🦞 VTI Options Analysis

Snapshot: 2026-07-27 14:01:00 · Generated: 2026-07-29 21:34 · 383 calls, 293 puts, 8 expiries
$364.8
Underlying
-2.3%
52-Week Drawdown
12.9%
HV (21d)
16.2%
ATM IV
+3.3pp
IV − HV Spread

Butterfly Price & Risk-Neutral Density

Volatility Smile by Expiry

IV Term Structure

Volatility Surface

Volatility Cone

Skew Term Structure

Open Interest Profile

IV/HV Timeline

Vol Regime Forward Returns

HV History with Regime Shading

Rolling Volatility Percentile

Forward Return Distribution by Regime

Density Heatmap Over Time

ATM IV by Expiry

Expiry Days To Expiry Atm Iv Call Iv Put Iv
0 2026-08-21 22 16.25 18.98 13.51
1 2026-09-18 50 18.06 21.56 14.57
2 2026-12-18 141 18.92 22.42 15.43
3 2027-01-15 169 18.32 21.62 15.03
4 2027-03-19 232 19.45 23.30 15.60
5 2028-01-21 540 21.24 26.38 16.09
6 2028-06-16 687 21.32 27.45 15.18
7 2028-12-15 869 23.09 29.41 16.77

Skew Metrics

Atm Iv Put 90 Iv Put Skew 90 Call 110 Iv Call Skew 110 Risk Reversal
0 16.61 27.61 11.00 16.53 -0.08 11.08

IV / HV Spread by Expiry

Expiry Days To Expiry Atm Iv Hv Spread
0 2026-08-21 22 16.25 11.30 4.95
1 2026-09-18 50 18.06 11.30 6.77
2 2026-12-18 141 18.92 11.30 7.63
3 2027-01-15 169 18.32 11.30 7.03
4 2027-03-19 232 19.45 11.30 8.16
5 2028-01-21 540 21.24 11.30 9.94
6 2028-06-16 687 21.32 11.30 10.02
7 2028-12-15 869 23.09 11.30 11.79