VTEI · VANGUARD INTERMEDIATE-TERM TAX-EXEMPT BOND ETF ETF

Alerts for VTEI

$97.99 -0.08 (-0.08%) At close · Sep 4

Options Chain

Underlying $97.99 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 24 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

15.7%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

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

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	12.3%	0.92	$0.50	$5.90	—		—	$0.00	$2.40	—	—	—	—
Call · $95 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.134 UTC Last — Breakeven — Implied vol 12.3% Delta 0.92 ≈92% ITM Gamma 0.066 Theta -0.022 Vega 0.028 Open interest — OI effective date — Model this call Put · $95 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.142 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	15.7%	0.775	$0.10	$4.90	—		—	$0.00	$2.40	—	—	—	—
Call · $96 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.696 UTC Last — Breakeven — Implied vol 15.7% Delta 0.775 ≈77% ITM Gamma 0.104 Theta -0.041 Vega 0.056 Open interest — OI effective date — Model this call Put · $96 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.803 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$3.90	—		—	$0.00	$2.40	—	—	—	—
Call · $97 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.977 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $97 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.331 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
Underlying $97.99
—	—	—	—	$0.00	$2.85	—		—	$0.00	$2.55	—	—	—	—
Call · $98 Daily-bar session Unknown Quote as of 2026-09-04 19:59:46.660 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $98 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.300 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.40	—		—	$0.00	$3.70	—	—	—	—
Call · $99 Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.480 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $99 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.900 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.40	—		—	$0.00	$4.60	—	—	—	—
Call · $100 Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.718 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $100 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.486 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.40	—		—	$0.20	$5.70	-0.918	10.9%	—	—
Call · $101 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.059 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $101 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:05.525 UTC Last — Breakeven — Implied vol 10.9% Delta -0.918 ≈92% ITM Gamma 0.075 Theta -0.002 Vega 0.028 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.40	—		—	$1.20	$6.70	-0.932	13.7%	—	—
Call · $102 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.215 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $102 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.163 UTC Last — Breakeven — Implied vol 13.7% Delta -0.932 ≈93% ITM Gamma 0.052 Theta -0.003 Vega 0.024 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.40	—		—	$2.20	$7.70	-0.94	16.4%	—	—
Call · $103 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.766 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $103 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:07.963 UTC Last — Breakeven — Implied vol 16.4% Delta -0.94 ≈94% ITM Gamma 0.039 Theta -0.004 Vega 0.022 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.40	—		—	$3.20	$8.70	-0.946	18.9%	—	—
Call · $104 Daily-bar session Unknown Quote as of 2026-09-04 19:55:04.985 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $104 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:08.521 UTC Last — Breakeven — Implied vol 18.9% Delta -0.946 ≈95% ITM Gamma 0.031 Theta -0.005 Vega 0.02 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.40	—		—	$4.20	$9.70	-0.951	21.4%	—	—
Call · $105 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.271 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $105 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:09.192 UTC Last — Breakeven — Implied vol 21.4% Delta -0.951 ≈95% ITM Gamma 0.026 Theta -0.005 Vega 0.019 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$2.40	—		—	$5.20	$10.60	-0.978	20.2%	—	—
Call · $106 Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.628 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $106 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:10.030 UTC Last — Breakeven — Implied vol 20.2% Delta -0.978 ≈98% ITM Gamma 0.014 Theta 0.003 Vega 0.01 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.