Loading listed desk
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 |
|---|---|---|---|---|---|
| 09-29 | 33.9 | 30.6 | 54.7 | 30.6 | 34.4 |
| 09-30 | 43.6 | 36.1 | 51.3 | 34.3 | 75.0 |
| 10-01 | · | · | 62.2 | 76.9 | · |
| 10-02 | 45.9 | 37.9 | 64.8 | 40.0 | 40.2 |
| 10-09 | 44.1 | 40.0 | 40.5 | 38.5 | 40.8 |
| 10-30 | 42.4 | 40.7 | 41.8 | 41.9 | 41.5 |
| 12-25 | 48.3 | 46.2 | 45.4 | 45.8 | 47.3 |
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 | 09-29 | 09-30 | 10-01 | 10-02 | 10-09 | 10-30 | 12-25 |
|---|---|---|---|---|---|---|---|
| 540 | ·· | ·· | ·· | ·· | ·· | 4444 | ·· |
| 560 | ·· | ·· | ·· | ·· | ·· | 4444 | ·· |
| 580 | ·· | ·· | ·· | ·· | ·· | 4343 | 4848 |
| 600 | ·· | ·· | ·· | ·· | ·· | 4343 | 4848 |
| 630 | ·· | ·· | ·· | ·· | 5776 | 4343 | ·· |
| 650 | ·· | ·· | ·· | 7171 | ·· | 4242 | ·· |
| 670 | ·· | ·· | ·· | 5791 | ·· | 4242 | ·· |
| 690 | ·· | ·· | ·· | 5454 | 4545 | 4242 | ·· |
| 705 | 57105 | ·· | ·· | ·· | ·· | ·· | ·· |
| 715 | ·· | ·· | ·· | 4545 | ·· | ·· | ·· |
| 725 | ·· | ·· | ·· | 4343 | ·· | ·· | ·· |
| 735 | 4242 | 5742 | ·· | 4040 | 4040 | ·· | ·· |
| 744 | 3535 | 3737 | ·· | ·· | ·· | ·· | ·· |
| 746 | 3434 | 3737 | ·· | ·· | ·· | ·· | ·· |
| 750 | 8072 | 5736 | 5736 | 3838 | 3939 | 4242 | ·· |
| 754 | 3131 | 3535 | ·· | ·· | ·· | ·· | ·· |
| 756 | 3030 | 3434 | ·· | ·· | ·· | ·· | ·· |
| 760 | 5732 | 5735 | 6035 | 7334 | 4236 | 4242 | 4545 |
| 764 | 3030 | 3434 | ·· | ·· | ·· | ·· | ·· |
| 766 | 3030 | 3434 | ·· | ·· | ·· | ·· | ·· |
| 770 | 3457 | 3157 | 7757 | 3737 | 3939 | 4242 | ·· |
| 774 | 3333 | 3434 | ·· | ·· | ·· | ·· | ·· |
| 776 | 3434 | 3535 | ·· | ·· | ·· | ·· | ·· |
| 780 | 7557 | 7757 | 7257 | 4152 | 3734 | 3844 | 4545 |
| 784 | 3838 | ·· | ·· | ·· | ·· | ·· | ·· |
| 786 | 3939 | ·· | ·· | ·· | ·· | ·· | ·· |
| 790 | 8457 | 4057 | 7657 | 3838 | 3939 | 4242 | ·· |
| 794 | 4545 | ·· | ·· | ·· | ·· | ·· | ·· |
| 796 | 4646 | ·· | ·· | ·· | ·· | ·· | ·· |
| 805 | 5353 | 10557 | ·· | 4040 | ·· | ·· | ·· |
| 815 | ·· | ·· | ·· | 4242 | ·· | ·· | ·· |
| 825 | 10557 | ·· | ·· | ·· | ·· | ·· | ·· |
| 840 | ·· | ·· | 10557 | 6263 | 4157 | 4242 | 4545 |
| 855 | 10557 | ·· | ·· | ·· | ·· | ·· | ·· |
| 870 | ·· | ·· | ·· | 6657 | ·· | ·· | ·· |
| 900 | ·· | ·· | ·· | 10457 | 6657 | 4157 | 4646 |
| 940 | ·· | ·· | ·· | ·· | ·· | 4242 | 4646 |
| 960 | ·· | ·· | ·· | ·· | 8057 | 6657 | 4646 |
| 1,050 | ·· | ·· | ·· | ·· | ·· | ·· | 4747 |