Wednesday, August 12
VOO options
VOO$709.80delayed
BalancedATM IV· 2d
11.8%
Exp. move ±1σ
±$6.19
Max pain
$692.50
P/C ratio (OI)· whole chain
0.71
Skew
Downside (puts bid)
Dealer GEX· positive · pinning
$39.8M
13 expiries · 2852 contracts
Smile / skew· Aug 14 '26free CBOE chain · delayed ~15m
Chain · Aug 14 '26Calls / Puts
| OI | Vol | IV | Δ | Bid | Ask | Strike | Bid | Ask | Δ | IV | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 38 | 1 | 19% | 0.98 | 27.30 | 30.40 | $680 | 0.00 | 0.30 | -0.02 | 24% | 213 | 242 |
| 22 | 0 | — | 0.98 | 24.70 | 27.60 | $682.50 | 0.00 | 0.95 | -0.02 | 27% | 0 | 94 |
| 52 | 3 | — | 0.97 | 22.40 | 25.10 | $685 | 0.00 | 0.40 | -0.03 | 21% | 202 | 216 |
| 27 | 0 | 18% | 0.96 | 20.00 | 22.90 | $687.50 | 0.00 | 0.85 | -0.04 | 23% | 0 | 12 |
| 331 | 2 | 18% | 0.95 | 17.60 | 20.50 | $690 | 0.10 | 0.25 | -0.05 | 17% | 10 | 82 |
| 31 | 10 | 16% | 0.93 | 15.10 | 18.00 | $692.50 | 0.05 | 0.50 | -0.07 | 17% | 0 | 233 |
| 298 | 203 | 15% | 0.91 | 12.70 | 15.50 | $695 | 0.15 | 0.55 | -0.09 | 15% | 205 | 287 |
| 71 | 1 | 13% | 0.88 | 10.30 | 13.10 | $697.50 | 0.40 | 0.70 | -0.13 | 15% | 204 | 215 |
| 196 | 201 | 14% | 0.83 | 8.10 | 11.20 | $700 | 0.55 | 1.00 | -0.17 | 14% | 47 | 305 |
| 148 | 201 | 14% | 0.77 | 6.00 | 9.00 | $702.50 | 0.90 | 1.60 | -0.24 | 14% | 13 | 90 |
| 471 | 5 | 12% | 0.68 | 4.20 | 6.40 | $705 | 1.65 | 2.40 | -0.33 | 14% | 27 | 85 |
| 343 | 416 | 12% | 0.57 | 3.60 | 4.20 | $707.50 | 2.35 | 3.40 | -0.44 | 13% | 63 | 56 |
| 268 | 272 | 11% | 0.44 | 1.65 | 2.75 | $710 | 3.40 | 4.60 | -0.57 | 13% | 47 | 52 |
| 306 | 234 | 11% | 0.31 | 0.85 | 1.80 | $712.50 | 5.00 | 7.70 | -0.70 | 13% | 3 | 32 |
| 312 | 29 | 12% | 0.21 | 0.05 | 1.25 | $715 | 6.30 | 9.20 | -0.81 | 15% | 10 | 10 |
| 164 | 67 | 12% | 0.13 | 0.30 | 0.65 | $717.50 | 8.60 | 11.30 | -0.89 | 16% | 7 | 8 |
| 377 | 132 | 12% | 0.08 | 0.20 | 0.35 | $720 | 10.80 | 13.30 | -0.94 | 16% | 0 | 31 |
| 339 | 116 | 12% | 0.05 | 0.00 | 0.45 | $722.50 | 13.20 | 15.70 | -0.97 | 17% | 0 | 0 |
| 311 | 236 | 13% | 0.03 | 0.05 | 0.15 | $725 | 15.10 | 18.20 | -0.99 | 15% | 0 | 0 |
| 4 | 0 | 20% | 0.02 | 0.00 | 0.95 | $727.50 | 17.60 | 20.70 | -0.99 | 16% | 2 | 0 |
| 48 | 6 | 14% | 0.02 | 0.00 | 0.05 | $730 | 20.10 | 23.20 | -1.00 | 18% | 0 | 0 |
| 5 | 0 | 17% | 0.01 | 0.00 | 0.15 | $732.50 | 22.60 | 25.70 | -1.00 | 20% | 1 | 0 |
| 217 | 0 | 20% | 0.01 | 0.00 | 0.20 | $735 | 25.40 | 28.20 | -1.00 | 25% | 0 | 0 |
| 0 | 0 | 27% | 0.01 | 0.00 | 0.75 | $737.50 | 27.50 | 30.70 | -1.00 | — | 0 | 0 |
| 122 | 1 | 19% | 0.00 | 0.00 | 0.05 | $740 | 30.10 | 33.20 | -1.00 | 24% | 0 | 0 |
Shaded row is nearest spot.
Strategy builderAug 14 '26 · 2d
Your view
Risk appetite
Bull call spread · safetyestimates · market-implied (lognormal)
Value nowsolid = expiry
P&L distribution at expiry
Probability of profit39%
Expected value+$25.75
Chance of losing61%
Max loss−$155.00
Capital at risk$155.00
Net debit$155.00
Breakeven cushion0.2% from spot
Net Δ
23
Γ
1.4
Θ / day
−$18.13
Vega
$6.49
Build your own
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Add legs from the Aug 14 '26 chain to sketch any position and see its payoff + safety.