Wednesday, August 12
VTI options
VTI$381.97delayed
Call-heavy / bullishATM IV· 9d
12.1%
Exp. move ±1σ
±$7.26
Max pain
$365
P/C ratio (OI)· whole chain
0.68
Skew
Upside (calls bid)
Dealer GEX· positive · pinning
$15.5M
8 expiries · 996 contracts
Smile / skew· Aug 21 '26free CBOE chain · delayed ~15m
Chain · Aug 21 '26Calls / Puts
| OI | Vol | IV | Δ | Bid | Ask | Strike | Bid | Ask | Δ | IV | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 4 | 0 | 58% | 1.00 | 60.00 | 62.80 | $320 | 0.00 | 0.15 | -0.00 | 44% | 0 | 128 |
| 18 | 0 | 54% | 1.00 | 55.00 | 57.80 | $325 | 0.00 | 0.35 | -0.00 | 46% | 0 | 130 |
| 6 | 0 | — | 1.00 | 49.50 | 51.50 | $330 | 0.00 | 0.10 | -0.00 | 36% | 2 | 119 |
| 5 | 0 | 49% | 1.00 | 45.50 | 47.80 | $335 | 0.00 | 0.35 | -0.00 | 38% | 0 | 84 |
| 14 | 0 | 44% | 0.99 | 40.30 | 42.90 | $340 | 0.00 | 0.75 | -0.01 | 39% | 1 | 130 |
| 12 | 0 | 35% | 0.99 | 34.60 | 38.10 | $345 | 0.00 | 0.05 | -0.01 | 24% | 2 | 68 |
| 144 | 0 | 24% | 0.99 | 30.50 | 31.60 | $350 | 0.05 | 0.35 | -0.01 | 27% | 6 | 221 |
| 78 | 0 | 23% | 0.98 | 25.30 | 27.00 | $355 | 0.00 | 0.35 | -0.02 | 24% | 4 | 254 |
| 53 | 0 | 21% | 0.96 | 19.20 | 23.30 | $360 | 0.15 | 0.25 | -0.04 | 20% | 5 | 267 |
| 254 | 0 | 20% | 0.93 | 15.50 | 17.60 | $365 | 0.15 | 0.75 | -0.07 | 19% | 6 | 289 |
| 695 | 14 | 17% | 0.88 | 11.00 | 12.50 | $370 | 0.30 | 0.85 | -0.12 | 15% | 10 | 135 |
| 641 | 98 | 12% | 0.77 | 6.20 | 7.60 | $375 | 0.95 | 1.35 | -0.23 | 13% | 18 | 217 |
| 803 | 8 | 13% | 0.56 | 3.10 | 4.30 | $380 | 2.15 | 2.80 | -0.45 | 12% | 59 | 117 |
| 569 | 7 | 10% | 0.27 | 0.15 | 1.75 | $385 | 3.80 | 5.80 | -0.74 | 8% | 3 | 11 |
| 558 | 15 | 10% | 0.10 | 0.10 | 0.30 | $390 | 7.50 | 10.20 | -0.93 | — | 1 | 8 |
| 185 | 21 | 11% | 0.03 | 0.05 | 0.30 | $395 | 12.70 | 15.00 | -0.99 | — | 0 | 0 |
| 78 | 0 | 14% | 0.01 | 0.00 | 0.75 | $400 | 17.70 | 20.30 | -1.00 | — | 0 | 0 |
| 0 | 0 | 15% | 0.01 | 0.00 | 0.05 | $405 | 22.40 | 26.10 | -1.00 | — | 0 | 0 |
| 11 | 0 | 20% | 0.00 | 0.00 | 0.10 | $410 | 27.40 | 31.20 | -1.00 | — | 0 | 0 |
| 0 | 0 | 31% | 0.00 | 0.00 | 0.75 | $415 | 32.70 | 35.40 | -1.00 | — | 0 | 0 |
| 10 | 0 | 29% | 0.00 | 0.00 | 0.30 | $420 | 37.70 | 40.50 | -1.00 | — | 0 | 0 |
| 0 | 0 | 37% | 0.00 | 0.00 | 0.75 | $425 | 42.70 | 45.00 | -1.00 | — | 0 | 0 |
| 0 | 0 | 40% | 0.00 | 0.00 | 0.70 | $430 | 47.70 | 50.20 | -1.00 | — | 0 | 0 |
| 0 | 0 | 44% | 0.00 | 0.00 | 0.75 | $435 | 52.50 | 55.90 | -1.00 | — | 0 | 0 |
| 0 | 0 | 47% | 0.00 | 0.00 | 0.75 | $440 | 57.70 | 60.40 | -1.00 | — | 0 | 0 |
Shaded row is nearest spot.
Strategy builderAug 21 '26 · 9d
Your view
Risk appetite
Long call · safetyestimates · market-implied (lognormal)
Value nowsolid = expiry
P&L distribution at expiry
Probability of profit33%
Expected value+$182.03
Chance of losing67%
Max loss−$370.00
Capital at risk$370.00
Net debit$370.00
Breakeven cushion0.5% from spot
Net Δ
56
Γ
5.5
Θ / day
−$14.23
Vega
$24.89
Build your own
Start from a strategy
Add legs from the Aug 21 '26 chain to sketch any position and see its payoff + safety.