VYMI · VANGUARD INTERNATIONAL HIGH DIVIDEND YIELD INDEX FUND ETF

Alerts for VYMI

$107.03 -0.10 (-0.09%) At close · Sep 4

Options Chain

Underlying $107.03 · at close Sep 4, 2026 Options Calculator

Positioning

Sep 18, 2026 · 13 days to expiry · 38 contracts · mixed daily-bar sessions · Jul 29, 2026–Sep 4, 2026; 21 unknown

Put / call OI

0.35

Call-heavy positioning

Open interest

144

as of Sep 3, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$106.00

$1.03 below spot

ATM implied vol

10.7%

market's expected move

Open interest by strike

Calls Puts

100

101

102

103

104

105

106

107

108

109

110

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
1	1	48.2%	0.955	$13.30	$16.90	$13.70		—	$0.00	$1.70	—	—	—	—
Call · $92 In the money Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:32.193 UTC Last $13.70 Breakeven $105.70 Implied vol 48.2% Delta 0.955 ≈96% ITM Gamma 0.01 Theta -0.044 Vega 0.019 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $92 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.610 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	45.3%	0.953	$12.30	$15.90	—		$0.35	$0.00	$1.70	—	—	1	1
Call · $93 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.168 UTC Last — Breakeven — Implied vol 45.3% Delta 0.953 ≈95% ITM Gamma 0.011 Theta -0.043 Vega 0.02 Open interest — OI effective date — Model this call Put · $93 Daily-bar session Jul 29, 2026 Quote as of 2026-09-04 19:59:33.528 UTC Last $0.35 Breakeven $92.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	42.4%	0.951	$11.30	$14.90	—		—	$0.00	$1.70	—	—	—	—
Call · $94 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.119 UTC Last — Breakeven — Implied vol 42.4% Delta 0.951 ≈95% ITM Gamma 0.012 Theta -0.042 Vega 0.021 Open interest — OI effective date — Model this call Put · $94 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.450 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	39.5%	0.948	$10.30	$13.90	—		$0.10	$0.00	$0.95	—	—	1	1
Call · $95 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.085 UTC Last — Breakeven — Implied vol 39.5% Delta 0.948 ≈95% ITM Gamma 0.013 Theta -0.042 Vega 0.022 Open interest — OI effective date — Model this call Put · $95 Daily-bar session Aug 27, 2026 Quote as of 2026-09-04 19:59:33.345 UTC Last $0.10 Breakeven $94.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	36.7%	0.945	$9.30	$12.90	—		—	$0.00	$1.70	—	—	—	—
Call · $96 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.041 UTC Last — Breakeven — Implied vol 36.7% Delta 0.945 ≈94% ITM Gamma 0.015 Theta -0.041 Vega 0.023 Open interest — OI effective date — Model this call Put · $96 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.283 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	33.8%	0.941	$8.30	$11.90	—		$0.19	$0.00	$1.70	—	—	2	—
Call · $97 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.992 UTC Last — Breakeven — Implied vol 33.8% Delta 0.941 ≈94% ITM Gamma 0.017 Theta -0.04 Vega 0.024 Open interest — OI effective date — Model this call Put · $97 Daily-bar session Aug 25, 2026 Quote as of 2026-09-04 19:59:33.192 UTC Last $0.19 Breakeven $96.81 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	30.9%	0.936	$7.30	$10.90	—		$0.25	$0.00	$1.10	—	—	2	2
Call · $98 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.957 UTC Last — Breakeven — Implied vol 30.9% Delta 0.936 ≈94% ITM Gamma 0.02 Theta -0.039 Vega 0.025 Open interest — OI effective date — Model this call Put · $98 Daily-bar session Aug 13, 2026 Quote as of 2026-09-04 19:59:33.129 UTC Last $0.25 Breakeven $97.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
—	—	28%	0.931	$6.30	$9.90	—		—	$0.00	$1.75	—	—	—	—
Call · $99 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.887 UTC Last — Breakeven — Implied vol 28% Delta 0.931 ≈93% ITM Gamma 0.024 Theta -0.038 Vega 0.027 Open interest — OI effective date — Model this call Put · $99 Daily-bar session Unknown Quote as of 2026-09-04 19:59:33.050 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	25.1%	0.925	$5.30	$8.90	—		$0.50	$0.00	$1.25	—	—	1	1
Call · $100 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.841 UTC Last — Breakeven — Implied vol 25.1% Delta 0.925 ≈92% ITM Gamma 0.028 Theta -0.037 Vega 0.029 Open interest — OI effective date — Model this call Put · $100 Daily-bar session Aug 12, 2026 Quote as of 2026-09-04 19:59:33.009 UTC Last $0.50 Breakeven $99.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 3, 2026 Model this put
—	—	22.2%	0.917	$4.30	$7.90	—		—	$0.00	$1.75	—	—	—	—
Call · $101 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.791 UTC Last — Breakeven — Implied vol 22.2% Delta 0.917 ≈92% ITM Gamma 0.034 Theta -0.036 Vega 0.031 Open interest — OI effective date — Model this call Put · $101 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.942 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	20.6%	0.891	$3.40	$6.90	—		—	$0.00	$1.80	—	—	—	—
Call · $102 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.764 UTC Last — Breakeven — Implied vol 20.6% Delta 0.891 ≈89% ITM Gamma 0.045 Theta -0.039 Vega 0.038 Open interest — OI effective date — Model this call Put · $102 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.883 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	18.1%	0.868	$2.35	$6.00	$3.00		—	$0.00	$1.80	—	—	—	—
Call · $103 In the money Daily-bar session Sep 1, 2026 Quote as of 2026-09-04 19:59:31.712 UTC Last $3.00 Breakeven $106.00 Implied vol 18.1% Delta 0.868 ≈87% ITM Gamma 0.059 Theta -0.039 Vega 0.043 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $103 Daily-bar session Unknown Quote as of 2026-09-04 19:59:32.814 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	15.2%	0.837	$1.40	$5.00	$2.10		$0.15	$0.10	$0.75	-0.204	18.2%	2	24
Call · $104 In the money Daily-bar session Aug 21, 2026 Quote as of 2026-09-04 19:59:31.685 UTC Last $2.10 Breakeven $106.10 Implied vol 15.2% Delta 0.837 ≈84% ITM Gamma 0.08 Theta -0.038 Vega 0.05 Open interest 1 OI effective date Sep 3, 2026 Model this call Put · $104 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:58:30.506 UTC Last $0.15 Breakeven $103.85 Implied vol 18.2% Delta -0.204 ≈20% ITM Gamma 0.077 Theta -0.038 Vega 0.057 Open interest 24 OI effective date Sep 3, 2026 Model this put
4	2	13.8%	0.763	$1.75	$2.90	$2.00		—	$0.00	$0.70	—	—	—	—
Call · $105 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:52.006 UTC Last $2.00 Breakeven $107.00 Implied vol 13.8% Delta 0.763 ≈76% ITM Gamma 0.111 Theta -0.041 Vega 0.062 Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $105 Daily-bar session Unknown Quote as of 2026-09-04 19:55:14.670 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
71	2	11.7%	0.659	$1.00	$1.95	$0.45		$0.40	$0.10	$1.00	-0.343	11.8%	1	6
Call · $106 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:55:48.672 UTC Last $0.45 Breakeven $106.45 Implied vol 11.7% Delta 0.659 ≈66% ITM Gamma 0.156 Theta -0.04 Vega 0.074 Open interest 71 OI effective date Sep 3, 2026 Model this call Put · $106 Daily-bar session Sep 4, 2026 Quote as of 2026-09-04 19:59:58.612 UTC Last $0.40 Breakeven $105.60 Implied vol 11.8% Delta -0.343 ≈34% ITM Gamma 0.155 Theta -0.03 Vega 0.074 Open interest 6 OI effective date Sep 3, 2026 Model this put
16	2	10.7%	0.492	$0.55	$1.10	$0.20		$1.24	$0.00	$1.65	—	—	2	2
Call · $107 In the money Daily-bar session Sep 2, 2026 Quote as of 2026-09-04 19:55:05.793 UTC Last $0.20 Breakeven $107.20 Implied vol 10.7% Delta 0.492 ≈49% ITM Gamma 0.186 Theta -0.038 Vega 0.08 Open interest 16 OI effective date Sep 3, 2026 Model this call Put · $107 Daily-bar session Sep 3, 2026 Quote as of 2026-09-04 19:59:32.587 UTC Last $1.24 Breakeven $105.76 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this put
Underlying $107.03
7	6	18.9%	0.397	$0.20	$1.90	$0.20		—	$0.20	$3.50	-0.628	15.4%	—	—
Call · $108 Daily-bar session Aug 28, 2026 Quote as of 2026-09-04 19:58:30.768 UTC Last $0.20 Breakeven $108.20 Implied vol 18.9% Delta 0.397 ≈40% ITM Gamma 0.102 Theta -0.061 Vega 0.078 Open interest 7 OI effective date Sep 3, 2026 Model this call Put · $108 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:56.797 UTC Last — Breakeven — Implied vol 15.4% Delta -0.628 ≈63% ITM Gamma 0.122 Theta -0.038 Vega 0.076 Open interest — OI effective date — Model this put
2	2	—	—	$0.00	$1.75	$0.10		—	$0.70	$4.50	-0.728	16.3%	—	—
Call · $109 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:59:32.706 UTC Last $0.10 Breakeven $109.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 3, 2026 Model this call Put · $109 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.641 UTC Last — Breakeven — Implied vol 16.3% Delta -0.728 ≈73% ITM Gamma 0.101 Theta -0.034 Vega 0.067 Open interest — OI effective date — Model this put
4	1	—	—	$0.00	$0.30	$0.10		—	$1.45	$5.40	-0.806	17.1%	—	—
Call · $110 Daily-bar session Aug 24, 2026 Quote as of 2026-09-04 19:55:05.706 UTC Last $0.10 Breakeven $110.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 3, 2026 Model this call Put · $110 In the money Daily-bar session Unknown Quote as of 2026-09-04 19:59:31.685 UTC Last — Breakeven — Implied vol 17.1% Delta -0.806 ≈81% ITM Gamma 0.08 Theta -0.027 Vega 0.056 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 29, 2026–Sep 4, 2026; 21 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.