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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 | 21.4 | 19.4 | · | · | 22.2 |
| 09-30 | 24.7 | · | · | 21.5 | 23.2 |
| 10-02 | 25.6 | 22.1 | 22.7 | 23.0 | 25.9 |
| 10-09 | 26.4 | · | · | 22.7 | 24.3 |
| 10-16 | 22.2 | · | · | · | 24.2 |
| 10-30 | · | · | · | · | 24.1 |
| 12-25 | 31.3 | 28.8 | 27.8 | 28.2 | 29.7 |
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 | 10-16 | 10-30 | 12-25 |
|---|---|---|---|---|---|---|---|
| 3,000 | ·· | ·· | 3232 | 2727 | ·· | 3030 | ·· |
| 3,500 | ·· | ·· | 3232 | 2727 | ·· | 2727 | ·· |
| 3,700 | ·· | ·· | ·· | ·· | ·· | 3030 | ·· |
| 3,900 | ·· | ·· | ·· | 2828 | ·· | 2727 | 2828 |
| 4,040 | ·· | 2727 | ·· | ·· | ·· | ·· | ·· |
| 4,060 | ·· | 2626 | ·· | ·· | ·· | ·· | ·· |
| 4,100 | 2222 | 2323 | 2222 | 2020 | 2020 | 2121 | 2828 |
| 4,130 | 2020 | ·· | ·· | ·· | ·· | ·· | ·· |
| 4,150 | 1919 | ·· | 2121 | 2424 | ·· | ·· | ·· |
| 4,170 | 1919 | ·· | ·· | ·· | ·· | ·· | ·· |
| 4,200 | 2121 | 2121 | 2121 | 2020 | 2020 | 2121 | 2828 |
| 4,240 | 2525 | 2323 | 2323 | ·· | ·· | ·· | ·· |
| 4,260 | 2727 | ·· | 2424 | ·· | ·· | ·· | ·· |
| 4,300 | 3232 | ·· | 2626 | 2222 | 2121 | 2121 | 2828 |
| 4,340 | 3838 | ·· | ·· | ·· | ·· | ·· | ·· |
| 4,360 | 4141 | ·· | ·· | ·· | ·· | ·· | ·· |
| 4,450 | ·· | ·· | 3232 | 2626 | ·· | ·· | ·· |
| 4,550 | ·· | ·· | 3838 | ·· | ·· | ·· | ·· |
| 4,700 | ·· | ·· | 4848 | ·· | ·· | 2828 | ·· |
| 5,000 | ·· | ·· | 3838 | 3434 | 3433 | 3030 | 2929 |
| 5,500 | ·· | ·· | 3838 | 3434 | ·· | 3535 | ·· |
| 6,500 | ·· | ·· | ·· | ·· | ·· | 3535 | ·· |
| 8,000 | ·· | ·· | ·· | ·· | ·· | 3535 | ·· |
| 10,000 | ·· | ·· | ·· | ·· | ·· | 3535 | ·· |