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Wednesday, August 12

VOO fixed-strike vol

Fixed-strike volspot $709.80 · 1 day

One capture day so far — the grid fills out a column per day this page or the options desk is opened. Changes and the time chart light up from day two.

Strike08-12
$74019.0
$737.5026.8
$73519.7
$732.5017.4
$73013.6
$727.5020.3
$72513.2
$722.5011.5
$72012.1
$717.5011.7
$71512.4
$712.5010.8
$710ATM10.7
$707.5013.5
$70514.0
$702.5013.8
$70013.9
$697.5014.9
$69515.4
$692.5016.6
$69017.0
$687.5022.5
$68521.1
$682.5027.3
$68023.7

IV in vol points; small figure is the day-over-day change at that strike — coral richened, jade cheapened. Click rows to chart strikes.