VB251017C00220000 Option on Vanguard Small Cap

VB Etf  USD 246.05  0.83  0.34%   
VB251017C00220000 is a PUT option contract on Vanguard Small's common stock with a strick price of 220.0 expiring on 2025-10-17. The contract was not traded in recent days and, as of today, has 61 days remaining before the expiration. The option is currently trading at a bid price of $27.3, and an ask price of $29.9. The implied volatility as of the 17th of August 2025 is 61.0.
A put option written on Vanguard Small becomes more valuable as the price of Vanguard Small drops. Conversely, Vanguard Small's put option loses its value as Vanguard Etf rises.

Rule 16 of 2025-10-17 Option Contract

The options market is anticipating that Vanguard Small Cap Index will have an average daily up or down price movement of about 0.0136% per day over the life of the option. With Vanguard Small trading at USD 246.05, that is roughly USD 0.0335. If you think that the market is fully understating Vanguard Small's daily price movement you should consider buying Vanguard Small Cap Index options at that current volatility level of 0.22%. But if you have an opposite viewpoint you should avoid it and even consider selling them.

In The Money Call Option on Vanguard Small

An 'In The Money' option is one with a strike price that the current stock price has already surpassed. Some options investors can hedge their Vanguard Small positions using in-the-money options. They may also want to buy options with some intrinsic value, not just time value. However, because in-the-money options on Vanguard Etf have intrinsic value and are priced higher than out-of-the-money options in the same chain, their volatilities are relatively smaller.
Call Contract NameVB251017C00220000
Expires On2025-10-17
Days Before Expriration61
Delta0.915439
Vega0.157163
Gamma0.00701
Theoretical Value28.6
Open Interest1
Strike Price220.0
Last Traded At28.35
Current Price Spread27.3 | 29.9
Rule 16 Daily Up or DownUSD 0.0335

Vanguard short PUT Option Greeks

Vanguard Small's Option Greeks for the contract ending on 2025-10-17 at a strike price of 220.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to Vanguard Small's option greeks, its implied volatility helps estimate the risk of Vanguard Small stock implied by the prices of the options on Vanguard Small's stock.
Delta0.915439
Gamma0.00701
Theta-0.051671
Vega0.157163
Rho0.334028

Vanguard long PUT Option Payoff at expiration

Put options written on Vanguard Small grant holders of the option the right to sell a specified amount of Vanguard Small at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Vanguard Etf cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on Vanguard Small is like buying insurance aginst Vanguard Small's downside shift.
   Profit   
       Vanguard Small Price At Expiration  

Vanguard short PUT Option Payoff at expiration

By selling Vanguard Small's put option, the investors signal their bearish sentiment. A short position in a put option written on Vanguard Small will generally make money when the underlying price is above the strike price. Therefore Vanguard Small's put payoff at expiration depends on where the Vanguard Etf price is relative to the put option strike price. The breakeven price of 248.6 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to Vanguard Small's price. Finally, at the strike price of 220.0, the payoff chart is constant and positive.
   Profit   
       Vanguard Small Price At Expiration  
View All Vanguard Small Options

Vanguard Small Cap Available Call Options

Vanguard Small's option chain is a display of a range of information that helps investors for ways to trade options on Vanguard. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Vanguard. It also shows strike prices and maturity days for a Vanguard Small against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open IntStrike PriceCurrent SpreadLast Price
Call
VB251017C002950000295.00.0 - 0.750.75Out
Call
VB251017C002900000290.00.0 - 0.750.75Out
Call
VB251017C002850000285.00.0 - 2.252.25Out
Call
VB251017C002800000280.00.0 - 1.91.9Out
Call
VB251017C002750000275.00.0 - 2.152.15Out
Call
VB251017C002700000270.00.5 - 1.90.5Out
Call
VB251017C002650000265.01.0 - 2.451.0Out
Call
VB251017C002600000260.01.75 - 3.61.75Out
Call
VB251017C002550000255.03.5 - 5.13.5Out
Call
VB251017C002500000250.05.5 - 7.15.5Out
Call
VB251017C002200001220.027.3 - 29.928.35In
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Small Cap Index. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.
You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
The market value of Vanguard Small Cap is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard Small's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Small's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard Small's market value can be influenced by many factors that don't directly affect Vanguard Small's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vanguard Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Small's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.