To use the Vardon grip, place the little finger of your trailing hand (the one placed lower on the club - right hand for a right-handed player) between the index and middle finger of your lead hand (the hand that is higher on the club), overlapping those fingers as in the photo. The thumb of your lead (top) hand should fit in the lifeline of your trailing (bottom) hand.
This grip is also commonly called the "overlapping grip," or the "Vardon overlap."
Photos of the Vardon Grip and the other two most common grips, along with explanations of each, are available in the article "Most Common Golf Grips."
The Vardon Overlap grip is also demonstrated in the video, How to Grip a Golf Club.
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