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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 | 59.7 | · | · | 56.1 | 62.2 |
| 09-30 | 72.3 | 64.0 | · | 62.1 | 67.2 |
| 10-02 | 78.7 | 70.4 | · | 67.6 | 72.4 |
| 10-09 | 74.9 | 71.6 | · | 70.6 | 72.6 |
| 10-30 | 75.8 | 75.4 | 75.3 | 75.4 | 75.7 |
| 12-25 | 84.2 | 82.5 | 81.8 | 82.4 | 84.0 |
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 | ·· | ·· | ·· | ·· | 7878 | ·· |
| 0 | ·· | ·· | ·· | ·· | 7878 | ·· |
| 0 | ·· | ·· | 182182 | ·· | 7777 | 8484 |
| 0 | ·· | ·· | 160160 | 9393 | 7676 | ·· |
| 0 | ·· | ·· | 139139 | 8787 | 7676 | ·· |
| 0 | ·· | ·· | 121121 | 8282 | 7676 | ·· |
| 0 | ·· | ·· | 105105 | 7878 | 7676 | ·· |
| 0 | ·· | ·· | 9292 | 7575 | 7676 | 8282 |
| 0 | ·· | ·· | 8181 | 7373 | 7575 | ·· |
| 0 | ·· | 7272 | 7373 | 7171 | 7575 | ·· |
| 0 | 5858 | 6464 | ·· | ·· | ·· | ·· |
| 0 | 5454 | 6161 | ·· | ·· | ·· | ·· |
| 0 | 5555 | 6161 | ·· | ·· | ·· | ·· |
| 0 | 6161 | 6363 | ·· | ·· | ·· | ·· |
| 0 | 7171 | ·· | ·· | ·· | ·· | ·· |
| 0 | 8282 | ·· | ·· | ·· | ·· | ·· |
| 0 | 9999 | ·· | 7373 | 7171 | 7575 | ·· |
| 0 | 123123 | ·· | 8080 | 7272 | 7575 | ·· |
| 0 | ·· | ·· | 8787 | 7373 | 7575 | ·· |
| 0 | ·· | ·· | ·· | 7676 | 7676 | 8282 |
| 0 | ·· | ·· | ·· | ·· | 7676 | 8383 |
| 0 | ·· | ·· | ·· | ·· | ·· | 8484 |