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Long Straddles — XSP
Data as of
Oct 19, 2026
DATA IS DELAYED
— showing Oct 19, 2026.
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Oct 19, 2026
Oct 16, 2026
Oct 15, 2026
Oct 14, 2026
Oct 13, 2026
Oct 12, 2026
Strategy
Expensive Calls
Expensive Puts
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Short Straddles
Long Straddles
Short Strangles
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Diagonal Put Spreads
Volatility Skew
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IVol Sum
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Stock
Stock Price
Call
IVol 1
Price 1
Volume 1
Put
IVol 2
Price 2
Volume 2
Premium
% of Stock
IVol Sum
P&L chart
XSP
769.07
10-26 771.00
0.132
4.68
83
10-26 771.00
0.106
5.63
33
10.31
1.34
0.24
XSP
769.07
10-27 771.00
0.134
5.12
5
10-27 771.00
0.108
6.02
14
11.14
1.45
0.24
XSP
769.07
10-26 770.00
0.135
5.25
27
10-26 770.00
0.110
5.21
73
10.46
1.36
0.24
XSP
769.07
10-27 770.00
0.137
5.72
8
10-27 770.00
0.111
5.61
32
11.33
1.47
0.25
XSP
769.07
10-19 768.00
0.124
0.88
3,390
10-19 768.00
0.124
0.01
4,460
0.89
0.12
0.25
XSP
769.07
10-19 769.00
0.124
0.07
6,295
10-19 769.00
0.124
0.10
10,581
0.17
0.02
0.25
XSP
769.07
10-19 770.00
0.124
0.00
8,733
10-19 770.00
0.124
1.20
17,663
1.20
0.16
0.25
XSP
769.07
10-19 771.00
0.124
0.00
10,039
10-19 771.00
0.124
2.52
5,051
2.52
0.33
0.25
XSP
769.07
10-20 768.00
0.124
3.04
184
10-20 768.00
0.124
1.47
494
4.51
0.59
0.25
XSP
769.07
10-20 769.00
0.124
2.45
312
10-20 769.00
0.124
1.82
901
4.27
0.56
0.25
XSP
769.07
10-20 770.00
0.124
1.88
788
10-20 770.00
0.124
2.26
1,035
4.14
0.54
0.25
XSP
769.07
10-20 771.00
0.124
1.39
1,095
10-20 771.00
0.124
2.83
369
4.22
0.55
0.25
XSP
769.07
10-26 769.00
0.138
5.83
9
10-26 769.00
0.112
4.75
39
10.58
1.38
0.25
XSP
769.07
10-27 769.00
0.140
6.33
4
10-27 769.00
0.115
5.20
1
11.53
1.50
0.26
XSP
769.07
10-26 768.00
0.140
6.37
30
10-26 768.00
0.115
4.39
17
10.76
1.40
0.26
XSP
769.07
10-21 771.00
0.144
2.38
102
10-21 771.00
0.112
3.74
142
6.12
0.80
0.26
XSP
769.07
10-28 771.00
0.143
5.93
0
10-28 771.00
0.117
6.74
10
12.67
1.65
0.26
XSP
769.07
10-27 768.00
0.143
6.94
5
10-27 768.00
0.117
4.85
14
11.79
1.53
0.26
XSP
769.07
11-02 771.00
0.144
7.67
234
11-02 771.00
0.117
8.13
18
15.80
2.05
0.26
XSP
769.07
11-03 771.00
0.145
8.08
7
11-03 771.00
0.118
8.44
0
16.52
2.15
0.26
XSP
769.07
11-02 770.00
0.146
8.26
2
11-02 770.00
0.119
7.66
13
15.92
2.07
0.27
XSP
769.07
10-28 770.00
0.145
6.51
0
10-28 770.00
0.120
6.29
11
12.80
1.66
0.27
XSP
769.07
10-21 770.00
0.148
2.90
172
10-21 770.00
0.118
3.22
237
6.12
0.80
0.27
XSP
769.07
11-03 770.00
0.148
8.69
0
11-03 770.00
0.120
8.00
7
16.69
2.17
0.27
XSP
769.07
11-30 771.00
0.149
14.69
1
11-30 771.00
0.120
13.29
1
27.98
3.64
0.27
XSP
769.07
11-02 769.00
0.148
8.88
13
11-02 769.00
0.121
7.28
3
16.16
2.10
0.27
XSP
769.07
10-28 769.00
0.148
7.13
0
10-28 769.00
0.123
5.92
0
13.05
1.70
0.27
XSP
769.07
11-16 770.00
0.150
12.27
1
11-16 770.00
0.121
10.82
13
23.09
3.00
0.27
XSP
769.07
11-09 770.00
0.150
10.51
0
11-09 770.00
0.122
9.46
0
19.97
2.60
0.27
XSP
769.07
11-30 770.00
0.151
15.38
2
11-30 770.00
0.121
12.93
2
28.31
3.68
0.27
XSP
769.07
11-27 771.00
0.151
14.36
0
11-27 771.00
0.121
12.98
0
27.34
3.56
0.27
XSP
769.07
11-03 769.00
0.150
9.31
5
11-03 769.00
0.122
7.62
3
16.93
2.20
0.27
XSP
769.07
11-04 771.00
0.150
8.66
3
11-04 771.00
0.122
8.96
10
17.62
2.29
0.27
XSP
769.07
11-02 768.00
0.150
9.46
0
11-02 768.00
0.123
6.93
0
16.39
2.13
0.27
XSP
769.07
10-22 771.00
0.149
3.24
15
10-22 771.00
0.124
4.51
37
7.75
1.01
0.27
XSP
769.07
10-21 769.00
0.153
3.46
20
10-21 769.00
0.122
2.76
87
6.22
0.81
0.28
XSP
769.07
11-30 769.00
0.152
16.04
1
11-30 769.00
0.123
12.57
0
28.61
3.72
0.28
XSP
769.07
11-27 770.00
0.153
15.01
6
11-27 770.00
0.122
12.61
7
27.62
3.59
0.28
XSP
769.07
10-23 771.00
0.154
4.02
144
10-23 771.00
0.121
4.99
143
9.01
1.17
0.28
XSP
769.07
10-28 768.00
0.150
7.65
0
10-28 768.00
0.125
5.54
0
13.19
1.72
0.28
XSP
769.07
11-13 771.00
0.153
11.38
0
11-13 771.00
0.123
10.83
41
22.21
2.89
0.28
XSP
769.07
11-10 770.00
0.153
11.06
4
11-10 770.00
0.123
9.81
0
20.87
2.71
0.28
XSP
769.07
11-03 768.00
0.152
9.89
0
11-03 768.00
0.125
7.26
0
17.15
2.23
0.28
XSP
769.07
11-11 770.00
0.153
11.31
0
11-11 770.00
0.124
10.03
0
21.34
2.78
0.28
XSP
769.07
10-29 770.00
0.151
7.19
6
10-29 770.00
0.125
6.89
29
14.08
1.83
0.28
XSP
769.07
11-04 770.00
0.152
9.26
3
11-04 770.00
0.124
8.59
8
17.85
2.32
0.28
XSP
769.07
11-20 771.00
0.153
13.04
29
11-20 771.00
0.124
12.17
20
25.21
3.28
0.28
XSP
769.07
11-12 770.00
0.153
11.61
0
11-12 770.00
0.124
10.26
0
21.87
2.84
0.28
XSP
769.07
11-30 768.00
0.154
16.69
0
11-30 768.00
0.124
12.20
4
28.89
3.76
0.28
XSP
769.07
10-30 771.00
0.154
7.24
23
10-30 771.00
0.125
7.68
68
14.92
1.94
0.28
XSP
769.07
11-05 770.00
0.153
9.65
0
11-05 770.00
0.125
8.78
2
18.43
2.40
0.28
XSP
769.07
12-04 770.00
0.154
16.55
11
12-04 770.00
0.124
13.81
19
30.36
3.95
0.28
XSP
769.07
11-13 770.00
0.155
11.98
5
11-13 770.00
0.125
10.44
47
22.42
2.92
0.28
XSP
769.07
10-22 770.00
0.154
3.80
127
10-22 770.00
0.126
4.04
94
7.84
1.02
0.28
XSP
769.07
11-06 771.00
0.155
9.62
1
11-06 771.00
0.125
9.54
2
19.16
2.49
0.28
XSP
769.07
11-20 770.00
0.155
13.65
48
11-20 770.00
0.126
11.80
56
25.45
3.31
0.28
XSP
769.07
11-05 769.00
0.155
10.21
0
11-05 769.00
0.127
8.41
1
18.62
2.42
0.28
XSP
769.07
10-29 769.00
0.154
7.80
9
10-29 769.00
0.128
6.51
17
14.31
1.86
0.28
XSP
769.07
11-13 769.00
0.156
12.61
0
11-13 769.00
0.126
10.08
5
22.69
2.95
0.28
XSP
769.07
11-06 770.00
0.157
10.17
4
11-06 770.00
0.126
9.13
70
19.30
2.51
0.28
XSP
769.07
10-30 770.00
0.156
7.84
204
10-30 770.00
0.127
7.27
217
15.11
1.97
0.28
XSP
769.07
11-20 769.00
0.156
14.29
6
11-20 769.00
0.127
11.45
8
25.74
3.35
0.28
XSP
769.07
10-23 770.00
0.158
4.59
174
10-23 770.00
0.126
4.57
228
9.16
1.19
0.28
XSP
769.07
10-21 768.00
0.157
4.03
315
10-21 768.00
0.127
2.39
49
6.42
0.84
0.28
XSP
769.07
11-10 768.00
0.157
12.35
0
11-10 768.00
0.127
9.03
0
21.38
2.78
0.28
XSP
769.07
12-04 768.00
0.157
17.84
0
12-04 768.00
0.127
13.15
0
30.99
4.03
0.29
XSP
769.07
12-18 771.00
0.158
19.07
2
12-18 771.00
0.126
16.42
0
35.49
4.62
0.29
XSP
769.07
12-31 771.00
0.160
21.47
0
12-31 771.00
0.125
17.63
0
39.10
5.08
0.29
XSP
769.07
11-20 768.00
0.157
14.90
60
11-20 768.00
0.129
11.09
7
25.99
3.38
0.29
XSP
769.07
11-13 768.00
0.158
13.17
0
11-13 768.00
0.128
9.73
26
22.90
2.98
0.29
XSP
769.07
10-29 768.00
0.156
8.33
0
10-29 768.00
0.130
6.15
7
14.48
1.88
0.29
XSP
769.07
10-22 769.00
0.158
4.38
31
10-22 769.00
0.129
3.58
28
7.96
1.04
0.29
XSP
769.07
11-06 769.00
0.159
10.80
100
11-06 769.00
0.128
8.76
7
19.56
2.54
0.29
XSP
769.07
12-18 770.00
0.160
19.71
13
12-18 770.00
0.128
16.01
29
35.72
4.65
0.29
XSP
769.07
10-30 769.00
0.158
8.43
5
10-30 769.00
0.129
6.89
5
15.32
1.99
0.29
XSP
769.07
12-31 770.00
0.161
22.21
6
12-31 770.00
0.127
17.29
209
39.50
5.14
0.29
XSP
769.07
12-18 769.00
0.161
20.30
0
12-18 769.00
0.129
15.67
1
35.97
4.68
0.29
XSP
769.07
12-31 769.00
0.162
22.84
0
12-31 769.00
0.128
16.94
14
39.78
5.17
0.29
XSP
769.07
11-06 768.00
0.161
11.45
14
11-06 768.00
0.131
8.42
0
19.87
2.58
0.29
XSP
769.07
10-23 769.00
0.162
5.19
47
10-23 769.00
0.130
4.16
153
9.35
1.22
0.29
XSP
769.07
12-18 768.00
0.162
20.94
1
12-18 768.00
0.130
15.39
1
36.33
4.72
0.29
XSP
769.07
12-31 768.00
0.164
23.51
0
12-31 768.00
0.129
16.65
7
40.16
5.22
0.29
XSP
769.07
10-30 768.00
0.161
9.08
9
10-30 768.00
0.132
6.53
15
15.61
2.03
0.29
XSP
769.07
01-15 770.00
0.166
25.36
9
01-15 770.00
0.127
18.76
19
44.12
5.74
0.29
XSP
769.07
10-22 768.00
0.160
4.91
15
10-22 768.00
0.134
3.22
23
8.13
1.06
0.29
XSP
769.07
01-29 771.00
0.168
27.29
0
01-29 771.00
0.128
20.63
0
47.92
6.23
0.30
XSP
769.07
01-29 770.00
0.169
27.96
1
01-29 770.00
0.129
20.26
6
48.22
6.27
0.30
XSP
769.07
10-23 768.00
0.164
5.72
48
10-23 768.00
0.134
3.81
185
9.53
1.24
0.30
XSP
769.07
01-29 769.00
0.170
28.61
52
01-29 769.00
0.130
19.98
0
48.59
6.32
0.30
XSP
769.07
01-29 768.00
0.171
29.28
1
01-29 768.00
0.131
19.65
2
48.93
6.36
0.30
XSP
769.07
02-19 770.00
0.171
31.63
1
02-19 770.00
0.132
22.39
0
54.02
7.02
0.30
XSP
769.07
02-26 770.00
0.172
32.86
2
02-26 770.00
0.134
23.12
6
55.98
7.28
0.31
XSP
769.07
03-19 770.00
0.175
36.41
0
03-19 770.00
0.138
25.25
14
61.66
8.02
0.31
XSP
769.07
03-31 770.00
0.175
38.20
0
03-31 770.00
0.139
26.14
4
64.34
8.37
0.31
XSP
769.07
04-16 770.00
0.178
41.16
0
04-16 770.00
0.142
27.43
7
68.59
8.92
0.32
XSP
769.07
05-21 770.00
0.181
46.87
0
05-21 770.00
0.149
30.35
2
77.22
10.04
0.33
XSP
769.07
06-17 770.00
0.182
50.95
0
06-17 770.00
0.153
32.29
0
83.24
10.82
0.34
XSP
769.07
06-17 769.00
0.183
51.62
0
06-17 769.00
0.154
31.98
0
83.60
10.87
0.34
XSP
769.07
07-16 770.00
0.183
55.50
0
07-16 770.00
0.158
34.12
0
89.62
11.65
0.34
XSP
769.07
08-20 770.00
0.183
60.90
0
08-20 770.00
0.164
36.41
0
97.31
12.65
0.35
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