Volatility surface
IV by moneyness (columns) and expiry (rows), normalized to spot — the smile, skew and term structure in one grid. Bright cells are expensive vol; the ringed column is ATM.
Spot $80,508
24%84% IV
| Expiry \ Moneyness | -20% | -17.5% | -15% | -12.5% | -10% | -7.5% | -5% | -2.5% | ATM | +2.5% | +5% | +7.5% | +10% | +12.5% | +15% | +17.5% | +20% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 09-211d | 44.0 | 38.5 | 26.7 | 34.6 | 38.5 | ||||||||||||
| 09-222d | 32.8 | 28.9 | 32.4 | 39.3 | |||||||||||||
| 09-233d | 32.2 | 30.2 | 31.9 | ||||||||||||||
| 09-255d | 84.3 | 69.9 | 61.7 | 56.4 | 51.9 | 43.5 | 36.8 | 32.5 | 31.2 | 32.4 | 34.8 | 35.2 | 27.3 | 29.5 | 49.2 | ||
| 10-0212d | 48.8 | 46.4 | 42.1 | 37.6 | 35.1 | 33.5 | 33.0 | 33.1 | 33.4 | 33.6 | 37.6 | ||||||
| 10-0919d | 43.2 | 37.3 | 35.4 | 33.9 | 33.4 | 33.0 | 32.6 | 32.5 | 36.3 | ||||||||
| 10-3040d | 48.7 | 45.6 | 43.0 | 40.7 | 38.6 | 36.9 | 35.5 | 34.5 | 33.5 | 33.0 | 32.5 | 32.0 | 31.4 | 30.7 | 26.9 | 36.6 | 37.3 |
| 11-2768d | 51.3 | 44.1 | 42.6 | 40.8 | 39.6 | 38.5 | 37.6 | 36.8 | 35.9 | 35.3 | 34.8 | 34.3 | 33.9 | 33.4 | 32.6 | 31.4 | 23.9 |