VTV · VANGUARD VALUE INDEX FUND ETF

Alerts for VTV

$226.46 -0.56 (-0.25%) At close · Sep 4

Options Chain

Underlying $226.46 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 58 contracts · mixed daily-bar sessions · Jul 23, 2026–Sep 4, 2026; 41 unknown

Put / call OI

3.24

Put-heavy positioning

Open interest

1,265

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$225.00

$1.46 below spot

ATM implied vol

7.8%

market's expected move

Open interest by strike · near the money

Calls Puts

190

191

192

193

194

195

196

197

198

199

200

205

210

215

220

225

230

235

240

245

250

255

260

265

270

275

280

285

290

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
—	10	—	—	$35.00	$38.40	$35.98		—	$0.00	$0.60	—	—	—	—
Call · $190 In the money Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:18.238 UTC Last $35.98 Breakeven $225.98 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $190 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.309 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$34.00	$37.40	—		—	$0.00	$0.55	—	—	—	—
Call · $191 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.238 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $191 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.313 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$33.00	$36.40	—		—	$0.00	$0.35	—	—	—	—
Call · $192 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.256 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $192 Daily-bar session Unknown Quote as of 2026-09-04 19:59:29.444 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$32.00	$35.20	—		—	$0.00	$0.75	—	—	—	—
Call · $193 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.909 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $193 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.239 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$31.00	$34.40	—		—	$0.00	$0.75	—	—	—	—
Call · $194 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.906 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $194 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.227 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$30.00	$33.40	—		—	$0.00	$0.15	—	—	—	—
Call · $195 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:03.910 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $195 Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.460 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$29.00	$31.70	—		—	$0.00	$0.35	—	—	—	—
Call · $196 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.309 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $196 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.175 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$28.00	$30.70	—		—	$0.00	$0.15	—	—	—	—
Call · $197 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.279 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $197 Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.460 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$27.00	$29.70	—		—	$0.00	$0.35	—	—	—	—
Call · $198 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.122 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $198 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.135 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$26.00	$28.70	—		—	$0.00	$0.35	—	—	—	—
Call · $199 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.122 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $199 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.124 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	2	—	—	$25.00	$27.70	$26.02		—	$0.00	$0.15	—	—	—	—
Call · $200 In the money Daily-bar session Aug 11, 2026 Quote as of 2026-09-04 19:59:59.317 UTC Last $26.02 Breakeven $226.02 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $200 Daily-bar session Unknown Quote as of 2026-09-04 19:59:57.460 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$20.00	$22.40	—		$0.55	$0.00	$0.15	—	—	1	1
Call · $205 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:30.552 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $205 Daily-bar session Aug 3, 2026 Quote as of 2026-09-04 19:59:57.460 UTC Last $0.55 Breakeven $204.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
2	2	—	—	$15.00	$17.40	$17.00		$0.10	$0.00	$0.10	—	—	1	152
Call · $210 In the money Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:55:02.537 UTC Last $17.00 Breakeven $227.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $210 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:31.916 UTC Last $0.10 Breakeven $209.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 152 OI effective date Sep 3, 2026 Model this put
2	2	—	—	$10.20	$12.70	$11.88		$0.14	$0.05	$0.20	-0.043	16.6%	2	394
Call · $215 In the money Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:59:36.187 UTC Last $11.88 Breakeven $226.88 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $215 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:55:04.374 UTC Last $0.14 Breakeven $214.86 Implied vol 16.6% Delta -0.043 ≈4% ITM Gamma 0.013 Theta -0.024 Vega 0.039 Open interest 394 OI effective date Sep 3, 2026 Model this put
4	2	—	—	$5.10	$8.00	$5.30		$0.60	$0.00	$0.50	—	—	1	19
Call · $220 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:20.489 UTC Last $5.30 Breakeven $225.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $220 Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:58.943 UTC Last $0.60 Breakeven $219.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 19 OI effective date Sep 3, 2026 Model this put
58	24	6.5%	0.738	$1.00	$3.40	$3.10		$0.87	$0.60	$1.05	-0.322	9.1%	10	384
Call · $225 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:31.183 UTC Last $3.10 Breakeven $228.10 Implied vol 6.5% Delta 0.738 ≈74% ITM Gamma 0.117 Theta -0.052 Vega 0.139 Open interest 58 OI effective date Sep 3, 2026 Model this call Put · $225 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.902 UTC Last $0.87 Breakeven $224.13 Implied vol 9.1% Delta -0.322 ≈32% ITM Gamma 0.092 Theta -0.046 Vega 0.153 Open interest 384 OI effective date Sep 3, 2026 Model this put
Underlying $226.46
152	6	8.7%	0.196	$0.10	$0.70	$0.40		$4.15	$2.20	$4.90	-0.828	7.9%	5	17
Call · $230 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:58:44.975 UTC Last $0.40 Breakeven $230.40 Implied vol 8.7% Delta 0.196 ≈20% ITM Gamma 0.074 Theta -0.044 Vega 0.118 Open interest 152 OI effective date Sep 3, 2026 Model this call Put · $230 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:59.411 UTC Last $4.15 Breakeven $225.85 Implied vol 7.9% Delta -0.828 ≈83% ITM Gamma 0.076 Theta -0.014 Vega 0.109 Open interest 17 OI effective date Sep 3, 2026 Model this put
37	11	—	—	$0.00	$0.25	$0.10		$8.30	$7.00	$9.50	-0.988	8.4%	3	—
Call · $235 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:55:03.506 UTC Last $0.10 Breakeven $235.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 37 OI effective date Sep 3, 2026 Model this call Put · $235 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:59.738 UTC Last $8.30 Breakeven $226.70 Implied vol 8.4% Delta -0.988 ≈99% ITM Gamma 0.009 Theta 0.019 Vega 0.014 Open interest — OI effective date — Model this put
41	5	—	—	$0.00	$0.05	$0.09		—	$12.00	$15.20	-0.912	21.9%	—	—
Call · $240 Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 13:30:20.775 UTC Last $0.09 Breakeven $240.09 Implied vol — Delta — Gamma — Theta — Vega — Open interest 41 OI effective date Sep 3, 2026 Model this call Put · $240 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:43.994 UTC Last — Breakeven — Implied vol 21.9% Delta -0.912 ≈91% ITM Gamma 0.017 Theta -0.035 Vega 0.068 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.10	$0.05		—	$17.50	$20.20	-0.899	31.4%	—	—
Call · $245 Daily-bar session Jul 23, 2026 Quote as of 2026-09-04 13:30:20.775 UTC Last $0.05 Breakeven $245.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $245 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:02.058 UTC Last — Breakeven — Implied vol 31.4% Delta -0.899 ≈90% ITM Gamma 0.013 Theta -0.069 Vega 0.076 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$22.70	$25.20	-0.903	38.8%	—	—
Call · $250 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.032 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $250 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:16.056 UTC Last — Breakeven — Implied vol 38.8% Delta -0.903 ≈90% ITM Gamma 0.01 Theta -0.087 Vega 0.073 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$27.70	$30.20	-0.913	44.5%	—	—
Call · $255 Daily-bar session Unknown Quote as of 2026-09-04 19:59:53.468 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $255 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:16.056 UTC Last — Breakeven — Implied vol 44.5% Delta -0.913 ≈91% ITM Gamma 0.008 Theta -0.093 Vega 0.068 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$32.70	$35.20	-0.92	50%	—	—
Call · $260 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.243 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $260 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:58:51.257 UTC Last — Breakeven — Implied vol 50% Delta -0.92 ≈92% ITM Gamma 0.007 Theta -0.098 Vega 0.064 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$37.70	$40.20	-0.926	55.2%	—	—
Call · $265 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.345 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $265 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:27.237 UTC Last — Breakeven — Implied vol 55.2% Delta -0.926 ≈93% ITM Gamma 0.006 Theta -0.103 Vega 0.06 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$42.70	$45.20	-0.93	60.3%	—	—
Call · $270 Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.238 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $270 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.408 UTC Last — Breakeven — Implied vol 60.3% Delta -0.93 ≈93% ITM Gamma 0.005 Theta -0.107 Vega 0.057 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$47.70	$50.20	-0.934	65.2%	—	—
Call · $275 Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.312 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $275 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:43.353 UTC Last — Breakeven — Implied vol 65.2% Delta -0.934 ≈93% ITM Gamma 0.005 Theta -0.111 Vega 0.055 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$52.70	$55.20	-0.937	69.9%	—	—
Call · $280 Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.238 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $280 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:59.627 UTC Last — Breakeven — Implied vol 69.9% Delta -0.937 ≈94% ITM Gamma 0.004 Theta -0.115 Vega 0.053 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$57.70	$60.20	-0.94	74.5%	—	—
Call · $285 Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.238 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $285 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:18.409 UTC Last — Breakeven — Implied vol 74.5% Delta -0.94 ≈94% ITM Gamma 0.004 Theta -0.119 Vega 0.051 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.05	—		—	$62.70	$65.20	-0.942	79%	—	—
Call · $290 Daily-bar session Unknown Quote as of 2026-09-04 13:30:08.091 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $290 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:16.056 UTC Last — Breakeven — Implied vol 79% Delta -0.942 ≈94% ITM Gamma 0.003 Theta -0.122 Vega 0.049 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 · Jul 23, 2026–Sep 4, 2026; 41 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 25 strikes around the money are shown by default — switch to "All 29" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.