VFMO · Vanguard U.S. Multifactor ETF

Track VFMO — free

$227.12 -5.50 (-2.36%) At close · Aug 28

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Options Chain

Underlying $227.12 · at close Aug 28, 2026 Options Calculator

Positioning

Sep 18, 2026 · 19 days to expiry · 38 contracts · mixed snapshot sessions · Aug 14, 2026–Aug 28, 2026; 34 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

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dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 19d Oct 16 47d Jan 15 138d Apr 16 229d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	35.9%	0.961	—		—	-0.098	49.9%	—	0
Call · $197 In the money Snapshot session Unknown Last — Breakeven — Implied vol 35.9% Delta 0.961 ≈96% ITM Gamma 0.004 Theta -0.055 Vega 0.049 Open interest 0 Model this call Put · $197 Snapshot session Unknown Last — Breakeven — Implied vol 49.9% Delta -0.098 ≈10% ITM Gamma 0.007 Theta -0.113 Vega 0.086 Open interest 0 Model this put
0	—	36.9%	0.951	—		—	-0.039	34.6%	—	0
Call · $198 In the money Snapshot session Unknown Last — Breakeven — Implied vol 36.9% Delta 0.951 ≈95% ITM Gamma 0.005 Theta -0.064 Vega 0.049 Open interest 0 Model this call Put · $198 Snapshot session Unknown Last — Breakeven — Implied vol 34.6% Delta -0.039 ≈4% ITM Gamma 0.005 Theta -0.038 Vega 0.049 Open interest 0 Model this put
0	—	35.8%	0.95	—		—	-0.04	33.5%	—	0
Call · $199 In the money Snapshot session Unknown Last — Breakeven — Implied vol 35.8% Delta 0.95 ≈95% ITM Gamma 0.005 Theta -0.064 Vega 0.049 Open interest 0 Model this call Put · $199 Snapshot session Unknown Last — Breakeven — Implied vol 33.5% Delta -0.04 ≈4% ITM Gamma 0.005 Theta -0.037 Vega 0.049 Open interest 0 Model this put
0	—	34.7%	0.949	—		$0.15	-0.045	33.5%	2	0
Call · $200 In the money Snapshot session Unknown Last — Breakeven — Implied vol 34.7% Delta 0.949 ≈95% ITM Gamma 0.006 Theta -0.063 Vega 0.049 Open interest 0 Model this call Put · $200 Snapshot session Aug 28, 2026 Last $0.15 Breakeven $199.85 Implied vol 33.5% Delta -0.045 ≈5% ITM Gamma 0.005 Theta -0.042 Vega 0.049 Open interest 0 Model this put
0	—	31.4%	0.929	—		—	-0.063	30.2%	—	0
Call · $205 In the money Snapshot session Unknown Last — Breakeven — Implied vol 31.4% Delta 0.929 ≈93% ITM Gamma 0.008 Theta -0.072 Vega 0.086 Open interest 0 Model this call Put · $205 Snapshot session Unknown Last — Breakeven — Implied vol 30.2% Delta -0.063 ≈6% ITM Gamma 0.008 Theta -0.049 Vega 0.086 Open interest 0 Model this put
0	—	28.2%	0.894	—		$0.60	-0.094	26.6%	2	2
Call · $210 In the money Snapshot session Unknown Last — Breakeven — Implied vol 28.2% Delta 0.894 ≈89% ITM Gamma 0.012 Theta -0.084 Vega 0.087 Open interest 0 Model this call Put · $210 Snapshot session Aug 14, 2026 Last $0.60 Breakeven $209.40 Implied vol 26.6% Delta -0.094 ≈9% ITM Gamma 0.012 Theta -0.058 Vega 0.087 Open interest 2 Model this put
0	—	26.6%	0.826	—		—	-0.122	21.4%	—	0
Call · $215 In the money Snapshot session Unknown Last — Breakeven — Implied vol 26.6% Delta 0.826 ≈83% ITM Gamma 0.018 Theta -0.106 Vega 0.133 Open interest 0 Model this call Put · $215 Snapshot session Unknown Last — Breakeven — Implied vol 21.4% Delta -0.122 ≈12% ITM Gamma 0.018 Theta -0.057 Vega 0.132 Open interest 0 Model this put
0	—	23.2%	0.74	—		—	-0.228	19.8%	—	0
Call · $220 In the money Snapshot session Unknown Last — Breakeven — Implied vol 23.2% Delta 0.74 ≈74% ITM Gamma 0.026 Theta -0.114 Vega 0.177 Open interest 0 Model this call Put · $220 Snapshot session Unknown Last — Breakeven — Implied vol 19.8% Delta -0.228 ≈23% ITM Gamma 0.029 Theta -0.077 Vega 0.176 Open interest 0 Model this put
0	—	19.7%	0.603	—		$0.50	-0.393	18.2%	13	25
Call · $225 In the money Snapshot session Unknown Last — Breakeven — Implied vol 19.7% Delta 0.603 ≈60% ITM Gamma 0.037 Theta -0.113 Vega 0.207 Open interest 0 Model this call Put · $225 Snapshot session Aug 25, 2026 Last $0.50 Breakeven $224.50 Implied vol 18.2% Delta -0.393 ≈39% ITM Gamma 0.04 Theta -0.087 Vega 0.207 Open interest 25 Model this put
Underlying $227.12
0	—	19.5%	0.413	—		$3.00	-0.613	16.5%	1	14
Call · $230 Snapshot session Unknown Last — Breakeven — Implied vol 19.5% Delta 0.413 ≈41% ITM Gamma 0.038 Theta -0.11 Vega 0.213 Open interest 0 Model this call Put · $230 In the money Snapshot session Aug 21, 2026 Last $3.00 Breakeven $227.00 Implied vol 16.5% Delta -0.613 ≈61% ITM Gamma 0.046 Theta -0.076 Vega 0.211 Open interest 14 Model this put
0	—	18.6%	0.233	—		—	-0.866	13.6%	—	0
Call · $235 Snapshot session Unknown Last — Breakeven — Implied vol 18.6% Delta 0.233 ≈23% ITM Gamma 0.031 Theta -0.081 Vega 0.147 Open interest 0 Model this call Put · $235 In the money Snapshot session Unknown Last — Breakeven — Implied vol 13.6% Delta -0.866 ≈87% ITM Gamma 0.036 Theta -0.03 Vega 0.129 Open interest 0 Model this put
0	—	21.4%	0.144	—		—	—	—	—	0
Call · $240 Snapshot session Unknown Last — Breakeven — Implied vol 21.4% Delta 0.144 ≈14% ITM Gamma 0.02 Theta -0.069 Vega 0.1 Open interest 0 Model this call Put · $240 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	26.2%	0.118	—		—	—	—	—	0
Call · $245 Snapshot session Unknown Last — Breakeven — Implied vol 26.2% Delta 0.118 ≈12% ITM Gamma 0.014 Theta -0.072 Vega 0.1 Open interest 0 Model this call Put · $245 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	24.8%	0.054	—		—	—	—	—	0
Call · $250 Snapshot session Unknown Last — Breakeven — Implied vol 24.8% Delta 0.054 ≈5% ITM Gamma 0.008 Theta -0.037 Vega 0.06 Open interest 0 Model this call Put · $250 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	41%	0.126	—		—	—	—	—	0
Call · $255 Snapshot session Unknown Last — Breakeven — Implied vol 41% Delta 0.126 ≈13% ITM Gamma 0.01 Theta -0.116 Vega 0.101 Open interest 0 Model this call Put · $255 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	45.6%	0.115	—		—	—	—	—	0
Call · $260 Snapshot session Unknown Last — Breakeven — Implied vol 45.6% Delta 0.115 ≈12% ITM Gamma 0.008 Theta -0.12 Vega 0.102 Open interest 0 Model this call Put · $260 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $265 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $265 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $270 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $270 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $275 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $275 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Aug 14, 2026–Aug 28, 2026; 34 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 105563 CUSIP 921935607 13F (30d) 60 filings 59 filers Investor relations