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25Δ RR / fly from marked chain IVs. Smile is observed marks, not a fitted model. Research terminal.
Listed chain tenors only — not 7d / 30d / 90d buckets. Missing 25Δ wings or ATM stay —. Calendar is ATM IV minus front listed ATM.
| Tenor | ATM IV | 25Δ RR | 25Δ Fly | Cal vs front | Chart |
|---|---|---|---|---|---|
| 2026-09-29 | 28.4% | +1.71 pts | +4.57 pts | — | Chart |
| 2026-09-30 | 31.3% | +0.97 pts | +0.81 pts | +2.89 pts | Chart |
| 2026-10-01 | 33.6% | +0.83 pts | +0.87 pts | +5.24 pts | Chart |
| 2026-10-02 | 35.0% | +0.39 pts | +0.64 pts | +6.58 pts | Chart |
| 2026-10-09 | 34.2% | +1.20 pts | +0.75 pts | +5.80 pts | Chart |
| 2026-10-16 | 34.4% | +1.21 pts | +0.66 pts | +6.02 pts | Chart |
| 2026-10-30 | 35.0% | +0.64 pts | +0.62 pts | +6.59 pts | Chart |
| 2026-11-06 | 35.9% | +1.24 pts | +1.12 pts | +7.54 pts | Chart |
| 2026-11-27 | 37.0% | +0.29 pts | +0.63 pts | +8.63 pts | Chart |
| 2026-12-25 | 37.4% | +0.60 pts | +0.77 pts | +9.03 pts | Chart |
| 2027-03-26 | 38.3% | +0.33 pts | +0.92 pts | +9.88 pts | Chart |
| 2027-06-25 | 38.8% | +0.30 pts | +1.19 pts | +10.46 pts | Chart |
| 2027-09-24 | 39.5% | -0.05 pts | +1.26 pts | +11.13 pts | Chart |
| STRIKE | MONEYNESS | CALL IV | PUT IV | SKEW SPREAD | Chart |
|---|---|---|---|---|---|
| $70000 | 84.1% | 52.8% | 52.8% | 0.00 pts | Chart |
| $74000 | 88.9% | 75.6% | 75.6% | 0.00 pts | Chart |
| $75000 | 90.1% | 75.2% | 75.2% | 0.00 pts | Chart |
| $76000 | 91.3% | 75.1% | 75.1% | 0.00 pts | Chart |
| $77000 | 92.5% | 72.5% | 72.5% | 0.00 pts | Chart |
| $78000 | 93.7% | 65.3% | 65.3% | 0.00 pts | Chart |
| $79000 | 94.9% | 56.4% | 56.4% | 0.00 pts | Chart |
| $80000 | 96.1% | 49.1% | 49.1% | 0.00 pts | Chart |
| $81000 | 97.3% | 39.6% | 39.6% | 0.00 pts | Chart |
| $81500 | 97.9% | 35.9% | 35.9% | 0.00 pts | Chart |
| $82000 | 98.5% | 32.8% | 32.8% | 0.00 pts | Chart |
| $82500 | 99.1% | 30.5% | 30.5% | 0.00 pts | Chart |
| $82750 | 99.4% | 29.6% | 29.6% | 0.00 pts | Chart |
| $82800 | 99.4% | 30.5% | 30.6% | 0.11 pts | Chart |
| $83000 | 99.7% | 29.3% | 29.3% | 0.00 pts | Chart |
| $83200 | 99.9% | 25.1% | 25.1% | 0.00 pts | Chart |
| $83250 | 100.0% | 28.4% | 28.4% | 0.00 pts | Chart |
| $83300 | 100.0% | 29.9% | 30.1% | 0.14 pts | Chart |
| $83500 | 100.3% | 28.9% | 28.9% | 0.00 pts | Chart |
| $83700 | 100.5% | 30.0% | 30.0% | 0.00 pts | Chart |
| $83750 | 100.6% | 27.6% | 27.6% | 0.00 pts | Chart |
| $84000 | 100.9% | 28.8% | 28.8% | 0.00 pts | Chart |
| $84250 | 101.2% | 27.9% | 27.9% | 0.00 pts | Chart |
| $84500 | 101.5% | 29.4% | 29.4% | 0.00 pts | Chart |
| $84750 | 101.8% | 29.0% | 29.0% | 0.00 pts | Chart |
| $85000 | 102.1% | 30.4% | 30.4% | 0.00 pts | Chart |
| $85250 | 102.4% | 30.6% | 30.6% | 0.00 pts | Chart |
| $85500 | 102.7% | 32.5% | 32.5% | 0.00 pts | Chart |
| $85750 | 103.0% | 32.4% | 32.4% | 0.00 pts | Chart |
| $86000 | 103.3% | 36.3% | 36.3% | 0.00 pts | Chart |
| $86500 | 103.9% | 40.4% | 40.4% | 0.00 pts | Chart |
| $87000 | 104.5% | 42.4% | 42.4% | 0.00 pts | Chart |
| $87500 | 105.1% | 46.4% | 46.4% | 0.00 pts | Chart |
| $88000 | 105.7% | 48.3% | 48.3% | 0.00 pts | Chart |
| $89000 | 106.9% | 48.9% | 48.9% | 0.00 pts | Chart |
| $90000 | 108.1% | 53.7% | 53.7% | 0.00 pts | Chart |
| $91000 | 109.3% | 58.3% | 58.3% | 0.00 pts | Chart |
| $92000 | 110.5% | 63.3% | 63.3% | 0.00 pts | Chart |
| $93000 | 111.7% | 69.7% | 69.7% | 0.00 pts | Chart |
| $94000 | 112.9% | 75.0% | 75.0% | 0.00 pts | Chart |
| $95000 | 114.1% | 78.1% | 78.1% | 0.00 pts | Chart |
| $100000 | 120.1% | 34.4% | 34.4% | 0.00 pts | Chart |