VTI - Vanguard Index Funds - Vanguard Total Stock Market ETF

Expiration

Calls for market date September 05, 2025

Contract	Strike	Bid	Ask	Last	Volume	OI	IV	Delta	Gamma	Theta	Vega	Rho
VTI20250912C00295000	295.00	23.60	25.70	23.65	1	4	31.19%	0.97	0.01	-0.06	0.03	0.05
VTI20250912C00297500	297.50	21.00	23.30	0.00	0	0	39.48%	0.91	0.01	-0.20	0.07	0.05
VTI20250912C00300000	300.00	18.50	20.90	0.00	0	2	26.81%	0.95	0.01	-0.07	0.04	0.05
VTI20250912C00302500	302.50	16.00	18.30	18.60	7	1	32.41%	0.89	0.01	-0.18	0.08	0.05
VTI20250912C00305000	305.00	13.50	15.70	13.64	6	1	18.44%	0.96	0.01	-0.04	0.04	0.06
VTI20250912C00307500	307.50	11.10	13.40	0.00	0	4	20.22%	0.91	0.02	-0.09	0.07	0.05
VTI20250912C00310000	310.00	8.00	11.10	0.00	0	2	24.92%	0.81	0.02	-0.21	0.12	0.05
VTI20250912C00312500	312.50	5.50	7.90	0.00	0	8	16.11%	0.84	0.03	-0.12	0.11	0.05
VTI20250912C00315000	315.00	3.20	6.80	5.00	2	114	12.91%	0.79	0.05	-0.12	0.13	0.05
VTI20250912C00317500	317.50	2.65	3.50	3.05	4	17	11.58%	0.65	0.07	-0.14	0.16	0.04
VTI20250912C00320000	320.00	1.45	1.75	1.45	107	233	10.32%	0.46	0.09	-0.13	0.18	0.03
VTI20250912C00322500	322.50	0.45	0.60	0.52	36	53	8.99%	0.23	0.08	-0.09	0.14	0.01
VTI20250912C00325000	325.00	0.10	0.25	0.15	9	108	8.94%	0.08	0.04	-0.04	0.08	0.01
VTI20250912C00327500	327.50	0.00	0.10	0.05	72	8	9.50%	0.03	0.02	-0.02	0.04	0.00
VTI20250912C00330000	330.00	0.00	0.40	0.00	0	0	15.52%	0.07	0.02	-0.06	0.06	0.00
VTI20250912C00332500	332.50	0.00	2.15	0.00	0	0	21.10%	0.09	0.02	-0.10	0.07	0.01
VTI20250912C00335000	335.00	0.00	1.15	0.00	0	27	24.00%	0.08	0.01	-0.11	0.07	0.00
VTI20250912C00337500	337.50	0.00	2.10	0.00	0	0	33.10%	0.12	0.01	-0.21	0.09	0.01
VTI20250912C00340000	340.00	0.00	2.15	0.00	0	0	38.64%	0.13	0.01	-0.25	0.09	0.01
VTI20250912C00342500	342.50	0.00	2.15	0.00	0	0	32.18%	0.06	0.01	-0.12	0.06	0.00

Puts for market date September 05, 2025

Contract	Strike	Bid	Ask	Last	Volume	OI	IV	Delta	Gamma	Theta	Vega	Rho
VTI20250912P00295000	295.00	0.00	1.15	0.00	0	2	36.32%	-0.06	0.01	-0.12	0.05	-0.00
VTI20250912P00297500	297.50	0.00	1.15	0.00	0	1	33.23%	-0.06	0.01	-0.12	0.05	-0.00
VTI20250912P00300000	300.00	0.00	0.45	0.00	0	7	22.35%	-0.02	0.01	-0.03	0.02	-0.00
VTI20250912P00302500	302.50	0.00	2.20	0.00	0	0	36.18%	-0.13	0.01	-0.24	0.10	-0.01
VTI20250912P00305000	305.00	0.00	0.65	0.00	0	12	18.86%	-0.04	0.01	-0.04	0.04	-0.00
VTI20250912P00307500	307.50	0.00	0.30	0.16	5	3	16.75%	-0.05	0.01	-0.05	0.05	-0.00
VTI20250912P00310000	310.00	0.00	0.70	0.22	4	37	13.28%	-0.05	0.02	-0.04	0.05	-0.00
VTI20250912P00312500	312.50	0.00	0.75	0.55	6	20	13.29%	-0.11	0.03	-0.08	0.09	-0.01
VTI20250912P00315000	315.00	0.00	1.50	0.76	55	25	11.97%	-0.20	0.05	-0.11	0.13	-0.01
VTI20250912P00317500	317.50	0.90	1.10	1.01	21	9	10.97%	-0.34	0.08	-0.13	0.16	-0.02
VTI20250912P00320000	320.00	0.75	2.10	1.95	6	91	9.66%	-0.55	0.09	-0.13	0.18	-0.03
VTI20250912P00322500	322.50	1.50	3.60	3.10	4	1	8.41%	-0.80	0.08	-0.08	0.13	-0.03
VTI20250912P00325000	325.00	4.60	6.20	6.01	9	1	9.62%	-0.91	0.04	-0.05	0.08	-0.03
VTI20250912P00327500	327.50	7.10	9.20	0.00	0	0	22.11%	-0.79	0.03	-0.21	0.13	-0.04
VTI20250912P00330000	330.00	9.40	11.80	0.00	0	0	25.63%	-0.82	0.02	-0.22	0.12	-0.04
VTI20250912P00332500	332.50	11.90	14.40	0.00	0	0	30.28%	-0.83	0.02	-0.25	0.11	-0.04
VTI20250912P00335000	335.00	14.70	16.80	0.00	0	0	31.79%	-0.86	0.02	-0.23	0.10	-0.04
VTI20250912P00337500	337.50	17.00	19.20	0.00	0	0	36.13%	-0.86	0.01	-0.26	0.10	-0.04
VTI20250912P00340000	340.00	19.40	21.80	0.00	0	0	38.61%	-0.87	0.01	-0.25	0.09	-0.04
VTI20250912P00342500	342.50	22.00	24.30	0.00	0	0	41.43%	-0.88	0.01	-0.26	0.09	-0.04

VTI - Vanguard Index Funds - Vanguard Total Stock Market ETF - Option Chain