Resolving liquidity matrix...
Loading listed desk
Observed mark IV on identical strikes · observed tenors only · thin stays — · not an arb book · research terminal, not an OMS
Listed expiries with cross-venue mark IV — no 7d/30d fill-ins, thin stays —
No observed tenors on this chain — not filling 7d / 30d / 90d with invented IV.
Observed IV difference (pts) on identical contracts — not an arb book
No observed IV pairs
No cross-venue mark IV pairs on this chain. Soft empty — not an invented arb book, no invented IV.
SourcesObserved mark IV only — missing venue IV stays —, never 0. Research terminal, not an OMS.
| CONTRACT | VENUES & MARK IV | SPREAD (PTS) | RICH VENUE | CHEAP VENUE |
|---|---|---|---|---|
| No rows at this threshold — table stays empty, not filled with a fake pair. | ||||