VYM · VANGUARD HIGH DIVIDEND YIELD INDEX FUND ETF

Alerts for VYM

$164.23 -0.66 (-0.40%) At close · Sep 4

Options Chain

Underlying $164.23 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 62 contracts · mixed daily-bar sessions · Jul 16, 2026–Sep 4, 2026; 26 unknown

Put / call OI

0.74

Balanced positioning

Open interest

717

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$165.00

$0.77 above spot

ATM implied vol

11.1%

market's expected move

Open interest by strike · near the money

Calls Puts

145

146

147

148

149

150

151

152

153

154

155

156

157

158

159

160

161

162

163

164

165

166

167

168

169

170

171

172

173

174

175

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 13d Oct 16 41d Jan 15 132d Apr 16 223d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$18.20	$20.60	—		—	$0.00	$0.95	—	—	—	—
Call · $145 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.093 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $145 Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.899 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	27.5%	0.99	$16.60	$20.30	—		—	$0.00	$2.10	—	—	—	—
Call · $146 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.082 UTC Last — Breakeven — Implied vol 27.5% Delta 0.99 ≈99% ITM Gamma 0.003 Theta -0.023 Vega 0.008 Open interest — OI effective date — Model this call Put · $146 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.345 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	26%	0.99	$15.60	$19.30	$20.27		—	$0.00	$2.10	—	—	—	—
Call · $147 In the money Daily-bar session Aug 12, 2026 Quote as of 2026-09-04 19:59:32.049 UTC Last $20.27 Breakeven $167.27 Implied vol 26% Delta 0.99 ≈99% ITM Gamma 0.003 Theta -0.023 Vega 0.009 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $147 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.314 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	24.4%	0.99	$14.60	$18.30	—		—	$0.00	$0.10	—	—	—	—
Call · $148 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.012 UTC Last — Breakeven — Implied vol 24.4% Delta 0.99 ≈99% ITM Gamma 0.004 Theta -0.023 Vega 0.009 Open interest — OI effective date — Model this call Put · $148 Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.882 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	32.7%	0.948	$14.00	$17.30	—		—	$0.00	$1.75	—	—	—	—
Call · $149 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.991 UTC Last — Breakeven — Implied vol 32.7% Delta 0.948 ≈95% ITM Gamma 0.011 Theta -0.055 Vega 0.033 Open interest — OI effective date — Model this call Put · $149 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.212 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
2	2	—	—	$13.20	$15.60	$12.32		$0.05	$0.00	$0.35	—	—	1	1
Call · $150 In the money Daily-bar session Jul 31, 2026 Quote as of 2026-09-04 19:59:31.974 UTC Last $12.32 Breakeven $162.32 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $150 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:55:01.531 UTC Last $0.05 Breakeven $149.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
3	2	—	—	$12.30	$14.40	$13.80		$0.13	$0.00	$2.15	—	—	24	4
Call · $151 In the money Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:59:31.915 UTC Last $13.80 Breakeven $164.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $151 Daily-bar session Aug 26, 2026 Quote as of 2026-09-04 19:59:33.114 UTC Last $0.13 Breakeven $150.87 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 3, 2026 Model this put
—	—	18.4%	0.989	$10.60	$14.30	—		—	$0.00	$0.35	—	—	—	—
Call · $152 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.887 UTC Last — Breakeven — Implied vol 18.4% Delta 0.989 ≈99% ITM Gamma 0.005 Theta -0.022 Vega 0.009 Open interest — OI effective date — Model this call Put · $152 Daily-bar session Unknown Quote as of 2026-09-04 19:55:12.687 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	2	—	—	$9.60	$12.50	$11.90		$0.22	$0.00	$0.40	—	—	2	2
Call · $153 In the money Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:55:02.443 UTC Last $11.90 Breakeven $164.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $153 Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:55:12.686 UTC Last $0.22 Breakeven $152.78 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$8.40	$12.30	—		—	$0.00	$0.75	—	—	—	—
Call · $154 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.817 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $154 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.984 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	14%	0.988	$7.60	$11.30	—		$0.13	$0.00	$0.35	—	—	30	82
Call · $155 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.792 UTC Last — Breakeven — Implied vol 14% Delta 0.988 ≈99% ITM Gamma 0.007 Theta -0.021 Vega 0.01 Open interest — OI effective date — Model this call Put · $155 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:55:02.585 UTC Last $0.13 Breakeven $154.87 Implied vol — Delta — Gamma — Theta — Vega — Open interest 82 OI effective date Sep 3, 2026 Model this put
2	2	15.5%	0.965	$6.60	$10.40	$7.00		$0.05	$0.00	$0.80	—	—	1	1
Call · $156 In the money Daily-bar session Jul 16, 2026 Quote as of 2026-09-04 19:59:31.774 UTC Last $7.00 Breakeven $163.00 Implied vol 15.5% Delta 0.965 ≈97% ITM Gamma 0.016 Theta -0.029 Vega 0.024 Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $156 Daily-bar session Aug 4, 2026 Quote as of 2026-09-04 19:59:32.914 UTC Last $0.05 Breakeven $155.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	13.9%	0.962	$5.60	$9.40	—		$0.38	$0.00	$0.40	—	—	1	11
Call · $157 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.744 UTC Last — Breakeven — Implied vol 13.9% Delta 0.962 ≈96% ITM Gamma 0.019 Theta -0.029 Vega 0.026 Open interest — OI effective date — Model this call Put · $157 Daily-bar session Aug 13, 2026 Quote as of 2026-09-04 19:57:08.203 UTC Last $0.38 Breakeven $156.62 Implied vol — Delta — Gamma — Theta — Vega — Open interest 11 OI effective date Sep 3, 2026 Model this put
3	3	—	—	$5.30	$7.20	$5.85		$0.22	$0.00	$0.60	—	—	3	4
Call · $158 In the money Daily-bar session Jul 30, 2026 Quote as of 2026-09-04 19:59:31.712 UTC Last $5.85 Breakeven $163.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 OI effective date Sep 3, 2026 Model this call Put · $158 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:58:30.270 UTC Last $0.22 Breakeven $157.78 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$3.80	$6.50	—		$0.14	$0.05	$0.25	-0.082	12.9%	1	—
Call · $159 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:06.256 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $159 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.973 UTC Last $0.14 Breakeven $158.86 Implied vol 12.9% Delta -0.082 ≈8% ITM Gamma 0.038 Theta -0.022 Vega 0.047 Open interest — OI effective date — Model this put
8	3	15.1%	0.836	$4.00	$5.70	$5.00		$0.43	$0.00	$0.55	—	—	5	15
Call · $160 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:31.681 UTC Last $5.00 Breakeven $165.00 Implied vol 15.1% Delta 0.836 ≈84% ITM Gamma 0.053 Theta -0.058 Vega 0.077 Open interest 8 OI effective date Sep 3, 2026 Model this call Put · $160 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:32.742 UTC Last $0.43 Breakeven $159.57 Implied vol — Delta — Gamma — Theta — Vega — Open interest 15 OI effective date Sep 3, 2026 Model this put
2	2	9.8%	0.877	$2.35	$4.90	$5.22		$0.42	$0.00	$0.70	—	—	10	10
Call · $161 In the money Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:59:32.795 UTC Last $5.22 Breakeven $166.22 Implied vol 9.8% Delta 0.877 ≈88% ITM Gamma 0.067 Theta -0.038 Vega 0.063 Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $161 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:32.716 UTC Last $0.42 Breakeven $160.58 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 OI effective date Sep 3, 2026 Model this put
—	—	10.9%	0.769	$2.20	$3.60	—		$0.57	$0.50	$0.60	-0.248	11.9%	11	38
Call · $162 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:58.352 UTC Last — Breakeven — Implied vol 10.9% Delta 0.769 ≈77% ITM Gamma 0.09 Theta -0.052 Vega 0.094 Open interest — OI effective date — Model this call Put · $162 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:55:02.544 UTC Last $0.57 Breakeven $161.43 Implied vol 11.9% Delta -0.248 ≈25% ITM Gamma 0.086 Theta -0.041 Vega 0.098 Open interest 38 OI effective date Sep 3, 2026 Model this put
5	1	9.9%	0.685	$1.60	$2.55	$4.50		$0.80	$0.80	$1.20	-0.357	13.2%	11	53
Call · $163 In the money Daily-bar session Aug 17, 2026 Quote as of 2026-09-04 19:59:31.591 UTC Last $4.50 Breakeven $167.50 Implied vol 9.9% Delta 0.685 ≈68% ITM Gamma 0.116 Theta -0.053 Vega 0.11 Open interest 5 OI effective date Sep 3, 2026 Model this call Put · $163 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:59.973 UTC Last $0.80 Breakeven $162.20 Implied vol 13.2% Delta -0.357 ≈36% ITM Gamma 0.091 Theta -0.053 Vega 0.116 Open interest 53 OI effective date Sep 3, 2026 Model this put
13	1	9.8%	0.562	$1.00	$1.90	$1.45		$1.20	$0.90	$1.75	-0.45	12.4%	6	39
Call · $164 In the money Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:31.585 UTC Last $1.45 Breakeven $165.45 Implied vol 9.8% Delta 0.562 ≈56% ITM Gamma 0.129 Theta -0.055 Vega 0.122 Open interest 13 OI effective date Sep 3, 2026 Model this call Put · $164 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:44.117 UTC Last $1.20 Breakeven $162.80 Implied vol 12.4% Delta -0.45 ≈45% ITM Gamma 0.103 Theta -0.051 Vega 0.123 Open interest 39 OI effective date Sep 3, 2026 Model this put
Underlying $164.23
11	1	10%	0.432	$0.50	$1.45	$0.88		$1.80	$0.85	$2.85	-0.552	12.6%	5	25
Call · $165 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:36.120 UTC Last $0.88 Breakeven $165.88 Implied vol 10% Delta 0.432 ≈43% ITM Gamma 0.127 Theta -0.054 Vega 0.122 Open interest 11 OI effective date Sep 3, 2026 Model this call Put · $165 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:31.588 UTC Last $1.80 Breakeven $163.20 Implied vol 12.6% Delta -0.552 ≈55% ITM Gamma 0.102 Theta -0.05 Vega 0.123 Open interest 25 OI effective date Sep 3, 2026 Model this put
104	5	7.7%	0.261	$0.20	$0.55	$1.00		$3.09	$2.20	$3.40	-0.621	15.5%	11	12
Call · $166 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:55:02.162 UTC Last $1.00 Breakeven $167.00 Implied vol 7.7% Delta 0.261 ≈26% ITM Gamma 0.136 Theta -0.034 Vega 0.101 Open interest 104 OI effective date Sep 3, 2026 Model this call Put · $166 In the money Daily-bar session Aug 20, 2026 Quote as of 2026-09-04 19:55:02.162 UTC Last $3.09 Breakeven $162.91 Implied vol 15.5% Delta -0.621 ≈62% ITM Gamma 0.079 Theta -0.06 Vega 0.118 Open interest 12 OI effective date Sep 3, 2026 Model this put
30	2	—	—	$0.00	$0.95	$0.30		$2.24	$2.40	$4.90	-0.678	17.1%	1	1
Call · $167 Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:59:32.687 UTC Last $0.30 Breakeven $167.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 30 OI effective date Sep 3, 2026 Model this call Put · $167 In the money Daily-bar session Aug 13, 2026 Quote as of 2026-09-04 19:59:35.930 UTC Last $2.24 Breakeven $164.76 Implied vol 17.1% Delta -0.678 ≈68% ITM Gamma 0.068 Theta -0.062 Vega 0.111 Open interest 1 OI effective date Sep 3, 2026 Model this put
64	1	—	—	$0.00	$0.25	$0.15		$3.32	$4.00	$5.20	-0.715	19.4%	3	4
Call · $168 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 13:52:40.061 UTC Last $0.15 Breakeven $168.15 Implied vol — Delta — Gamma — Theta — Vega — Open interest 64 OI effective date Sep 3, 2026 Model this call Put · $168 In the money Daily-bar session Aug 19, 2026 Quote as of 2026-09-04 19:59:31.668 UTC Last $3.32 Breakeven $164.68 Implied vol 19.4% Delta -0.715 ≈71% ITM Gamma 0.057 Theta -0.066 Vega 0.105 Open interest 4 OI effective date Sep 3, 2026 Model this put
44	1	—	—	$0.00	$1.95	$0.08		—	$4.90	$6.10	-0.75	20.9%	—	—
Call · $169 Daily-bar session Aug 31, 2026 Quote as of 2026-09-04 19:59:32.782 UTC Last $0.08 Breakeven $169.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 44 OI effective date Sep 3, 2026 Model this call Put · $169 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.687 UTC Last — Breakeven — Implied vol 20.9% Delta -0.75 ≈75% ITM Gamma 0.049 Theta -0.066 Vega 0.099 Open interest — OI effective date — Model this put
111	5	—	—	$0.00	$0.15	$0.08		$6.65	$4.50	$8.20	-0.786	21.7%	2	3
Call · $170 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:31.673 UTC Last $0.08 Breakeven $170.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 111 OI effective date Sep 3, 2026 Model this call Put · $170 In the money Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:52.151 UTC Last $6.65 Breakeven $163.35 Implied vol 21.7% Delta -0.786 ≈79% ITM Gamma 0.043 Theta -0.062 Vega 0.09 Open interest 3 OI effective date Sep 3, 2026 Model this put
—	—	—	—	$0.00	$1.75	—		—	$5.50	$9.20	-0.801	23.9%	—	—
Call · $171 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.839 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $171 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.738 UTC Last — Breakeven — Implied vol 23.9% Delta -0.801 ≈80% ITM Gamma 0.038 Theta -0.065 Vega 0.087 Open interest — OI effective date — Model this put
7	3	—	—	$0.00	$0.75	$0.10		—	$7.70	$9.20	-0.802	27.2%	—	—
Call · $172 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:59:32.884 UTC Last $0.10 Breakeven $172.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 OI effective date Sep 3, 2026 Model this call Put · $172 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.549 UTC Last — Breakeven — Implied vol 27.2% Delta -0.802 ≈80% ITM Gamma 0.033 Theta -0.076 Vega 0.086 Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.10	$0.05		—	$8.70	$10.20	-0.813	29.3%	—	—
Call · $173 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:59:58.448 UTC Last $0.05 Breakeven $173.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $173 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:55:01.549 UTC Last — Breakeven — Implied vol 29.3% Delta -0.813 ≈81% ITM Gamma 0.03 Theta -0.079 Vega 0.083 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.95	—		—	$9.70	$12.50	-0.769	38.7%	—	—
Call · $174 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.983 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $174 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.183 UTC Last — Breakeven — Implied vol 38.7% Delta -0.769 ≈77% ITM Gamma 0.025 Theta -0.127 Vega 0.094 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.10	—		—	$9.50	$13.50	-0.826	34%	—	—
Call · $175 Daily-bar session Unknown Quote as of 2026-09-04 13:32:59.811 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $175 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.842 UTC Last — Breakeven — Implied vol 34% Delta -0.826 ≈83% ITM Gamma 0.024 Theta -0.089 Vega 0.08 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 16, 2026–Sep 4, 2026; 26 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 24 strikes around the money are shown by default — switch to "All 31" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.