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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 | 77.6 | · | · | 65.9 | 74.1 |
| 11-27 | 82.3 | · | · | 69.5 | 77.3 |
| 12-25 | 82.9 | · | 66.3 | 71.4 | 81.0 |
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 | 116116 | 118118 | 110110 |
| 0 | 116116 | ·· | ·· |
| 0 | 9999 | 9090 | 8686 |
| 0 | 8989 | ·· | ·· |
| 0 | 7979 | 7676 | 7575 |
| 0 | 7070 | ·· | ·· |
| 0 | 6464 | 6767 | 6868 |
| 0 | 6161 | 6565 | ·· |
| 0 | 6262 | 6565 | 6666 |
| 0 | 6464 | 6666 | 6767 |
| 0 | 6767 | 6868 | 6868 |
| 0 | 7171 | 7070 | ·· |
| 0 | 7474 | 7272 | 7171 |
| 0 | 8080 | 7676 | 7575 |
| 0 | ·· | 7979 | 7878 |
| 0 | ·· | 8282 | 8181 |
| 0 | 9191 | 8484 | 8282 |
| 0 | 9696 | 9090 | 8989 |
| 0 | ·· | 9595 | 9494 |
| 0 | 9696 | 9999 | 9898 |
| 1 | ·· | ·· | 105105 |
| 1 | ·· | ·· | 105105 |
| 1 | ·· | ·· | 105105 |
| 1 | ·· | ·· | 105105 |
| 1 | ·· | ·· | 105105 |