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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 | 78.1 | · | · | · | 77.6 |
| 09-30 | 90.8 | · | · | 78.8 | 82.9 |
| 10-02 | 98.9 | 89.5 | 85.8 | 86.5 | 91.3 |
| 10-09 | 96.8 | 91.9 | 89.7 | 90.2 | 93.0 |
| 10-30 | 99.3 | · | 96.4 | 96.9 | 98.5 |
| 12-25 | 107.3 | 105.4 | 104.8 | 105.5 | 107.3 |
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 |
|---|---|---|---|---|---|---|
| 3 | ·· | ·· | ·· | ·· | 104104 | 108108 |
| 3 | ·· | ·· | 166166 | ·· | 100100 | 106106 |
| 3 | ·· | ·· | 147147 | ·· | ·· | ·· |
| 3 | ·· | ·· | 131131 | 101101 | ·· | ·· |
| 4 | ·· | ·· | ·· | ·· | 9898 | 105105 |
| 4 | ·· | ·· | 117117 | 9898 | ·· | ·· |
| 4 | ·· | ·· | 105105 | 9595 | ·· | ·· |
| 4 | ·· | ·· | 9696 | 9292 | 9797 | 105105 |
| 4 | ·· | 9292 | ·· | ·· | ·· | ·· |
| 4 | 8484 | 8686 | 9090 | 9191 | 9797 | ·· |
| 4 | 7575 | 8282 | 8888 | ·· | ·· | ·· |
| 4 | 7070 | 7979 | 8686 | 9090 | 9696 | ·· |
| 5 | 6969 | 7878 | 8686 | ·· | 9696 | 105105 |
| 5 | 7373 | 7878 | 8585 | 9090 | 9696 | ·· |
| 5 | 7979 | 8080 | 8686 | ·· | ·· | ·· |
| 5 | 8888 | 8383 | 8787 | 9090 | 9696 | ·· |
| 5 | 9898 | 8686 | 8888 | ·· | ·· | ·· |
| 5 | 109109 | 9191 | 9090 | 9090 | 9696 | 105105 |
| 5 | 120120 | ·· | 9393 | ·· | ·· | ·· |
| 5 | 131131 | ·· | 9595 | 9191 | ·· | ·· |
| 5 | 142142 | ·· | ·· | ·· | ·· | ·· |
| 5 | 152152 | ·· | 101101 | 9292 | ·· | ·· |
| 6 | ·· | ·· | 104104 | 9393 | 9797 | 105105 |
| 6 | 174174 | ·· | 107107 | 9393 | ·· | ·· |
| 6 | ·· | ·· | 114114 | 9595 | ·· | ·· |
| 6 | ·· | ·· | 121121 | 9797 | 9797 | 105105 |
| 7 | ·· | ·· | 140140 | 101101 | 9898 | 105105 |
| 7 | ·· | ·· | ·· | ·· | 9999 | 105105 |
| 8 | ·· | ·· | ·· | ·· | 101101 | 106106 |
| 9 | ·· | ·· | ·· | ·· | ·· | 107107 |
| 10 | ·· | ·· | ·· | ·· | ·· | 107107 |
| 12 | ·· | ·· | ·· | ·· | ·· | 109109 |