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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 | 65.4 | · | · | 62.0 | 69.6 |
| 09-30 | 75.1 | 67.7 | · | · | 71.7 |
| 10-02 | 83.0 | 74.1 | 70.5 | 71.6 | 77.4 |
| 10-09 | 80.6 | · | · | 74.7 | 77.7 |
| 10-30 | 82.8 | 80.8 | 79.9 | 80.4 | 82.1 |
| 12-25 | 89.1 | 87.1 | 86.4 | 87.1 | 88.8 |
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 |
|---|---|---|---|---|---|---|
| 1 | ·· | ·· | ·· | ·· | 101101 | ·· |
| 1 | ·· | ·· | 33 | ·· | 9393 | 9292 |
| 1 | ·· | ·· | 22 | ·· | 9191 | ·· |
| 1 | ·· | ·· | 22 | ·· | ·· | ·· |
| 1 | ·· | ·· | 22 | ·· | ·· | ·· |
| 1 | ·· | ·· | 188188 | 110110 | 8686 | ·· |
| 1 | ·· | ·· | 174174 | ·· | ·· | ·· |
| 1 | ·· | ·· | 157157 | ·· | ·· | ·· |
| 1 | ·· | ·· | 146146 | 9595 | 8484 | ·· |
| 1 | ·· | ·· | 134134 | ·· | ·· | ·· |
| 1 | ·· | ·· | 121121 | ·· | ·· | ·· |
| 1 | ·· | ·· | 111111 | 8484 | 8282 | ·· |
| 1 | ·· | ·· | 103103 | ·· | ·· | ·· |
| 1 | ·· | ·· | 9292 | ·· | ·· | ·· |
| 1 | ·· | ·· | 8686 | 7878 | 8181 | ·· |
| 1 | ·· | 8383 | 8080 | ·· | ·· | ·· |
| 1 | 7373 | 7272 | 7575 | ·· | ·· | ·· |
| 1 | 6262 | ·· | 7272 | 7575 | 8080 | ·· |
| 1 | 5959 | ·· | ·· | ·· | ·· | ·· |
| 1 | 5959 | ·· | ·· | ·· | ·· | ·· |
| 1 | 6363 | ·· | ·· | ·· | ·· | ·· |
| 1 | 7272 | 6969 | 7171 | ·· | ·· | ·· |
| 1 | 7979 | 7171 | 7272 | ·· | ·· | ·· |
| 1 | 9797 | 7878 | 7676 | 7575 | 8080 | 8686 |
| 1 | 115115 | ·· | 8181 | ·· | ·· | ·· |
| 1 | 124124 | ·· | ·· | ·· | ·· | ·· |
| 1 | ·· | ·· | 9090 | 7777 | 8080 | 8686 |
| 2 | ·· | ·· | ·· | 8181 | 8181 | 8787 |
| 2 | ·· | ·· | ·· | ·· | 8383 | 8787 |
| 2 | ·· | ·· | ·· | ·· | ·· | 8989 |