Sunday, October 18
VTI options
VTI$374.07delayed
Call-heavy / bullishATM IV· 33d
13.8%
Exp. move ±1σ
±$15.54
Max pain
$375
P/C ratio (OI)· whole chain
0.65
Skew
Downside (puts bid)
Dealer GEX· positive · pinning
$1.1M
9 expiries · 1114 contracts
Smile / skew· Nov 20 '26free CBOE chain · delayed ~15m
Chain · Nov 20 '26Calls / Puts
| OI | Vol | IV | Δ | Bid | Ask | Strike | Bid | Ask | Δ | IV | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 8 | 0 | 31% | 0.96 | 59.50 | 62.20 | $315 | 0.50 | 0.90 | -0.04 | 34% | 6 | 83 |
| 1 | 0 | 31% | 0.95 | 54.80 | 57.30 | $320 | 0.10 | 1.20 | -0.05 | 31% | 0 | 4 |
| 0 | 0 | 29% | 0.94 | 50.00 | 52.40 | $325 | 0.40 | 1.20 | -0.06 | 30% | 1 | 18 |
| 7 | 0 | 28% | 0.93 | 45.20 | 47.60 | $330 | 0.15 | 1.60 | -0.07 | 28% | 2 | 11 |
| 21 | 0 | 27% | 0.92 | 40.40 | 42.80 | $335 | 0.80 | 1.50 | -0.08 | 27% | 20 | 17 |
| 9 | 0 | 25% | 0.90 | 35.60 | 38.10 | $340 | 1.00 | 1.90 | -0.10 | 26% | 34 | 51 |
| 14 | 0 | 23% | 0.88 | 30.90 | 33.30 | $345 | 1.20 | 1.75 | -0.12 | 23% | 12 | 188 |
| 10 | 6 | 22% | 0.85 | 26.30 | 28.70 | $350 | 1.75 | 2.15 | -0.15 | 22% | 9 | 75 |
| 9 | 1 | 21% | 0.82 | 21.80 | 24.20 | $355 | 1.80 | 2.95 | -0.19 | 20% | 20 | 57 |
| 27 | 6 | 20% | 0.77 | 17.50 | 20.20 | $360 | 2.85 | 3.20 | -0.23 | 19% | 67 | 124 |
| 35 | 11 | 17% | 0.71 | 13.90 | 14.80 | $365 | 3.50 | 4.60 | -0.30 | 18% | 40 | 91 |
| 39 | 14 | 16% | 0.63 | 9.80 | 10.90 | $370 | 4.60 | 5.10 | -0.38 | 16% | 122 | 258 |
| 145 | 149 | 13% | 0.53 | 6.00 | 7.10 | $375 | 5.60 | 7.20 | -0.49 | 14% | 28 | 256 |
| 169 | 36 | 13% | 0.40 | 3.80 | 4.40 | $380 | 8.00 | 10.20 | -0.63 | 14% | 6 | 135 |
| 298 | 826 | 12% | 0.27 | 2.05 | 2.30 | $385 | 11.60 | 13.50 | -0.78 | 14% | 2 | 27 |
| 323 | 63 | 11% | 0.15 | 0.85 | 1.15 | $390 | 15.10 | 17.60 | -0.92 | 13% | 0 | 1 |
| 437 | 31 | 11% | 0.08 | 0.35 | 0.55 | $395 | 20.00 | 22.80 | -0.99 | 16% | 0 | 0 |
| 393 | 17 | 12% | 0.04 | 0.10 | 0.45 | $400 | 25.00 | 27.60 | -1.00 | 18% | 6 | 2 |
| 231 | 13 | 14% | 0.02 | 0.00 | 0.50 | $405 | 29.90 | 32.40 | -1.00 | 19% | 0 | 0 |
| 39 | 0 | 16% | 0.01 | 0.00 | 0.60 | $410 | 34.90 | 37.60 | -1.00 | 22% | 0 | 0 |
| 1 | 0 | 18% | 0.01 | 0.00 | 0.65 | $415 | 39.80 | 42.80 | -1.00 | 24% | 0 | 0 |
| 0 | 0 | 20% | 0.00 | 0.00 | 0.75 | $420 | 44.80 | 47.80 | -1.00 | 26% | 0 | 0 |
| 0 | 0 | 19% | 0.00 | 0.00 | 0.35 | $425 | 49.80 | 52.90 | -1.00 | 29% | 0 | 0 |
| 0 | 0 | 28% | 0.00 | 0.00 | 1.65 | $430 | 54.80 | 57.90 | -1.00 | 31% | 0 | 0 |
| 0 | 0 | 29% | 0.00 | 0.00 | 1.65 | $435 | 59.00 | 62.90 | -1.00 | 28% | 0 | 0 |
Shaded row is nearest spot.
Strategy builderNov 20 '26 · 33d
Your view
Risk appetite
Long call · safetyestimates · market-implied (lognormal)
Value nowsolid = expiry
P&L distribution at expiry
Probability of profit36%
Expected value+$541.00
Chance of losing64%
Max loss−$655.00
Capital at risk$655.00
Net debit$655.00
Breakeven cushion2.0% from spot
Net Δ
53
Γ
2.3
Θ / day
−$9.77
Vega
$46.17
Build your own
Start from a strategy
Add legs from the Nov 20 '26 chain to sketch any position and see its payoff + safety.