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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 |
|---|---|---|---|---|---|
| 09-29 | 61.4 | · | · | · | 65.1 |
| 09-30 | 68.8 | 60.8 | 57.7 | · | · |
| 10-02 | 72.4 | · | 62.4 | 63.8 | 69.1 |
| 10-09 | 69.9 | 66.5 | 65.2 | 65.6 | 67.6 |
| 10-30 | 72.5 | 70.4 | 69.6 | 70.0 | 71.7 |
| 12-25 | 77.2 | · | · | 75.6 | · |
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 | 09-29 | 09-30 | 10-02 | 10-09 | 10-30 | 12-25 |
|---|---|---|---|---|---|---|
| 0 | ·· | ·· | ·· | ·· | 7878 | 7777 |
| 0 | ·· | ·· | ·· | ·· | 7575 | ·· |
| 0 | ·· | ·· | 131131 | ·· | 7373 | 7676 |
| 0 | ·· | ·· | 122122 | ·· | ·· | ·· |
| 0 | ·· | ·· | 113113 | ·· | ·· | ·· |
| 0 | ·· | ·· | 109109 | 7575 | 7272 | ·· |
| 0 | ·· | ·· | 104104 | ·· | ·· | ·· |
| 0 | ·· | ·· | 9797 | ·· | ·· | ·· |
| 0 | ·· | ·· | 9090 | 7171 | 7171 | 7676 |
| 0 | ·· | ·· | 8383 | ·· | ·· | ·· |
| 0 | ·· | ·· | 7777 | 6868 | ·· | ·· |
| 0 | ·· | ·· | 7575 | 6868 | 7070 | ·· |
| 0 | ·· | 8080 | 7373 | 6767 | ·· | ·· |
| 0 | 8080 | 7272 | 6969 | 6666 | ·· | ·· |
| 0 | 7373 | 6868 | ·· | ·· | ·· | ·· |
| 0 | 6767 | 6565 | 6666 | 6666 | 7070 | 7575 |
| 0 | 6262 | 6262 | ·· | ·· | ·· | ·· |
| 0 | 5858 | 6060 | 6464 | 6565 | ·· | ·· |
| 0 | 5656 | 5959 | ·· | ·· | ·· | ·· |
| 0 | 5555 | 5858 | 6262 | 6565 | ·· | ·· |
| 0 | 5656 | 5858 | 6262 | ·· | 7070 | ·· |
| 0 | 5858 | 5858 | 6262 | 6565 | ·· | ·· |
| 0 | 6161 | ·· | ·· | ·· | ·· | ·· |
| 0 | 6565 | 6060 | 6363 | 6565 | ·· | ·· |
| 0 | 6969 | ·· | ·· | ·· | ·· | ·· |
| 0 | 7474 | 6464 | 6565 | 6565 | 7070 | 7575 |
| 0 | 8080 | ·· | ·· | ·· | ·· | ·· |
| 0 | 8585 | ·· | 6767 | 6666 | ·· | ·· |
| 0 | 9797 | ·· | 7070 | 6666 | ·· | ·· |
| 0 | ·· | ·· | 7171 | 6666 | 7070 | ·· |
| 0 | 108108 | ·· | 7373 | 6666 | ·· | ·· |
| 0 | ·· | ·· | 7777 | ·· | ·· | ·· |
| 0 | ·· | ·· | 8080 | 6868 | 7070 | 7575 |
| 0 | ·· | ·· | 9191 | 6969 | 7070 | ·· |
| 0 | ·· | ·· | 102102 | 7272 | 7171 | 7575 |
| 0 | ·· | ·· | ·· | ·· | 7272 | 7676 |
| 0 | ·· | ·· | ·· | ·· | 7373 | 7676 |
| 0 | ·· | ·· | ·· | ·· | ·· | 7777 |