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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 | · | · | · | · | 101.8 |
| 09-30 | · | · | · | · | 104.9 |
| 10-02 | 124.7 | · | · | · | 117.2 |
| 10-09 | 117.7 | · | 111.5 | 112.2 | 115.3 |
| 10-30 | 122.9 | 121.0 | 120.2 | 120.8 | 122.5 |
| 12-25 | 132.2 | 130.4 | 130.0 | 130.8 | 132.8 |
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 | ·· | ·· | ·· | ·· | ·· | 133133 |
| 1 | ·· | ·· | ·· | ·· | 124124 | 132132 |
| 1 | ·· | ·· | 177177 | 124124 | 122122 | 131131 |
| 2 | ·· | ·· | 158158 | ·· | ·· | ·· |
| 2 | ·· | ·· | 141141 | 117117 | 121121 | 130130 |
| 2 | ·· | ·· | 127127 | 115115 | ·· | ·· |
| 2 | ·· | 111111 | 117117 | 113113 | 121121 | 130130 |
| 2 | 9696 | 102102 | 110110 | 112112 | ·· | ·· |
| 2 | 8989 | 9898 | 106106 | 112112 | 120120 | 130130 |
| 2 | 9494 | 9999 | 106106 | 111111 | ·· | ·· |
| 2 | 108108 | 103103 | 108108 | 112112 | 120120 | 130130 |
| 2 | 126126 | 110110 | 113113 | 112112 | ·· | ·· |
| 2 | 145145 | ·· | 119119 | 113113 | 120120 | 130130 |
| 3 | ·· | ·· | 127127 | 113113 | 120120 | 130130 |
| 3 | ·· | ·· | 135135 | 115115 | 121121 | 130130 |
| 3 | ·· | ·· | 144144 | ·· | ·· | ·· |
| 3 | ·· | ·· | 153153 | 117117 | 121121 | ·· |
| 3 | ·· | ·· | 171171 | 120120 | 121121 | 130130 |
| 3 | ·· | ·· | ·· | ·· | 122122 | ·· |
| 4 | ·· | ·· | ·· | ·· | 123123 | 131131 |
| 4 | ·· | ·· | ·· | ·· | 124124 | 131131 |
| 5 | ·· | ·· | ·· | ·· | 126126 | 131131 |
| 5 | ·· | ·· | ·· | ·· | ·· | 132132 |
| 6 | ·· | ·· | ·· | ·· | ·· | 133133 |