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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 | 62.8 | 56.6 | · | 56.7 | 62.3 |
| 09-30 | 75.3 | 65.5 | 61.5 | 62.0 | 66.7 |
| 10-02 | 100.2 | 64.5 | 68.1 | 78.3 | 121.2 |
| 10-09 | 80.8 | 72.7 | 70.0 | 73.0 | 85.9 |
| 10-16 | 78.4 | 70.8 | 69.4 | 74.4 | 83.4 |
| 10-30 | 78.1 | 68.8 | 67.2 | 75.8 | 87.8 |
| 12-25 | 84.9 | 82.9 | 82.2 | 82.8 | 84.5 |
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 |
|---|---|---|---|---|---|---|---|
| 1 | ·· | ·· | ·· | ·· | ·· | 112112 | ·· |
| 1 | ·· | ·· | ·· | ·· | ·· | 9191 | 8787 |
| 1 | ·· | ·· | ·· | ·· | ·· | 8484 | ·· |
| 1 | ·· | ·· | 155155 | ·· | ·· | 8181 | ·· |
| 1 | ·· | ·· | 132132 | ·· | ·· | ·· | ·· |
| 1 | ·· | ·· | 116116 | 8686 | ·· | 7979 | 8383 |
| 1 | ·· | ·· | 115115 | ·· | ·· | ·· | ·· |
| 1 | ·· | ·· | 104104 | ·· | ·· | ·· | ·· |
| 1 | ·· | ·· | 100100 | 8181 | 7676 | 7272 | 8383 |
| 1 | ·· | ·· | 104102 | ·· | ·· | ·· | ·· |
| 1 | ·· | ·· | 5773 | 7575 | ·· | ·· | ·· |
| 1 | ·· | ·· | 8484 | 7474 | 7171 | 5767 | 8282 |
| 1 | 8686 | 7979 | 5767 | 7373 | ·· | ·· | ·· |
| 1 | 7272 | 7171 | ·· | ·· | ·· | ·· | ·· |
| 1 | 6464 | 6868 | ·· | ·· | ·· | ·· | ·· |
| 1 | 5959 | 6565 | 7272 | 7070 | 6969 | 5767 | 8282 |
| 1 | 5656 | 6363 | 6868 | ·· | ·· | ·· | ·· |
| 1 | 5555 | 6161 | 6767 | ·· | ·· | ·· | ·· |
| 2 | 5656 | 6161 | ·· | ·· | ·· | ·· | ·· |
| 2 | 6060 | 6262 | ·· | ·· | ·· | ·· | ·· |
| 2 | 6464 | 6363 | 7575 | 7171 | 7070 | 7057 | 8282 |
| 2 | 7070 | ·· | ·· | ·· | ·· | ·· | ·· |
| 2 | 7777 | ·· | ·· | ·· | ·· | ·· | ·· |
| 2 | 8484 | ·· | ·· | ·· | ·· | ·· | ·· |
| 2 | 9595 | 7777 | 6857 | 7171 | ·· | ·· | ·· |
| 2 | 103103 | ·· | 9257 | 7171 | ·· | ·· | ·· |
| 2 | 118118 | ·· | 8457 | 7979 | 7575 | 7373 | 8282 |
| 2 | ·· | ·· | 8484 | ·· | ·· | ·· | ·· |
| 2 | ·· | ·· | 8686 | ·· | ·· | ·· | ·· |
| 2 | ·· | ·· | 104104 | 7676 | ·· | 7676 | ·· |
| 2 | ·· | ·· | 112112 | ·· | ·· | 8357 | ·· |
| 2 | ·· | ·· | ·· | ·· | ·· | 8585 | 8383 |
| 2 | ·· | ·· | 116116 | 107107 | 9595 | 8989 | ·· |
| 2 | ·· | ·· | ·· | ·· | ·· | 8181 | 8383 |
| 3 | ·· | ·· | ·· | ·· | ·· | 8484 | 8484 |
| 3 | ·· | ·· | ·· | ·· | ·· | ·· | 8585 |
| 4 | ·· | ·· | ·· | ·· | ·· | 110110 | ·· |