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Bull Call Spreads — XSP
Data as of
Oct 19, 2026
DATA IS DELAYED
— showing Oct 19, 2026.
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Report date
Oct 19, 2026
Oct 16, 2026
Oct 15, 2026
Oct 14, 2026
Oct 13, 2026
Oct 12, 2026
Strategy
Expensive Calls
Expensive Puts
Cheap Calls
Cheap Puts
Short Straddles
Long Straddles
Short Strangles
Long Strangles
Bull Call Spreads
Bear Call Spreads
Bull Put Spreads
Bear Put Spreads
Calendar Call Spreads
Calendar Put Spreads
Diagonal Call Spreads
Diagonal Put Spreads
Volatility Skew
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Stock
Stock Price
Leg 1
IVol 1
Price 1
Volume 1
Leg 2
IVol 2
Price 2
Volume 2
Premium
Spread
Spread Ratio
Net IVol
P&L chart
XSP
769.07
07-16 770.00
0.183
55.93
0
07-16 771.00
0.183
54.95
0
0.98
1.00
1.02
-0.00
XSP
769.07
08-20 769.00
0.184
62.07
0
08-20 770.00
0.183
60.90
0
1.17
1.00
0.86
-0.00
XSP
769.07
06-17 769.00
0.183
52.17
0
06-17 770.00
0.182
50.95
0
1.22
1.00
0.82
-0.00
XSP
769.07
10-15 770.00
0.181
69.48
0
10-15 771.00
0.180
68.14
2
1.34
1.00
0.75
-0.00
XSP
769.07
11-20 768.00
0.157
15.03
60
11-20 769.00
0.156
14.29
6
0.74
1.00
1.35
-0.00
XSP
769.07
12-31 771.00
0.160
21.66
0
12-31 772.00
0.159
20.91
0
0.75
1.00
1.33
-0.00
XSP
769.07
01-29 769.00
0.170
28.75
52
01-29 770.00
0.169
27.96
1
0.79
1.00
1.27
-0.00
XSP
769.07
12-31 769.00
0.162
22.96
0
12-31 770.00
0.161
22.21
6
0.75
1.00
1.33
-0.00
XSP
769.07
01-29 768.00
0.171
29.41
1
01-29 769.00
0.170
28.61
52
0.80
1.00
1.25
-0.00
XSP
769.07
01-29 770.00
0.169
28.10
1
01-29 771.00
0.168
27.29
0
0.81
1.00
1.24
-0.00
XSP
769.07
01-29 771.00
0.168
27.46
0
01-29 772.00
0.167
26.65
0
0.81
1.00
1.24
-0.00
XSP
769.07
12-18 769.00
0.161
20.50
0
12-18 770.00
0.160
19.71
13
0.79
1.00
1.27
-0.00
XSP
769.07
11-30 771.00
0.149
14.86
1
11-30 772.00
0.148
14.16
6
0.70
1.00
1.43
-0.00
XSP
769.07
12-31 768.00
0.164
23.61
0
12-31 769.00
0.162
22.84
0
0.77
1.00
1.30
-0.00
XSP
769.07
12-18 771.00
0.158
19.22
2
12-18 772.00
0.157
18.45
2
0.77
1.00
1.30
-0.00
XSP
769.07
12-18 768.00
0.162
21.16
1
12-18 769.00
0.161
20.30
0
0.86
1.00
1.16
-0.00
XSP
769.07
12-18 770.00
0.160
19.85
13
12-18 771.00
0.158
19.07
2
0.78
1.00
1.28
-0.00
XSP
769.07
11-13 768.00
0.158
13.37
0
11-13 769.00
0.156
12.61
0
0.76
1.00
1.32
-0.00
XSP
769.07
11-05 769.00
0.155
10.40
0
11-05 770.00
0.153
9.65
0
0.75
1.00
1.33
-0.00
XSP
769.07
11-30 768.00
0.154
16.79
0
11-30 769.00
0.152
16.04
1
0.75
1.00
1.33
-0.00
XSP
769.07
11-27 771.00
0.151
14.48
0
11-27 772.00
0.150
13.74
0
0.74
1.00
1.35
-0.00
XSP
769.07
11-20 769.00
0.156
14.37
6
11-20 770.00
0.155
13.65
48
0.72
1.00
1.39
-0.00
XSP
769.07
11-27 770.00
0.153
15.10
6
11-27 771.00
0.151
14.36
0
0.74
1.00
1.35
-0.00
XSP
769.07
11-20 771.00
0.153
13.11
29
11-20 772.00
0.151
12.43
8
0.68
1.00
1.47
-0.00
XSP
769.07
11-30 769.00
0.152
16.13
1
11-30 770.00
0.151
15.38
2
0.75
1.00
1.33
-0.00
XSP
769.07
12-31 770.00
0.161
22.33
6
12-31 771.00
0.160
21.47
0
0.86
1.00
1.16
-0.00
XSP
769.07
11-20 770.00
0.155
13.75
48
11-20 771.00
0.153
13.04
29
0.71
1.00
1.41
-0.00
XSP
769.07
11-13 770.00
0.155
12.07
5
11-13 771.00
0.153
11.38
0
0.69
1.00
1.45
-0.00
XSP
769.07
11-30 770.00
0.151
15.48
2
11-30 771.00
0.149
14.69
1
0.79
1.00
1.27
-0.00
XSP
769.07
11-02 768.00
0.150
9.65
0
11-02 769.00
0.148
8.88
13
0.77
1.00
1.30
-0.00
XSP
769.07
11-04 771.00
0.150
8.83
3
11-04 772.00
0.148
8.08
2
0.75
1.00
1.33
-0.00
XSP
769.07
11-13 771.00
0.153
11.45
0
11-13 772.00
0.151
10.76
0
0.69
1.00
1.45
-0.00
XSP
769.07
11-06 770.00
0.157
10.33
4
11-06 771.00
0.155
9.62
1
0.71
1.00
1.41
-0.00
XSP
769.07
11-13 769.00
0.156
12.72
0
11-13 770.00
0.155
11.98
5
0.74
1.00
1.35
-0.00
XSP
769.07
10-29 768.00
0.156
8.60
0
10-29 769.00
0.154
7.80
9
0.80
1.00
1.25
-0.00
XSP
769.07
11-03 768.00
0.152
10.10
0
11-03 769.00
0.150
9.31
5
0.79
1.00
1.27
-0.00
XSP
769.07
11-06 769.00
0.159
10.94
100
11-06 770.00
0.157
10.17
4
0.77
1.00
1.30
-0.00
XSP
769.07
11-06 771.00
0.155
9.68
1
11-06 772.00
0.153
9.02
50
0.66
1.00
1.52
-0.00
XSP
769.07
11-03 771.00
0.145
8.21
7
11-03 772.00
0.143
7.50
6
0.71
1.00
1.41
-0.00
XSP
769.07
11-02 771.00
0.144
7.78
234
11-02 772.00
0.141
7.09
3
0.69
1.00
1.45
-0.00
XSP
769.07
10-28 768.00
0.150
7.93
0
10-28 769.00
0.148
7.13
0
0.80
1.00
1.25
-0.00
XSP
769.07
11-03 769.00
0.150
9.43
5
11-03 770.00
0.148
8.69
0
0.74
1.00
1.35
-0.00
XSP
769.07
11-03 770.00
0.148
8.81
0
11-03 771.00
0.145
8.08
7
0.73
1.00
1.37
-0.00
XSP
769.07
11-02 770.00
0.146
8.39
2
11-02 771.00
0.144
7.67
234
0.72
1.00
1.39
-0.00
XSP
769.07
11-02 769.00
0.148
9.01
13
11-02 770.00
0.146
8.26
2
0.75
1.00
1.33
-0.00
XSP
769.07
10-23 768.00
0.164
5.90
48
10-23 769.00
0.162
5.19
47
0.71
1.00
1.41
-0.00
XSP
769.07
10-30 769.00
0.158
8.52
5
10-30 770.00
0.156
7.84
204
0.68
1.00
1.47
-0.00
XSP
769.07
11-04 770.00
0.152
9.46
3
11-04 771.00
0.150
8.66
3
0.80
1.00
1.25
-0.00
XSP
769.07
11-06 768.00
0.161
11.60
14
11-06 769.00
0.159
10.80
100
0.80
1.00
1.25
-0.00
XSP
769.07
10-30 770.00
0.156
7.90
204
10-30 771.00
0.154
7.24
23
0.66
1.00
1.52
-0.00
XSP
769.07
10-22 768.00
0.160
5.10
15
10-22 769.00
0.158
4.38
31
0.72
1.00
1.39
-0.00
XSP
769.07
10-29 769.00
0.154
7.92
9
10-29 770.00
0.151
7.19
6
0.73
1.00
1.37
-0.00
XSP
769.07
10-28 770.00
0.145
6.60
0
10-28 771.00
0.143
5.93
0
0.67
1.00
1.49
-0.00
XSP
769.07
10-30 771.00
0.154
7.31
23
10-30 772.00
0.151
6.66
65
0.65
1.00
1.54
-0.00
XSP
769.07
10-28 771.00
0.143
6.02
0
10-28 772.00
0.140
5.37
3
0.65
1.00
1.54
-0.00
XSP
769.07
10-30 768.00
0.161
9.17
9
10-30 769.00
0.158
8.43
5
0.74
1.00
1.35
-0.00
XSP
769.07
10-27 769.00
0.140
6.43
4
10-27 770.00
0.137
5.72
8
0.71
1.00
1.41
-0.00
XSP
769.07
10-26 770.00
0.135
5.30
27
10-26 771.00
0.132
4.68
83
0.62
1.00
1.61
-0.00
XSP
769.07
10-27 771.00
0.134
5.22
5
10-27 772.00
0.131
4.56
17
0.66
1.00
1.52
-0.00
XSP
769.07
10-28 769.00
0.148
7.23
0
10-28 770.00
0.145
6.51
0
0.72
1.00
1.39
-0.00
XSP
769.07
10-26 768.00
0.140
6.61
30
10-26 769.00
0.138
5.83
9
0.78
1.00
1.28
-0.00
XSP
769.07
10-26 769.00
0.138
5.94
9
10-26 770.00
0.135
5.25
27
0.69
1.00
1.45
-0.00
XSP
769.07
10-26 771.00
0.132
4.72
83
10-26 772.00
0.129
4.12
30
0.60
1.00
1.67
-0.00
XSP
769.07
10-27 770.00
0.137
5.82
8
10-27 771.00
0.134
5.12
5
0.70
1.00
1.43
-0.00
XSP
769.07
10-23 771.00
0.154
4.07
144
10-23 772.00
0.150
3.50
307
0.57
1.00
1.75
-0.00
XSP
769.07
10-21 770.00
0.148
2.95
172
10-21 771.00
0.144
2.38
102
0.57
1.00
1.75
-0.00
XSP
769.07
10-27 768.00
0.143
7.17
5
10-27 769.00
0.140
6.33
4
0.84
1.00
1.19
-0.00
XSP
769.07
10-23 770.00
0.158
4.64
174
10-23 771.00
0.154
4.02
144
0.62
1.00
1.61
-0.00
XSP
769.07
10-22 771.00
0.149
3.29
15
10-22 772.00
0.145
2.73
38
0.56
1.00
1.79
-0.00
XSP
769.07
10-23 769.00
0.162
5.26
47
10-23 770.00
0.158
4.59
174
0.67
1.00
1.49
-0.00
XSP
769.07
10-22 769.00
0.158
4.46
31
10-22 770.00
0.154
3.80
127
0.66
1.00
1.52
-0.00
XSP
769.07
10-22 770.00
0.154
3.85
127
10-22 771.00
0.149
3.24
15
0.61
1.00
1.64
-0.00
XSP
769.07
10-21 771.00
0.144
2.42
102
10-21 772.00
0.139
1.91
143
0.51
1.00
1.96
-0.01
XSP
769.07
10-21 768.00
0.157
4.23
315
10-21 769.00
0.153
3.46
20
0.77
1.00
1.30
-0.01
XSP
769.07
10-21 769.00
0.153
3.56
20
10-21 770.00
0.148
2.90
172
0.66
1.00
1.52
-0.01
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