VTEB · VANGUARD TAX-EXEMPT BOND INDEX FUND ETF

Alerts for VTEB

$48.88 +0.02 (+0.04%) At close · Sep 4

Options Chain

Underlying $48.88 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 12 days to expiry · 38 contracts · mixed daily-bar sessions · Aug 13, 2026–Sep 3, 2026; 31 unknown

Put / call OI

2.09

Put-heavy positioning

Open interest

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$49.00

$0.12 above spot

ATM implied vol

17.1%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 12d Oct 16 40d Nov 20 75d Feb 19 166d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$7.80	$8.00	—		—	$0.00	$1.05	—	—	—	—
Call · $41 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.618 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 19:59:51.914 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$6.80	$7.00	—		—	$0.00	$1.05	—	—	—	—
Call · $42 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.618 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 19:59:51.909 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.30	$6.00	—		—	$0.00	$1.05	—	—	—	—
Call · $43 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.291 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 19:59:51.914 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$4.80	$5.00	—		—	$0.00	$1.05	—	—	—	—
Call · $44 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:44.979 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 19:59:51.914 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$3.80	$4.00	—		—	$0.00	$1.05	—	—	—	—
Call · $45 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.031 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 19:59:51.914 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$2.85	$3.00	—		—	$0.00	$1.05	—	—	—	—
Call · $46 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.908 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $46 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.909 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	33.7%	0.748	$1.85	$3.00	—		$0.03	$0.00	$0.10	—	—	1	1
Call · $47 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.291 UTC Last — Breakeven — Implied vol 33.7% Delta 0.748 ≈75% ITM Gamma 0.103 Theta -0.042 Vega 0.029 Open interest — OI effective date — Model this call Put · $47 Daily-bar session Aug 13, 2026 Quote as of 2026-09-04 19:55:03.644 UTC Last $0.03 Breakeven $46.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	24%	0.675	$0.85	$2.00	—		$0.03	$0.00	$1.05	—	—	2	2
Call · $48 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.476 UTC Last — Breakeven — Implied vol 24% Delta 0.675 ≈67% ITM Gamma 0.163 Theta -0.034 Vega 0.033 Open interest — OI effective date — Model this call Put · $48 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:51.914 UTC Last $0.03 Breakeven $47.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
Underlying $48.88
11	1	17.1%	0.492	$0.05	$1.15	$0.15		$0.10	$0.00	$0.20	—	—	2	39
Call · $49 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:51.909 UTC Last $0.15 Breakeven $49.15 Implied vol 17.1% Delta 0.492 ≈49% ITM Gamma 0.254 Theta -0.027 Vega 0.037 Open interest 11 OI effective date Sep 3, 2026 Model this call Put · $49 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:50:58.920 UTC Last $0.10 Breakeven $48.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 39 OI effective date Sep 3, 2026 Model this put
11	3	—	—	$0.00	$1.05	$0.05		$0.60	$1.00	$2.15	-0.661	25.7%	47	4
Call · $50 Daily-bar session Aug 19, 2026 Quote as of 2026-09-04 19:59:51.910 UTC Last $0.05 Breakeven $50.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 OI effective date Sep 3, 2026 Model this call Put · $50 In the money Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:58.291 UTC Last $0.60 Breakeven $49.40 Implied vol 25.7% Delta -0.661 ≈66% ITM Gamma 0.154 Theta -0.03 Vega 0.034 Open interest 4 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$0.00	$0.05	—		$1.56	$2.00	$3.30	-0.711	37%	1	—
Call · $51 Daily-bar session Unknown Quote as of 2026-09-04 19:50:03.585 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 Aug 18, 2026 Quote as of 2026-09-04 19:59:58.291 UTC Last $1.56 Breakeven $49.44 Implied vol 37% Delta -0.711 ≈71% ITM Gamma 0.1 Theta -0.041 Vega 0.032 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.05	—		—	$3.00	$3.20	-0.94	20.4%	—	—
Call · $52 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.909 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 19:59:51.908 UTC Last — Breakeven — Implied vol 20.4% Delta -0.94 ≈94% ITM Gamma 0.063 Theta -0.004 Vega 0.011 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.05	—		—	$4.00	$4.20	-0.949	25.4%	—	—
Call · $53 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.914 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 19:59:51.907 UTC Last — Breakeven — Implied vol 25.4% Delta -0.949 ≈95% ITM Gamma 0.045 Theta -0.004 Vega 0.01 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.05	—		—	$5.00	$6.80	-0.757	68.4%	—	—
Call · $54 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.910 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 19:59:58.291 UTC Last — Breakeven — Implied vol 68.4% Delta -0.757 ≈76% ITM Gamma 0.05 Theta -0.072 Vega 0.029 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.05	—		—	$6.00	$6.20	-0.959	34.8%	—	—
Call · $55 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.910 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 19:55:29.616 UTC Last — Breakeven — Implied vol 34.8% Delta -0.959 ≈96% ITM Gamma 0.027 Theta -0.006 Vega 0.008 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.05	—		—	$7.00	$7.20	-0.963	39.3%	—	—
Call · $56 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.909 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 19:55:29.616 UTC Last — Breakeven — Implied vol 39.3% Delta -0.963 ≈96% ITM Gamma 0.023 Theta -0.006 Vega 0.008 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.05	—		—	$6.40	$8.20	—	—	—	—
Call · $57 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.914 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $57 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.351 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$9.00	$9.20	-0.967	47.8%	—	—
Call · $58 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.650 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $58 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:11.111 UTC Last — Breakeven — Implied vol 47.8% Delta -0.967 ≈97% ITM Gamma 0.017 Theta -0.007 Vega 0.007 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.05	—		—	$10.00	$10.20	-0.969	51.9%	—	—
Call · $59 Daily-bar session Unknown Quote as of 2026-09-04 19:59:51.914 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $59 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:11.428 UTC Last — Breakeven — Implied vol 51.9% Delta -0.969 ≈97% ITM Gamma 0.015 Theta -0.007 Vega 0.007 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 13, 2026–Sep 3, 2026; 31 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.