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Short Straddles — VTI
Data as of
Oct 20, 2026
DATA IS DELAYED
— showing Oct 20, 2026.
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Oct 20, 2026
Oct 19, 2026
Oct 16, 2026
Oct 15, 2026
Oct 14, 2026
Oct 13, 2026
Strategy
Expensive Calls
Expensive Puts
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Cheap Puts
Short Straddles
Long Straddles
Short Strangles
Long Strangles
Bull Call Spreads
Bear Call Spreads
Bull Put Spreads
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Calendar Put Spreads
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Diagonal Put Spreads
Volatility Skew
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Sort by
IVol Sum
% of Stock
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100
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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
VTI
377.09
01-19 370.00
0.127
64.30
0
01-19 370.00
0.287
25.80
0
90.10
23.89
0.41
VTI
377.09
01-19 375.00
0.127
61.20
1
01-19 375.00
0.283
28.00
0
89.20
23.66
0.41
VTI
377.09
01-19 385.00
0.127
55.10
0
01-19 385.00
0.280
30.80
0
85.90
22.78
0.41
VTI
377.09
12-15 385.00
0.127
54.50
0
12-15 385.00
0.276
30.50
0
85.00
22.54
0.40
VTI
377.09
12-15 370.00
0.127
64.00
0
12-15 370.00
0.276
25.30
0
89.30
23.68
0.40
VTI
377.09
12-15 375.00
0.127
60.50
0
12-15 375.00
0.275
26.90
1
87.40
23.18
0.40
VTI
377.09
01-19 380.00
0.127
59.00
0
01-19 380.00
0.275
29.30
0
88.30
23.42
0.40
VTI
377.09
12-15 380.00
0.127
57.50
1
12-15 380.00
0.269
28.70
0
86.20
22.86
0.40
VTI
377.09
06-16 380.00
0.139
47.70
0
06-16 380.00
0.239
25.00
0
72.70
19.28
0.38
VTI
377.09
01-21 370.00
0.162
45.70
0
01-21 370.00
0.206
16.60
0
62.30
16.52
0.37
VTI
377.09
01-21 380.00
0.159
39.10
0
01-21 380.00
0.208
21.50
0
60.60
16.07
0.37
VTI
377.09
06-16 375.00
0.122
50.90
0
06-16 375.00
0.240
23.00
0
73.90
19.60
0.36
VTI
377.09
01-21 375.00
0.160
42.20
1
01-21 375.00
0.201
19.00
0
61.20
16.23
0.36
VTI
377.09
01-21 385.00
0.154
35.80
0
01-21 385.00
0.198
23.50
0
59.30
15.73
0.35
VTI
377.09
06-16 370.00
0.119
54.20
0
06-16 370.00
0.232
21.50
0
75.70
20.08
0.35
VTI
377.09
03-19 370.00
0.184
25.10
0
03-19 370.00
0.157
9.70
0
34.80
9.23
0.34
VTI
377.09
01-15 370.00
0.178
18.50
0
01-15 370.00
0.156
6.30
0
24.80
6.58
0.33
VTI
377.09
11-20 370.00
0.187
12.50
2
11-20 370.00
0.146
3.10
22
15.60
4.14
0.33
VTI
377.09
03-19 375.00
0.178
20.50
0
03-19 375.00
0.148
10.50
0
31.00
8.22
0.33
VTI
377.09
12-18 370.00
0.180
16.60
0
12-18 370.00
0.146
5.00
78
21.60
5.73
0.33
VTI
377.09
12-18 375.00
0.180
12.80
0
12-18 375.00
0.136
6.30
0
19.10
5.07
0.32
VTI
377.09
03-19 380.00
0.168
17.40
0
03-19 380.00
0.143
12.00
0
29.40
7.80
0.31
VTI
377.09
03-19 385.00
0.163
13.70
10
03-19 385.00
0.132
14.70
0
28.40
7.53
0.30
VTI
377.09
01-15 375.00
0.154
14.80
0
01-15 375.00
0.139
7.20
12
22.00
5.83
0.29
VTI
377.09
11-20 375.00
0.162
8.30
6
11-20 375.00
0.131
4.20
14
12.50
3.32
0.29
VTI
377.09
12-18 380.00
0.160
9.40
1
12-18 380.00
0.124
8.10
0
17.50
4.64
0.28
VTI
377.09
01-15 380.00
0.152
12.30
2
01-15 380.00
0.123
9.20
0
21.50
5.70
0.28
VTI
377.09
01-15 385.00
0.152
8.60
0
01-15 385.00
0.114
11.50
0
20.10
5.33
0.27
VTI
377.09
11-20 380.00
0.146
5.20
145
11-20 380.00
0.115
6.20
0
11.40
3.02
0.26
VTI
377.09
12-18 385.00
0.145
5.80
19
12-18 385.00
0.109
10.00
0
15.80
4.19
0.25
VTI
377.09
11-20 385.00
0.131
2.80
78
11-20 385.00
0.103
8.60
0
11.40
3.02
0.23
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