Wednesday, August 12
VXUS options
VXUS$87.06delayed
Call-heavy / bullishATM IV· 2d
18.8%
Exp. move ±1σ
±$1.21
Max pain
$86
P/C ratio (OI)· whole chain
0.50
Skew
Upside (calls bid)
Dealer GEX· positive · pinning
$258.7K
9 expiries · 564 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | 0.99 | 4.00 | 7.90 | $81 | 0.00 | 0.25 | -0.01 | 53% | 0 | 1 |
| 0 | 0 | — | 0.99 | 3.50 | 7.40 | $81.50 | 0.00 | 0.65 | -0.01 | 64% | 0 | 0 |
| 0 | 0 | — | 0.99 | 3.00 | 6.90 | $82 | 0.00 | 0.25 | -0.01 | 46% | 0 | 1 |
| 0 | 0 | — | 0.98 | 2.30 | 6.40 | $82.50 | 0.00 | 0.40 | -0.02 | 48% | 0 | 1 |
| 1 | 0 | — | 0.98 | 2.50 | 5.10 | $83 | 0.00 | 0.25 | -0.02 | 38% | 0 | 1 |
| 0 | 0 | — | 0.97 | 1.30 | 5.50 | $83.50 | 0.00 | 0.80 | -0.03 | 50% | 0 | 0 |
| 1 | 0 | 24% | 0.95 | 1.05 | 5.00 | $84 | 0.00 | 0.15 | -0.05 | 27% | 0 | 9 |
| 22 | 0 | 30% | 0.93 | 0.80 | 4.50 | $84.50 | 0.00 | 0.40 | -0.07 | 31% | 0 | 0 |
| 13 | 10 | 21% | 0.89 | 0.25 | 3.90 | $85 | 0.00 | 0.65 | -0.11 | 33% | 0 | 0 |
| 17 | 0 | 41% | 0.83 | 0.30 | 4.00 | $85.50 | 0.00 | 2.30 | -0.17 | 57% | 0 | 5 |
| 13 | 0 | 36% | 0.75 | 0.00 | 3.40 | $86 | 0.00 | 0.50 | -0.25 | 20% | 0 | 44 |
| 56 | 0 | 42% | 0.64 | 0.60 | 2.55 | $86.50 | 0.00 | 0.65 | -0.37 | 17% | 28 | 34 |
| 58 | 1 | 19% | 0.50 | 0.40 | 0.75 | $87 | 0.00 | 1.25 | -0.52 | 19% | 4 | 14 |
| 58 | 27 | 14% | 0.34 | 0.15 | 0.30 | $87.50 | 0.00 | 1.00 | -0.68 | — | 5 | 13 |
| 18 | 0 | 22% | 0.21 | 0.05 | 0.55 | $88 | 0.00 | 3.30 | -0.83 | 33% | 0 | 3 |
| 5 | 4 | 14% | 0.11 | 0.00 | 0.10 | $88.50 | 0.20 | 3.70 | -0.93 | 31% | 0 | 0 |
| 4 | 0 | 21% | 0.06 | 0.00 | 0.20 | $89 | 0.85 | 3.70 | -0.98 | 28% | 0 | 0 |
| 0 | 0 | 62% | 0.03 | 0.00 | 1.95 | $89.50 | 0.50 | 4.60 | -1.00 | — | 0 | 0 |
| 0 | 0 | 30% | 0.02 | 0.00 | 0.25 | $90 | 1.15 | 5.00 | -1.00 | — | 0 | 0 |
| 0 | 0 | 76% | 0.01 | 0.00 | 2.15 | $90.50 | 1.65 | 5.00 | -1.00 | — | 0 | 1 |
| 0 | 0 | 81% | 0.00 | 0.00 | 2.15 | $91 | 2.65 | 6.30 | -1.00 | 54% | 0 | 1 |
| 0 | 0 | 90% | 0.00 | 0.00 | 2.15 | $92 | 3.10 | 7.20 | -1.00 | 37% | 0 | 0 |
| 6 | 0 | 99% | 0.00 | 0.00 | 2.15 | $93 | 4.10 | 8.20 | -1.00 | 43% | 0 | 0 |
Shaded row is nearest spot.
Strategy builderAug 14 '26 · 2d
Your view
Risk appetite
Long call · safetyestimates · market-implied (lognormal)
Value nowsolid = expiry
P&L distribution at expiry
Probability of profit48%
Expected value+$55.86
Chance of losing52%
Max loss−$57.50
Capital at risk$57.50
Net debit$57.50
Breakeven cushion0.6% from spot
Net Δ
50
Γ
30.6
Θ / day
−$9.43
Vega
$3.16
Build your own
Start from a strategy
Add legs from the Aug 14 '26 chain to sketch any position and see its payoff + safety.