SecurityUS9229087104 / VANGUARD 500 INDEX FUND VANGUARD 500 INDEX ADM
InstitutionIMC-Chicago, LLC
IMC-Chicago, LLC ownership in US9229087104 / VANGUARD 500 INDEX FUND VANGUARD 500 INDEX ADM

IMC-Chicago, LLC has a history of taking positions in derivatives of the underlying security () in the form of stock options. The firm currently holds call options representing 658,100 of underlying shares valued at $315,139,180 USD and put options representing 62,000 of underlying shares valued at $27,080,980 USD .

Note: prior versions of this page mistakenly stated that the share values represented the number of options, not the number of underlying shares. For more information on the data backing these reports, please see the SEC document Frequently Asked Questions About Form 13F.

Institutional Put/Call Ratios
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In addition to reporting standard equity and debt issues, institutions with more than 100MM assets under management must also disclose their put and call option holdings. Since put options generally indicate negative sentiment, and call options indicate positive sentiment, we can get a sense of the overall institutional sentiment by plotting the ratio of puts to calls. The chart to the right plots the historical put/call ratio for this instrument.

Using Put/Call Ratio as an indicator of investor sentiment overcomes one of the key deficiencies of using total institutional ownership, which is that a significant amount of assets under management are invested passively to track indices. Passively-managed funds do not typically buy options, so the put/call ratio indicator more closely tracks the sentiment of actively-managed funds.

US9229087104 / VANGUARD 500 INDEX FUND VANGUARD 500 INDEX ADM Historical Put/Call Ratio
Disclosed Call Options
File
Date		 Effective
Date		Form Security Class ID Opt Avg Share
Price		 Shares ΔShares
(%)		 Value
(x1000)		 ΔValue
(%)		 Prior Allocation
(%)		 Allocation
(%)		 ΔAllocation
(%)		 Cost Basis
(x1000)		 Profit
(x1000)		 Return
(%)
2026-05-05 2026-03-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 658,100 79.42 315,139 65.29 n/a n/a n/a
2026-05-05 2026-03-31 13F VANGUARD INDEX FDS GROWTH ETF Call 30,600 -91.66 13,366 -92.99 n/a n/a n/a
2026-05-05 2026-03-31 13F VANGUARD INDEX FDS VALUE ETF Call 11,300 -96.92 2,217 -98.84 n/a n/a n/a
2026-05-05 2026-03-31 13F VANGUARD INDEX FDS SMALL CP ETF Call 5,800 -98.42 1,434 -99.25 n/a n/a n/a
2026-05-05 2026-03-31 13F VANGUARD INDEX FDS TOTAL STK MKT Call 109,300 -70.20 34,880 -81.71 n/a n/a n/a
2026-05-05 2026-03-31 13F VANGUARD INDEX FDS SML CP GRW ETF Call 2,300 -99.37 695 -99.64 n/a n/a n/a
2026-01-29 2025-12-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 366,800 16.70 190,657 27.09 n/a n/a n/a
2026-01-29 2025-12-31 13F VANGUARD INDEX FDS VALUE ETF Call 13,000 2,483 n/a n/a n/a
2026-01-29 2025-12-31 13F VANGUARD INDEX FDS TOTAL STK MKT Call 137,800 46,200 n/a n/a n/a
2026-01-29 2025-12-31 13F VANGUARD INDEX FDS GROWTH ETF Call 31,700 15,465 n/a n/a n/a
2025-11-04 2025-09-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 314,300 30.36 150,013 31.63 n/a n/a n/a
2025-11-04 2025-09-30 13F VANGUARD INDEX FDS TOTAL STK MKT Call 147,700 48,471 n/a n/a n/a
2025-11-04 2025-09-30 13F VANGUARD INDEX FDS GROWTH ETF Call 31,600 15,156 n/a n/a n/a
2025-07-22 2025-06-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 241,100 10.60 113,961 35.05 n/a n/a n/a
2025-07-22 2025-06-30 13F VANGUARD INDEX FDS TOTAL STK MKT Call 124,700 37,900 n/a n/a n/a
2025-07-22 2025-06-30 13F VANGUARD INDEX FDS GROWTH ETF Call 21,500 9,426 n/a n/a n/a
2025-04-14 2025-03-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 218,000 629.10 84,386 587.63 n/a n/a n/a
2025-04-14 2025-03-31 13F VANGUARD INDEX FDS GROWTH ETF Call 21,400 7,936 n/a n/a n/a
2025-04-14 2025-03-31 13F VANGUARD INDEX FDS TOTAL STK MKT Call 126,300 34,712 n/a n/a n/a
2025-01-27 2024-12-31 13F VANGUARD INDEX FDS GROWTH ETF Call 29,900 44.44 12,272 54.42 n/a n/a n/a
2025-01-27 2024-12-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 274,000 114,129 n/a n/a n/a
2025-01-27 2024-12-31 13F VANGUARD INDEX FDS TOTAL STK MKT Call 134,100 38,864 n/a n/a n/a
2024-10-25 2024-09-30 13F VANGUARD INDEX FDS TOTAL STK MKT Call 132,900 37,632 n/a n/a n/a
2024-10-25 2024-09-30 13F VANGUARD INDEX FDS GROWTH ETF Call 20,700 -87.79 7,947 -88.43 n/a n/a n/a
2024-10-25 2024-09-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 263,600 122,959 n/a n/a n/a
2024-07-15 2024-06-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 169,600 10.06 68,709 11.15 n/a n/a n/a
2024-07-15 2024-06-30 13F VANGUARD INDEX FDS TOTAL STK MKT Call 104,000 27,821 n/a n/a n/a
2024-07-15 2024-06-30 13F VANGUARD INDEX FDS GROWTH ETF Call 22,200 8,303 n/a n/a n/a
2024-04-12 2024-03-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 154,100 12.07 61,816 47.76 n/a n/a n/a
2024-04-12 2024-03-31 13F VANGUARD INDEX FDS GROWTH ETF Call 14,200 4,888 n/a n/a n/a
2024-04-12 2024-03-31 13F VANGUARD INDEX FDS TOTAL STK MKT Call 73,200 19,025 n/a n/a n/a
2024-02-09 2023-12-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 137,500 25.57 41,837 26.73 n/a n/a n/a
2024-02-09 2023-12-31 13F VANGUARD INDEX FDS TOTAL STK MKT Call 52,800 12,525 n/a n/a n/a
2023-10-12 2023-09-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 109,500 34.52 33,014 14.44 n/a n/a n/a
2023-10-12 2023-09-30 13F VANGUARD INDEX FDS TOTAL STK MKT Call 47,500 10,089 n/a n/a n/a
2023-07-14 2023-06-30 13F VANGUARD INDEX FDS REAL ESTATE ETF Call 81,400 62.80 28,847 182.68 n/a n/a n/a
2023-07-14 2023-06-30 13F VANGUARD INDEX FDS TOTAL STK MKT Call 38,000 8,371 n/a n/a n/a
2023-04-24 2023-03-31 13F VANGUARD INDEX FDS TOTAL STK MKT Call 50,000 50.60 10,205 60.78 n/a n/a n/a
2023-04-24 2023-03-31 13F VANGUARD INDEX FDS REAL ESTATE ETF Call 92,400 30,119 n/a n/a n/a
2023-04-24 2022-12-31 13F/A VANGUARD INDEX FDS TOTAL STK MKT Call 33,200 122.82 6,348 431.13 n/a n/a n/a
2023-04-24 2022-12-31 13F/A VANGUARD INDEX FDS S&P 500 ETF SHS Call 42,400 14,897 n/a n/a n/a
2023-02-09 2022-12-31 13F VANGUARD INDEX FDS TOTAL STK MKT Call 33,200 6 n/a n/a n/a
2023-02-09 2022-12-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS Call 42,400 15 n/a n/a n/a
2022-11-08 2022-09-30 13F VANGUARD INDEX FDS REAL ESTATE ETF Call 14,900 1,195 n/a n/a n/a
2019-11-12 2019-09-30 13F VANGUARD INDEX FDS REAL ESTATE ETF Call 0 -100.00 0 -100.00 n/a n/a n/a
2019-08-15 2019-06-30 13F VANGUARD INDEX FDS REAL ESTATE ETF Call 25,500 2,229 n/a n/a n/a
Disclosed Put Options
File
Date		 Effective
Date		Form Security Class ID Opt Avg Share Price Shares ΔShares
(%)		 Value
(x1000)		 ΔValue
(%)		 Prior Allocation
(%)		 Allocation
(%)		 ΔAllocation
(%)		 Cost Basis
(x1000)		 Profit
(x1000)		 Return
(%)
2026-05-05 2026-03-31 13F VANGUARD INDEX FDS GROWTH ETF Put 62,000 229.79 27,081 195.28 n/a n/a n/a
2026-05-05 2026-03-31 13F VANGUARD INDEX FDS VALUE ETF Put 6,000 -68.09 1,177 -87.17 n/a n/a n/a
2026-05-05 2026-03-31 13F VANGUARD INDEX FDS TOTAL STK MKT Put 81,800 335.11 26,242 186.14 n/a n/a n/a
2026-05-05 2026-03-31 13F VANGUARD INDEX FDS SML CP GRW ETF Put 1,500 -92.02 453 -95.06 n/a n/a n/a
2026-01-29 2025-12-31 13F VANGUARD INDEX FDS GROWTH ETF Put 18,800 -67.92 9,172 -52.31 n/a n/a n/a
2026-01-29 2025-12-31 13F VANGUARD INDEX FDS TOTAL STK MKT Put 66,000 22,128 n/a n/a n/a
2025-11-04 2025-09-30 13F VANGUARD INDEX FDS TOTAL STK MKT Put 58,600 8.72 19,231 17.39 n/a n/a n/a
2025-11-04 2025-09-30 13F VANGUARD INDEX FDS GROWTH ETF Put 13,100 6,283 n/a n/a n/a
2025-07-22 2025-06-30 13F VANGUARD INDEX FDS TOTAL STK MKT Put 53,900 364.66 16,382 280.86 n/a n/a n/a
2025-07-22 2025-06-30 13F VANGUARD INDEX FDS GROWTH ETF Put 13,400 5,875 n/a n/a n/a
2025-04-14 2025-03-31 13F VANGUARD INDEX FDS GROWTH ETF Put 11,600 2.65 4,302 -7.25 n/a n/a n/a
2025-04-14 2025-03-31 13F VANGUARD INDEX FDS TOTAL STK MKT Put 54,200 14,896 n/a n/a n/a
2025-01-27 2024-12-31 13F VANGUARD INDEX FDS GROWTH ETF Put 11,300 -3.42 4,638 3.25 n/a n/a n/a
2025-01-27 2024-12-31 13F VANGUARD INDEX FDS TOTAL STK MKT Put 136,100 39,443 n/a n/a n/a
2024-10-25 2024-09-30 13F VANGUARD INDEX FDS GROWTH ETF Put 11,700 -77.92 4,492 -68.32 n/a n/a n/a
2024-10-25 2024-09-30 13F VANGUARD INDEX FDS TOTAL STK MKT Put 87,500 24,776 n/a n/a n/a
2024-07-15 2024-06-30 13F VANGUARD INDEX FDS TOTAL STK MKT Put 53,000 9.50 14,178 12.71 n/a n/a n/a
2024-04-12 2024-03-31 13F VANGUARD INDEX FDS TOTAL STK MKT Put 48,400 -1.22 12,579 8.23 n/a n/a n/a
2024-02-09 2023-12-31 13F VANGUARD INDEX FDS TOTAL STK MKT Put 49,000 -26.76 11,624 -18.21 n/a n/a n/a
2023-10-12 2023-09-30 13F VANGUARD INDEX FDS TOTAL STK MKT Put 66,900 177.59 14,210 167.71 n/a n/a n/a
2023-07-14 2023-06-30 13F VANGUARD INDEX FDS TOTAL STK MKT Put 24,100 -54.95 5,309 -51.39 n/a n/a n/a
2023-04-24 2023-03-31 13F VANGUARD INDEX FDS TOTAL STK MKT Put 53,500 10.31 10,919 17.76 n/a n/a n/a
2023-04-24 2022-12-31 13F/A VANGUARD INDEX FDS TOTAL STK MKT Put 48,500 9,273 n/a n/a n/a
2023-02-09 2022-12-31 13F VANGUARD INDEX FDS TOTAL STK MKT Put 48,500 9 n/a n/a n/a
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.