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 | 34.6 | 31.4 | · | 30.8 | 33.2 |
| 09-30 | 36.0 | 32.6 | 31.6 | 33.2 | 36.9 |
| 10-01 | 38.0 | 34.6 | 34.1 | 34.7 | 37.7 |
| 10-02 | 39.9 | 36.5 | 35.5 | 36.8 | 39.2 |
| 10-09 | 38.8 | 35.5 | · | 34.7 | 36.3 |
| 10-16 | 38.8 | 35.7 | 34.7 | 34.8 | 36.8 |
| 10-30 | 39.0 | 36.0 | 35.2 | 35.6 | 37.4 |
| 11-06 | 41.9 | 37.8 | 36.1 | 36.9 | 39.7 |
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 | 10-16 | 10-30 | 11-06 |
|---|---|---|---|---|---|---|---|---|
| 40,000 | ·· | ·· | ·· | ·· | ·· | ·· | 8686 | ·· |
| 48,000 | ·· | ·· | ·· | ·· | ·· | ·· | 7373 | ·· |
| 54,000 | ·· | ·· | ·· | ·· | ·· | ·· | 6464 | ·· |
| 57,000 | ·· | ·· | ·· | ·· | ·· | ·· | 6060 | ·· |
| 60,000 | ·· | ·· | ·· | 6161 | ·· | ·· | 5555 | 5252 |
| 63,000 | ·· | ·· | ·· | ·· | ·· | ·· | 5050 | ·· |
| 66,000 | ·· | ·· | ·· | 7474 | 5151 | ·· | 4646 | 4646 |
| 69,000 | ·· | ·· | ·· | 7272 | 5454 | ·· | 4343 | ·· |
| 72,000 | ·· | ·· | ·· | 6363 | 4747 | 4141 | 4040 | 4141 |
| 75,000 | 7575 | 6969 | 5959 | 5454 | 4242 | 3939 | 3838 | ·· |
| 78,000 | 6969 | 5151 | 4646 | 4444 | 3838 | 3737 | 3636 | 3838 |
| 80,500 | ·· | 3838 | 3838 | 3838 | ·· | ·· | ·· | ·· |
| 82,000 | 3535 | 3434 | 3535 | 3636 | 3535 | 3535 | 3535 | 3636 |
| 82,800 | 3232 | ·· | ·· | ·· | ·· | ·· | ·· | ·· |
| 83,500 | 3131 | 3232 | 3434 | 3535 | ·· | ·· | ·· | ·· |
| 84,250 | 3030 | 3232 | 3333 | ·· | ·· | ·· | ·· | ·· |
| 85,000 | 3232 | 3333 | 3434 | 3636 | 3434 | 3535 | 3535 | 3636 |
| 85,750 | 3333 | 3434 | ·· | ·· | ·· | ·· | ·· | ·· |
| 86,500 | 3939 | 3737 | 3636 | 3636 | ·· | ·· | ·· | ·· |
| 87,500 | 4646 | 4040 | 3838 | 3838 | 3535 | ·· | ·· | ·· |
| 90,000 | 5454 | 4949 | 4343 | 4242 | 3636 | 3535 | 3535 | 3636 |
| 92,000 | 6363 | 4949 | 4848 | 4545 | 3737 | 3636 | 3636 | 3737 |
| 95,000 | 7878 | 4949 | 5151 | 5353 | 4040 | 3838 | 3737 | ·· |
| 98,000 | ·· | ·· | ·· | 5757 | 4242 | 3838 | 3838 | 3939 |
| 100,500 | ·· | ·· | ·· | 6060 | ·· | ·· | ·· | ·· |
| 105,000 | ·· | ·· | ·· | 5353 | ·· | ·· | 4141 | ·· |
| 115,000 | ·· | ·· | ·· | 5353 | ·· | ·· | 4747 | ·· |
| 130,000 | ·· | ·· | ·· | 5353 | ·· | ·· | ·· | ·· |