Wednesday, August 12
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 | 08-12 |
|---|---|
| $440 | 46.5 |
| $435 | 43.5 |
| $430 | 39.9 |
| $425 | 37.2 |
| $420 | 29.0 |
| $415 | 30.5 |
| $410 | 19.5 |
| $405 | 15.3 |
| $400 | 13.7 |
| $395 | 11.3 |
| $390 | 9.7 |
| $385 | 9.7 |
| $380 | 12.6 |
| $375 | 12.0 |
| $370 | 16.6 |
| $365 | 20.0 |
| $360 | 20.9 |
| $355 | 23.1 |
| $350 | 24.0 |
| $345 | 35.4 |
| $340 | 43.8 |
| $335 | 49.2 |
| $330 | — |
| $325 | 54.0 |
| $320 | 58.5 |
IV in vol points; small figure is the day-over-day change at that strike — coral richened, jade cheapened. Click rows to chart strikes.