Sunday, October 18
VOO options
VOO$701.61delayed
BalancedATM IV· 5d
14.3%
Exp. move ±1σ
±$11.73
Max pain
$702.50
P/C ratio (OI)· whole chain
0.89
Skew
Downside (puts bid)
Dealer GEX· positive · pinning
$21.1M
14 expiries · 2956 contracts
Smile / skew· Oct 23 '26free CBOE chain · delayed ~15m
Chain · Oct 23 '26Calls / Puts
| OI | Vol | IV | Δ | Bid | Ask | Strike | Bid | Ask | Δ | IV | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | 26% | 0.91 | 29.00 | 32.50 | $672.50 | 0.60 | 1.35 | -0.09 | 23% | 7 | 5 |
| 5 | 1 | 24% | 0.90 | 26.60 | 29.70 | $675 | 0.90 | 1.80 | -0.11 | 24% | 2 | 14 |
| 0 | 0 | 23% | 0.88 | 24.20 | 27.50 | $677.50 | 0.25 | 2.05 | -0.12 | 21% | 0 | 27 |
| 0 | 0 | 22% | 0.86 | 21.80 | 25.30 | $680 | 1.10 | 1.55 | -0.14 | 21% | 5 | 54 |
| 2 | 0 | 21% | 0.84 | 19.50 | 22.90 | $682.50 | 0.50 | 2.60 | -0.16 | 20% | 0 | 30 |
| 3 | 3 | 22% | 0.82 | 18.00 | 20.60 | $685 | 1.55 | 1.90 | -0.18 | 19% | 21 | 151 |
| 0 | 0 | 19% | 0.79 | 15.00 | 18.50 | $687.50 | 0.65 | 2.75 | -0.21 | 17% | 108 | 9 |
| 9 | 0 | 19% | 0.76 | 13.40 | 16.10 | $690 | 2.10 | 2.85 | -0.25 | 18% | 26 | 86 |
| 5 | 0 | 18% | 0.72 | 11.30 | 14.10 | $692.50 | 2.50 | 3.40 | -0.29 | 17% | 108 | 10 |
| 9 | 5 | 16% | 0.67 | 9.40 | 11.40 | $695 | 2.60 | 3.90 | -0.34 | 16% | 112 | 150 |
| 55 | 0 | 15% | 0.62 | 7.40 | 9.20 | $697.50 | 3.40 | 4.80 | -0.39 | 15% | 6 | 17 |
| 28 | 37 | 15% | 0.56 | 6.20 | 7.50 | $700 | 4.20 | 5.30 | -0.46 | 14% | 142 | 93 |
| 68 | 40 | 14% | 0.49 | 4.60 | 5.50 | $702.50 | 5.00 | 7.40 | -0.53 | 15% | 11 | 9 |
| 43 | 35 | 13% | 0.41 | 3.20 | 4.10 | $705 | 6.30 | 8.10 | -0.61 | 14% | 7 | 45 |
| 203 | 127 | 13% | 0.33 | 2.35 | 2.85 | $707.50 | 7.00 | 9.00 | -0.70 | 11% | 3 | 15 |
| 411 | 31 | 12% | 0.25 | 1.50 | 2.05 | $710 | 9.20 | 10.60 | -0.78 | 11% | 18 | 19 |
| 30 | 144 | 11% | 0.18 | 0.75 | 1.30 | $712.50 | 10.70 | 13.00 | -0.85 | 10% | 1 | 22 |
| 1121 | 134 | 11% | 0.12 | 0.50 | 0.75 | $715 | 12.20 | 15.10 | -0.91 | — | 0 | 16 |
| 780 | 49 | 12% | 0.08 | 0.10 | 0.55 | $717.50 | 14.40 | 17.70 | -0.95 | — | 1 | 5 |
| 282 | 229 | 12% | 0.05 | 0.15 | 0.55 | $720 | 17.00 | 20.10 | -0.97 | — | 0 | 31 |
| 109 | 16 | 10% | 0.03 | 0.00 | 0.15 | $722.50 | 19.50 | 22.60 | -0.99 | — | 0 | 17 |
| 302 | 46 | 11% | 0.02 | 0.05 | 0.10 | $725 | 22.70 | 25.00 | -0.99 | — | 41 | 1 |
| 27 | 3 | 17% | 0.01 | 0.00 | 0.80 | $727.50 | 24.50 | 27.60 | -1.00 | — | 0 | 0 |
| 153 | 7 | 12% | 0.01 | 0.00 | 0.05 | $730 | 27.00 | 30.00 | -1.00 | — | 0 | 0 |
| 74 | 0 | 19% | 0.01 | 0.00 | 0.75 | $732.50 | 29.50 | 32.50 | -1.00 | — | 0 | 0 |
Shaded row is nearest spot.
Strategy builderOct 23 '26 · 5d
Your view
Risk appetite
Bull call spread · safetyestimates · market-implied (lognormal)
Value nowsolid = expiry
P&L distribution at expiry
Probability of profit51%
Expected value+$90.98
Chance of losing49%
Max loss−$402.50
Capital at risk$402.50
Net debit$402.50
Breakeven cushion0.7% from spot
Net Δ
31
Γ
0.6
Θ / day
−$18.98
Vega
$12.50
Build your own
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