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25Δ RR / fly from marked chain IVs. Smile is observed marks, not a fitted model. Research terminal.
Listed chain tenors only — not 7d / 30d / 90d buckets. Missing 25Δ wings or ATM stay —. Calendar is ATM IV minus front listed ATM.
| Tenor | ATM IV | 25Δ RR | 25Δ Fly | Cal vs front | Chart |
|---|---|---|---|---|---|
| 2026-09-29 | 58.9% | -2.51 pts | +2.61 pts | — | Chart |
| 2026-09-30 | 65.2% | +1.96 pts | +2.30 pts | +6.31 pts | Chart |
| 2026-10-02 | 70.6% | +3.01 pts | +2.70 pts | +11.77 pts | Chart |
| 2026-10-09 | 74.0% | +1.06 pts | +1.20 pts | +15.19 pts | Chart |
| 2026-10-30 | 79.9% | +0.35 pts | +0.50 pts | +21.08 pts | Chart |
| 2026-12-25 | 86.4% | -0.29 pts | +0.71 pts | +27.57 pts | Chart |
| STRIKE | MONEYNESS | CALL IV | PUT IV | SKEW SPREAD | Chart |
|---|---|---|---|---|---|
| $1.12 | 94.7% | 72.9% | 72.9% | 0.00 pts | Chart |
| $1.14 | 96.4% | 65.0% | 65.0% | 0.00 pts | Chart |
| $1.15 | 97.2% | 62.2% | 62.2% | 0.00 pts | Chart |
| $1.16 | 98.1% | 60.2% | 60.2% | 0.00 pts | Chart |
| $1.17 | 98.9% | 59.1% | 59.1% | 0.00 pts | Chart |
| $1.18 | 99.8% | 58.9% | 58.9% | 0.00 pts | Chart |
| $1.19 | 100.6% | 59.4% | 59.4% | 0.00 pts | Chart |
| $1.2 | 101.5% | 60.7% | 60.7% | 0.00 pts | Chart |
| $1.21 | 102.3% | 62.7% | 62.7% | 0.00 pts | Chart |
| $1.22 | 103.2% | 65.3% | 65.3% | 0.00 pts | Chart |
| $1.24 | 104.9% | 71.7% | 71.7% | 0.00 pts | Chart |
| $1.26 | 106.5% | 79.4% | 79.4% | 0.00 pts | Chart |
| $1.28 | 108.2% | 87.8% | 87.8% | 0.00 pts | Chart |
| $1.3 | 109.9% | 96.6% | 96.6% | 0.00 pts | Chart |
| $1.32 | 111.6% | 105.7% | 105.7% | 0.00 pts | Chart |
| $1.34 | 113.3% | 114.8% | 114.8% | 0.00 pts | Chart |
| $1.36 | 115.0% | 123.9% | 123.9% | 0.00 pts | Chart |
| $1.38 | 116.7% | 132.9% | 132.9% | 0.00 pts | Chart |