14.5% Delta 0.813 ≈81% ITM Gamma 0.087 Theta -0.041 Vega 0.058 Open interest — OI effective date — Model this call Put · $111 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.729 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	11.7%	0.754	$0.10	$4.00	—		—	$0.00	$4.40	—	—	—	—
Call · $112 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.255 UTC Last — Breakeven — Implied vol 11.7% Delta 0.754 ≈75% ITM Gamma 0.126 Theta -0.039 Vega 0.068 Open interest — OI effective date — Model this call Put · $112 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.729 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$5.00	—		—	$0.00	$4.70	—	—	—	—
Call · $113 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $113 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.729 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $113.01
1	1	—	—	$0.00	$4.50	$1.09		—	$0.00	$5.00	—	—	—	—
Call · $114 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:55:05.729 UTC Last $1.09 Breakeven $115.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $114 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$4.30	$0.50		—	$0.20	$5.10	-0.6	22.3%	—	—
Call · $115 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:55:05.728 UTC Last $0.50 Breakeven $115.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $115 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol 22.3% Delta -0.6 ≈60% ITM Gamma 0.081 Theta -0.064 Vega 0.083 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.10	—		—	$1.10	$6.00	-0.654	25.5%	—	—
Call · $116 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.729 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $116 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol 25.5% Delta -0.654 ≈65% ITM Gamma 0.068 Theta -0.07 Vega 0.079 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$1.90	$6.90	-0.701	27.5%	—	—
Call · $117 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.729 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $117 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.914 UTC Last — Breakeven — Implied vol 27.5% Delta -0.701 ≈70% ITM Gamma 0.059 Theta -0.07 Vega 0.074 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.00	—		—	$2.60	$7.50	-0.768	26.1%	—	—
Call · $118 Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.729 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $118 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.655 UTC Last — Breakeven — Implied vol 26.1% Delta -0.768 ≈77% ITM Gamma 0.055 Theta -0.056 Vega 0.065 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 · Feb 12, 2026–Aug 28, 2026; 60 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 18 strikes around the money are shown by default — switch to "All 36" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.