VSS · VANGUARD FTSE ALL-WORLD EX-US SMALL-CAP INDEX FUND ETF

Alerts for VSS

$161.34 +0.68 (+0.42%) At close · Sep 4

Options Chain

Underlying $161.34 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 44 contracts · mixed daily-bar sessions · Aug 12, 2026–Aug 21, 2026; 42 unknown

Put / call OI

0.00

Call-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$157.00

$4.34 below spot

ATM implied vol

17.8%

market's expected move

Open interest by strike

Calls Puts

144

145

146

147

148

149

150

151

152

153

154

155

156

157

158

159

160

161

162

163

164

165

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
—	—	—	—	$12.50	$22.50	—		—	$0.00	$4.60	—	—	—	—
Call · $144 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:50.945 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $144 Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.663 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	31.4%	0.968	$11.80	$21.50	—		—	$0.00	$4.60	—	—	—	—
Call · $145 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:57:34.882 UTC Last — Breakeven — Implied vol 31.4% Delta 0.968 ≈97% ITM Gamma 0.008 Theta -0.04 Vega 0.022 Open interest — OI effective date — Model this call Put · $145 Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.360 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	29.7%	0.967	$10.90	$20.40	—		—	$0.00	$4.60	—	—	—	—
Call · $146 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.299 UTC Last — Breakeven — Implied vol 29.7% Delta 0.967 ≈97% ITM Gamma 0.008 Theta -0.04 Vega 0.023 Open interest — OI effective date — Model this call Put · $146 Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.106 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	27.9%	0.965	$9.90	$19.40	—		—	$0.00	$4.60	—	—	—	—
Call · $147 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:56:44.417 UTC Last — Breakeven — Implied vol 27.9% Delta 0.965 ≈97% ITM Gamma 0.009 Theta -0.039 Vega 0.023 Open interest — OI effective date — Model this call Put · $147 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.865 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	26.2%	0.964	$8.90	$18.40	—		—	$0.00	$4.60	—	—	—	—
Call · $148 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:24.304 UTC Last — Breakeven — Implied vol 26.2% Delta 0.964 ≈96% ITM Gamma 0.01 Theta -0.039 Vega 0.024 Open interest — OI effective date — Model this call Put · $148 Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.677 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	24.5%	0.962	$7.90	$17.40	—		—	$0.00	$4.70	—	—	—	—
Call · $149 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:19.240 UTC Last — Breakeven — Implied vol 24.5% Delta 0.962 ≈96% ITM Gamma 0.011 Theta -0.038 Vega 0.025 Open interest — OI effective date — Model this call Put · $149 Daily-bar session Unknown Quote as of 2026-09-04 19:55:55.854 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	22.8%	0.96	$6.90	$16.40	—		—	$0.00	$4.70	—	—	—	—
Call · $150 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:48.811 UTC Last — Breakeven — Implied vol 22.8% Delta 0.96 ≈96% ITM Gamma 0.013 Theta -0.038 Vega 0.026 Open interest — OI effective date — Model this call Put · $150 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.936 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	21.1%	0.957	$5.90	$15.40	—		—	$0.00	$4.70	—	—	—	—
Call · $151 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:44.445 UTC Last — Breakeven — Implied vol 21.1% Delta 0.957 ≈96% ITM Gamma 0.014 Theta -0.037 Vega 0.028 Open interest — OI effective date — Model this call Put · $151 Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.622 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	19.3%	0.954	$4.90	$14.40	—		—	$0.00	$4.80	—	—	—	—
Call · $152 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:16.991 UTC Last — Breakeven — Implied vol 19.3% Delta 0.954 ≈95% ITM Gamma 0.016 Theta -0.036 Vega 0.029 Open interest — OI effective date — Model this call Put · $152 Daily-bar session Unknown Quote as of 2026-09-04 19:56:06.637 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	19.1%	0.937	$4.00	$13.40	—		—	$0.00	$4.80	—	—	—	—
Call · $153 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:46.584 UTC Last — Breakeven — Implied vol 19.1% Delta 0.937 ≈94% ITM Gamma 0.021 Theta -0.042 Vega 0.038 Open interest — OI effective date — Model this call Put · $153 Daily-bar session Unknown Quote as of 2026-09-04 19:59:50.795 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	19.4%	0.907	$3.00	$12.60	—		—	$0.00	$4.80	—	—	—	—
Call · $154 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:10.170 UTC Last — Breakeven — Implied vol 19.4% Delta 0.907 ≈91% ITM Gamma 0.028 Theta -0.052 Vega 0.051 Open interest — OI effective date — Model this call Put · $154 Daily-bar session Unknown Quote as of 2026-09-04 19:58:24.309 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	17.4%	0.899	$2.10	$11.50	—		—	$0.00	$4.80	—	—	—	—
Call · $155 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:56.232 UTC Last — Breakeven — Implied vol 17.4% Delta 0.899 ≈90% ITM Gamma 0.033 Theta -0.05 Vega 0.054 Open interest — OI effective date — Model this call Put · $155 Daily-bar session Unknown Quote as of 2026-09-04 19:59:02.189 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	15%	0.895	$1.15	$10.40	—		—	$0.00	$4.80	—	—	—	—
Call · $156 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:35.008 UTC Last — Breakeven — Implied vol 15% Delta 0.895 ≈89% ITM Gamma 0.04 Theta -0.046 Vega 0.056 Open interest — OI effective date — Model this call Put · $156 Daily-bar session Unknown Quote as of 2026-09-04 19:58:16.117 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
3	3	16.8%	0.82	$0.50	$9.60	$4.87		—	$0.00	$4.80	—	—	—	—
Call · $157 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:07.747 UTC Last $4.87 Breakeven $161.87 Implied vol 16.8% Delta 0.82 ≈82% ITM Gamma 0.051 Theta -0.064 Vega 0.08 Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $157 Daily-bar session Unknown Quote as of 2026-09-04 19:58:37.210 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.05	$6.40	$4.30		—	$0.00	$4.80	—	—	—	—
Call · $158 In the money Daily-bar session Aug 12, 2026 Quote as of 2026-09-04 19:59:12.944 UTC Last $4.30 Breakeven $162.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $158 Daily-bar session Unknown Quote as of 2026-09-04 19:55:59.307 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	20.7%	0.665	$0.05	$7.90	—		—	$0.00	$4.80	—	—	—	—
Call · $159 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:30.565 UTC Last — Breakeven — Implied vol 20.7% Delta 0.665 ≈67% ITM Gamma 0.058 Theta -0.099 Vega 0.111 Open interest — OI effective date — Model this call Put · $159 Daily-bar session Unknown Quote as of 2026-09-04 19:57:47.744 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	22.2%	0.599	$0.05	$7.00	—		—	$0.00	$4.80	—	—	—	—
Call · $160 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.008 UTC Last — Breakeven — Implied vol 22.2% Delta 0.599 ≈60% ITM Gamma 0.057 Theta -0.11 Vega 0.118 Open interest — OI effective date — Model this call Put · $160 Daily-bar session Unknown Quote as of 2026-09-04 19:58:12.729 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	8.9%	0.584	$0.75	$2.00	—		—	$0.05	$5.90	-0.463	26.7%	—	—
Call · $161 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:36.787 UTC Last — Breakeven — Implied vol 8.9% Delta 0.584 ≈58% ITM Gamma 0.144 Theta -0.05 Vega 0.119 Open interest — OI effective date — Model this call Put · $161 Daily-bar session Unknown Quote as of 2026-09-04 19:59:20.036 UTC Last — Breakeven — Implied vol 26.7% Delta -0.463 ≈46% ITM Gamma 0.049 Theta -0.117 Vega 0.121 Open interest — OI effective date — Model this put
Underlying $161.34
—	—	—	—	$0.00	$4.80	—		—	$0.05	$6.60	-0.514	25.5%	—	—
Call · $162 Daily-bar session Unknown Quote as of 2026-09-04 19:57:34.856 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $162 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:34.116 UTC Last — Breakeven — Implied vol 25.5% Delta -0.514 ≈51% ITM Gamma 0.052 Theta -0.11 Vega 0.121 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$0.20	$7.30	-0.568	24.3%	—	—
Call · $163 Daily-bar session Unknown Quote as of 2026-09-04 19:58:23.942 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $163 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:13.607 UTC Last — Breakeven — Implied vol 24.3% Delta -0.568 ≈57% ITM Gamma 0.053 Theta -0.103 Vega 0.12 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$0.05	$8.20	-0.632	22.3%	—	—
Call · $164 Daily-bar session Unknown Quote as of 2026-09-04 19:59:55.488 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $164 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:29.118 UTC Last — Breakeven — Implied vol 22.3% Delta -0.632 ≈63% ITM Gamma 0.056 Theta -0.088 Vega 0.115 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$1.20	$9.10	-0.661	25.5%	—	—
Call · $165 Daily-bar session Unknown Quote as of 2026-09-04 19:56:07.292 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $165 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:34.735 UTC Last — Breakeven — Implied vol 25.5% Delta -0.661 ≈66% ITM Gamma 0.047 Theta -0.098 Vega 0.111 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 · Aug 12, 2026–Aug 21, 2026; 42 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.