Sunday, October 18
VXUS options
VXUS$83.42delayed
Call-heavy / bullishATM IV· 5d
17.4%
Exp. move ±1σ
±$1.70
Max pain
$85
P/C ratio (OI)· whole chain
0.44
Skew
Downside (puts bid)
Dealer GEX· negative · volatile
−$87.1K
6 expiries · 328 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 | — | 0.99 | 12.00 | 15.00 | $70 | 0.00 | 0.75 | -0.01 | 93% | 0 | 0 |
| 0 | 0 | 55% | 0.98 | 7.60 | 10.00 | $75 | 0.00 | 0.75 | -0.02 | 64% | 0 | 2 |
| 0 | 0 | 53% | 0.97 | 6.70 | 9.00 | $76 | 0.00 | 0.75 | -0.03 | 58% | 0 | 0 |
| 0 | 0 | 38% | 0.97 | 5.40 | 8.00 | $77 | 0.00 | 0.75 | -0.04 | 52% | 0 | 0 |
| 0 | 0 | 36% | 0.95 | 4.50 | 7.00 | $78 | 0.00 | 0.40 | -0.05 | 39% | 1 | 1 |
| 0 | 0 | 18% | 0.93 | 3.40 | 5.80 | $79 | 0.00 | 1.05 | -0.07 | 46% | 1 | 1 |
| 2 | 0 | 20% | 0.90 | 2.50 | 4.80 | $80 | 0.00 | 0.35 | -0.10 | 20% | 2 | 0 |
| 0 | 0 | 21% | 0.85 | 1.65 | 3.90 | $81 | 0.05 | 0.70 | -0.15 | 28% | 0 | 8 |
| 0 | 0 | 21% | 0.82 | 1.30 | 3.40 | $81.50 | 0.00 | 0.75 | -0.19 | 24% | 0 | 1 |
| 0 | 0 | 23% | 0.77 | 0.85 | 3.20 | $82 | 0.00 | 0.75 | -0.24 | 21% | 0 | 3 |
| 3 | 0 | 16% | 0.71 | 0.60 | 2.25 | $82.50 | 0.10 | 0.85 | -0.31 | 20% | 2 | 15 |
| 8 | 0 | 15% | 0.63 | 0.25 | 1.85 | $83 | 0.00 | 0.95 | -0.40 | 15% | 0 | 3 |
| 8 | 0 | 17% | 0.53 | 0.20 | 1.50 | $83.50 | 0.50 | 1.10 | -0.50 | 18% | 32 | 11 |
| 14 | 4 | 21% | 0.41 | 0.40 | 1.15 | $84 | 0.50 | 1.50 | -0.63 | 16% | 4 | 35 |
| 5 | 2 | 13% | 0.31 | 0.05 | 0.45 | $84.50 | 0.85 | 2.15 | -0.74 | 20% | 0 | 12 |
| 5 | 1 | 13% | 0.22 | 0.00 | 0.30 | $85 | 1.30 | 2.85 | -0.83 | 25% | 0 | 42 |
| 1 | 14 | 12% | 0.15 | 0.00 | 0.15 | $85.50 | 1.20 | 3.30 | -0.89 | 19% | 0 | 1 |
| 6 | 0 | 20% | 0.11 | 0.00 | 0.40 | $86 | 1.65 | 3.90 | -0.93 | 23% | 0 | 3 |
| 5 | 0 | 29% | 0.08 | 0.00 | 0.75 | $86.50 | 2.00 | 4.40 | -0.96 | 22% | 0 | 0 |
| 6 | 0 | 28% | 0.06 | 0.00 | 0.50 | $87 | 2.30 | 5.00 | -0.97 | 22% | 0 | 0 |
| 21 | 0 | 35% | 0.05 | 0.00 | 0.75 | $87.50 | 2.80 | 5.40 | -0.98 | 18% | 0 | 0 |
| 12 | 0 | 19% | 0.04 | 0.00 | 0.90 | $88 | 3.30 | 5.90 | -0.99 | 19% | 0 | 0 |
| 0 | 0 | 51% | 0.03 | 0.00 | 1.45 | $88.50 | 3.80 | 6.40 | -0.99 | 21% | 0 | 0 |
| 10 | 0 | 43% | 0.02 | 0.00 | 0.75 | $89 | 4.00 | 6.60 | -0.99 | — | 0 | 0 |
| 0 | 0 | 45% | 0.02 | 0.00 | 0.75 | $89.50 | 4.80 | 7.30 | -0.99 | — | 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 profit55%
Expected value+$9.77
Chance of losing45%
Max loss−$70.00
Capital at risk$70.00
Net debit$70.00
Breakeven cushion0.9% from spot
Net Δ
31
Γ
5.1
Θ / day
−$1.64
Vega
$1.14
Build your own
Start from a strategy
Add legs from the Oct 23 '26 chain to sketch any position and see its payoff + safety.