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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 | 59.3 | 41.7 | 60.4 | 48.7 | 69.6 |
| 09-30 | 81.0 | 52.1 | 61.6 | 66.0 | 76.7 |
| 10-01 | 69.5 | 62.1 | 58.7 | 60.3 | 65.6 |
| 10-02 | 70.7 | 65.8 | 62.5 | 63.7 | 68.3 |
| 10-09 | 65.5 | 59.6 | 57.3 | 58.0 | 63.1 |
| 10-16 | 63.5 | 55.5 | 52.0 | 53.4 | 58.9 |
| 10-30 | 60.5 | 55.3 | 54.5 | 57.5 | 64.2 |
| 12-25 | 60.1 | 54.9 | 54.0 | 57.2 | 64.1 |
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 | 10-30 | 12-25 |
|---|---|---|---|---|---|---|---|---|
| 20 | ·· | ·· | ·· | ·· | ·· | ·· | ·· | 122122 |
| 50 | ·· | ·· | ·· | 22 | ·· | ·· | 107107 | 8484 |
| 56 | ·· | ·· | ·· | ·· | ·· | ·· | 9999 | 7979 |
| 64 | ·· | ·· | ·· | ·· | ·· | ·· | 9090 | 7373 |
| 70 | ·· | ·· | ·· | 152152 | 104104 | ·· | 8383 | 6969 |
| 76 | ·· | ·· | ·· | 139139 | ·· | ·· | 7777 | 6565 |
| 84 | ·· | ·· | ·· | 123123 | 9191 | ·· | 5769 | 6161 |
| 90 | ·· | ·· | ·· | 106106 | 7979 | 7474 | 6565 | 5858 |
| 94 | ·· | ·· | ·· | 9898 | 7878 | ·· | 6262 | 5757 |
| 98 | ·· | ·· | ·· | 9191 | 7171 | ·· | 6060 | 5656 |
| 102 | ·· | 9898 | ·· | 8383 | 6767 | ·· | 5858 | 5555 |
| 106 | 9393 | 9898 | 7878 | 7777 | 6464 | ·· | 5656 | 5555 |
| 110 | 8181 | 8484 | 7070 | 7171 | 6161 | 5656 | 5555 | 5454 |
| 114 | 6868 | 7171 | 6363 | 6666 | 5959 | 5454 | 5555 | 5454 |
| 116 | 6363 | 6666 | 6161 | 6464 | 5858 | 5353 | 5454 | 5454 |
| 118 | 6161 | 6464 | 5959 | 6363 | 5858 | 5252 | 5555 | 5454 |
| 120 | 6363 | 6363 | 5959 | 6262 | 5757 | 5252 | 5454 | 5454 |
| 122 | 6868 | 6565 | 5959 | 6363 | 5757 | 5252 | 5454 | 5454 |
| 124 | 7474 | 6868 | 6161 | 6363 | 5757 | ·· | 5555 | 5454 |
| 126 | 8080 | 7373 | 6363 | 6565 | 5757 | ·· | 5555 | 5454 |
| 129 | 8787 | ·· | ·· | 6868 | 5757 | ·· | 5656 | ·· |
| 133 | 101101 | ·· | ·· | ·· | 6060 | ·· | ·· | ·· |
| 138 | 119119 | 104104 | ·· | 8080 | 6363 | ·· | 5858 | 5555 |
| 145 | 101101 | 121121 | ·· | 8787 | 6161 | 6060 | 6060 | 5656 |
| 152 | ·· | ·· | ·· | ·· | 7474 | ·· | 6363 | ·· |
| 158 | ·· | ·· | ·· | ·· | ·· | ·· | 6657 | ·· |
| 165 | ·· | ·· | ·· | ·· | 8383 | ·· | 6868 | 6060 |
| 172 | ·· | ·· | ·· | ·· | ·· | ·· | 7070 | ·· |
| 180 | ·· | ·· | ·· | 104104 | 8585 | ·· | 7272 | 6363 |
| 200 | ·· | ·· | ·· | 104104 | 8585 | ·· | 8257 | 6666 |
| 240 | ·· | ·· | ·· | ·· | ·· | ·· | ·· | 7373 |