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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 | · | · | · | · | 94.9 |
| 09-30 | 108.5 | 101.2 | · | 99.1 | · |
| 10-02 | 124.3 | 112.7 | 107.6 | 108.7 | 115.4 |
| 10-09 | 117.2 | 114.0 | 112.6 | 113.2 | 115.2 |
| 10-30 | 121.4 | 121.1 | 121.0 | 121.1 | 121.4 |
| 12-25 | 133.4 | 131.9 | 131.5 | 132.3 | 134.0 |
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 | 09-29 | 09-30 | 10-02 | 10-09 | 10-30 | 12-25 |
|---|---|---|---|---|---|---|
| 0 | ·· | ·· | ·· | ·· | 125125 | ·· |
| 0 | ·· | ·· | ·· | ·· | 124124 | 136136 |
| 0 | ·· | ·· | 33 | ·· | 123123 | ·· |
| 0 | ·· | ·· | 33 | ·· | 123123 | 134134 |
| 0 | ·· | ·· | 33 | ·· | 122122 | ·· |
| 0 | ·· | ·· | 33 | 138138 | 122122 | 133133 |
| 0 | ·· | ·· | 22 | ·· | 122122 | 133133 |
| 0 | ·· | ·· | 22 | 129129 | 122122 | 133133 |
| 0 | ·· | ·· | 194194 | 126126 | 122122 | ·· |
| 0 | ·· | ·· | 177177 | 123123 | 121121 | 132132 |
| 0 | ·· | ·· | 163163 | 121121 | ·· | ·· |
| 0 | ·· | ·· | 150150 | 118118 | 121121 | 132132 |
| 0 | ·· | ·· | 139139 | 117117 | ·· | ·· |
| 0 | ·· | ·· | 129129 | 115115 | 121121 | 132132 |
| 0 | ·· | 119119 | 121121 | 114114 | ·· | ·· |
| 0 | 108108 | 109109 | 115115 | 114114 | 121121 | 132132 |
| 0 | 100100 | 105105 | ·· | ·· | ·· | ·· |
| 0 | 9393 | 102102 | 111111 | 113113 | 121121 | 132132 |
| 0 | 8888 | 100100 | ·· | ·· | ·· | ·· |
| 0 | 8686 | 9999 | 108108 | 113113 | 121121 | ·· |
| 0 | 8686 | 9898 | ·· | ·· | ·· | ·· |
| 0 | 8888 | 9898 | 107107 | 113113 | ·· | ·· |
| 0 | 9191 | 9999 | ·· | ·· | ·· | ·· |
| 0 | 9696 | 100100 | 108108 | 113113 | 121121 | ·· |
| 0 | 102102 | ·· | ·· | ·· | ·· | ·· |
| 0 | 108108 | 104104 | 109109 | 113113 | ·· | ·· |
| 0 | 122122 | 109109 | 112112 | 113113 | 121121 | 131131 |
| 0 | 138138 | ·· | 116116 | ·· | ·· | ·· |
| 0 | ·· | ·· | 120120 | 114114 | 121121 | ·· |
| 0 | ·· | ·· | 131131 | 115115 | 121121 | ·· |
| 0 | ·· | ·· | ·· | ·· | 121121 | 132132 |
| 0 | ·· | ·· | ·· | 116116 | 121121 | ·· |
| 0 | ·· | ·· | ·· | 118118 | ·· | ·· |
| 0 | ·· | ·· | ·· | 119119 | 121121 | 132132 |
| 0 | ·· | ·· | ·· | ·· | 121121 | 132132 |
| 1 | ·· | ·· | ·· | ·· | 122122 | 132132 |
| 1 | ·· | ·· | ·· | ·· | ·· | 133133 |
| 1 | ·· | ·· | ·· | ·· | ·· | 134134 |
| 1 | ·· | ·· | ·· | ·· | ·· | 134134 |