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 | 81.7 | 72.8 | 66.5 | 68.3 | 77.6 |
| 09-30 | 72.3 | 69.9 | 63.9 | 63.8 | 73.7 |
| 10-01 | · | 69.0 | 63.9 | 65.3 | 74.9 |
| 10-02 | 76.9 | 68.1 | · | 68.1 | 78.8 |
| 10-09 | 73.8 | 69.0 | 61.3 | 64.8 | 74.8 |
| 10-16 | 68.7 | 62.0 | · | · | 68.6 |
| 10-23 | 68.9 | · | · | 63.4 | 70.5 |
| 10-30 | 69.8 | · | · | 64.1 | 72.1 |
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 | 10-23 | 10-30 |
|---|---|---|---|---|---|---|---|---|
| 25 | ·· | ·· | ·· | ·· | ·· | ·· | ·· | 141141 |
| 40 | ·· | ·· | ·· | ·· | ·· | ·· | ·· | 114114 |
| 55 | ·· | ·· | ·· | ·· | ·· | ·· | ·· | 9191 |
| 65 | ·· | ·· | ·· | 106106 | 9494 | ·· | ·· | 7777 |
| 73 | ·· | ·· | ·· | 9999 | 8181 | ·· | ·· | ·· |
| 75 | 101101 | 100100 | 9393 | 9393 | 7676 | 6868 | 6666 | 6464 |
| 78 | ·· | ·· | ·· | 8888 | 7373 | ·· | ·· | ·· |
| 80 | 100100 | 8989 | 8282 | 8282 | 7069 | 6363 | 6161 | 5959 |
| 83 | 9595 | 8282 | ·· | 7776 | 6567 | ·· | ·· | ·· |
| 85 | 8383 | 7676 | 7171 | 7070 | 6464 | 6060 | 5858 | 5757 |
| 87 | 7777 | 7070 | 6767 | ·· | ·· | ·· | ·· | ·· |
| 88 | 7272 | 6868 | 6565 | 6565 | 6868 | ·· | ·· | ·· |
| 89 | 6969 | 6565 | 6464 | ·· | ·· | ·· | ·· | ·· |
| 90 | 6767 | 6363 | 6464 | 6364 | 6060 | 5959 | 5858 | 5858 |
| 91 | 6767 | 6262 | 6464 | 6463 | ·· | ·· | ·· | ·· |
| 92 | 6969 | 6363 | 6464 | 6565 | 6868 | ·· | ·· | ·· |
| 93 | 7373 | 6565 | 6565 | 6666 | ·· | ·· | ·· | ·· |
| 95 | 8282 | 7171 | 6969 | 6969 | 6262 | 6161 | 6060 | 6060 |
| 97 | ·· | ·· | ·· | 7374 | ·· | ·· | ·· | ·· |
| 98 | 9494 | ·· | ·· | 7575 | 6868 | ·· | ·· | ·· |
| 100 | 101101 | 8686 | 8080 | 7979 | 6767 | 6363 | 6363 | 6262 |
| 103 | 106106 | 9292 | ·· | 8384 | 7070 | ·· | ·· | ·· |
| 105 | 106106 | 9898 | 9090 | 8888 | 7373 | 6666 | 6565 | 6565 |
| 110 | 106106 | 102102 | 100100 | 9696 | 7878 | 6969 | 6868 | 6767 |
| 120 | ·· | ·· | ·· | 105105 | 8787 | 7474 | 7373 | 7272 |
| 130 | ·· | ·· | ·· | ·· | ·· | ·· | ·· | 7676 |
| 140 | ·· | ·· | ·· | ·· | ·· | ·· | ·· | 8080 |