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Strike × expiry call / put mark IV. Listed cells only — missing side stays a gap, never averaged, never 0 IV. Empty when the chain has no IV cells. Research terminal — not a fitted surface.
Listed mark IV (%) across moneyness and expiry — missing stays a gap, never invented 0 IV. Not a fitted smile. Research terminal.
Listed deltas only — 10ΔP · 25ΔP · ATM · 25ΔC · 10ΔC. Linear Δ-space interpolate between listed wings inside the D-37 cap. Missing cells stay · never 0, never a 10Δ masquerading as 25Δ. Not a fitted smile.
| Exp \\ Δ | 10ΔP | 25ΔP | ATM | 25ΔC | 10ΔC |
|---|---|---|---|---|---|
| 10-30 | 92.1 | 81.7 | 81.2 | 90.3 | 104.9 |
| 11-27 | 92.6 | 82.1 | 81.6 | 90.8 | 104.9 |
| 12-25 | · | · | · | 91.9 | 106.6 |
Listed call / put mark IV — missing side is · not averaged, not invented 0 IV. Research terminal.
Strike × expiry · call / put mark IV (C over P) · listed cells only — missing side is · never averaged, never invented 0 IV · color = relative richness · click a listed cell to focus Chart GEX ?levels= for that listed strike
| K \\ Exp | 10-30 | 11-27 | 12-25 |
|---|---|---|---|
| 0 | 133133 | 116116 | 110110 |
| 0 | 105105 | 9696 | 9292 |
| 0 | 9191 | 8787 | ·· |
| 0 | 8484 | 8383 | 8282 |
| 0 | 8181 | 8181 | ·· |
| 0 | 8080 | 8080 | 8181 |
| 0 | 8282 | 8282 | ·· |
| 0 | 8686 | 8484 | ·· |
| 0 | 9090 | 8686 | 8585 |
| 0 | 9494 | 8989 | 8787 |
| 0 | 100100 | 9393 | ·· |
| 0 | ·· | 9696 | 9393 |
| 0 | ·· | ·· | 9797 |
| 0 | 115115 | 104104 | 9999 |
| 1 | 127127 | 113113 | 107107 |
| 1 | ·· | 119119 | 113113 |
| 1 | ·· | ·· | 118118 |
| 1 | ·· | ·· | 124124 |
| 1 | ·· | ·· | 130130 |
| 1 | ·· | ·· | 132132 |
| 2 | ·· | ·· | 132132 |
| 2 | ·· | ·· | 132132 |