Sunday, October 18
VTI fixed-strike vol
Fixed-strike vol
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.
| Strike | 10-18 |
|---|---|
| $445 | 26.7 |
| $440 | 28.0 |
| $435 | 29.4 |
| $430 | 27.6 |
| $425 | 19.4 |
| $420 | 20.3 |
| $415 | 18.0 |
| $410 | 16.0 |
| $405 | 13.9 |
| $400 | 12.3 |
| $395 | 11.3 |
| $390 | 11.4 |
| $385 | 12.0 |
| $380 | 12.9 |
| $375 | 13.4 |
| $370 | 15.6 |
| $365 | 17.4 |
| $360 | 19.8 |
| $355 | 20.6 |
| $350 | 22.1 |
| $345 | 23.4 |
| $340 | 25.1 |
| $335 | 26.6 |
| $330 | 28.0 |
| $325 | 29.2 |
IV in vol points; small figure is the day-over-day change at that strike — coral richened, jade cheapened. Click rows to chart strikes.