With V-Ray 6 and later, Chaos introduced native .exr output with multi-part OpenEXR support. If you can, to avoid conversion entirely. However, many studios still rely on Vrimg because it supports progressive sampling and resume rendering – features not fully captured in EXR.
Since most users looking for a converter likely have V-Ray installed, this is the primary method you should use. Vrimg To Openexr Converter Download