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 $63,987
22%88% 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% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 07-291d | 31.9 | 23.4 | 28.0 | 25.4 | |||||||||||||
| 07-302d | 44.1 | 39.2 | 35.4 | 33.5 | 33.3 | ||||||||||||
| 07-313d | 85.2 | 84.4 | 87.8 | 64.3 | 57.5 | 54.2 | 44.9 | 39.7 | 36.1 | 33.9 | 35.0 | 27.2 | 30.5 | 36.1 | 36.3 | 49.0 | 41.9 |
| 08-0710d | 45.2 | 42.8 | 38.8 | 36.3 | 34.4 | 32.9 | 32.1 | 31.6 | 30.6 | 24.6 | |||||||
| 08-1417d | 43.2 | 41.4 | 38.2 | 36.2 | 34.6 | 33.4 | 32.2 | 31.0 | 30.2 | ||||||||
| 08-2831d | 53.8 | 50.2 | 48.0 | 44.3 | 41.2 | 39.7 | 37.4 | 36.3 | 34.4 | 32.9 | 32.2 | 31.0 | 30.5 | 28.1 | 21.5 | 22.0 | 22.8 |
| 09-2559d | 45.5 | 46.9 | 45.5 | 43.0 | 40.8 | 39.8 | 38.1 | 37.3 | 35.8 | 34.5 | 33.9 | 32.8 | 32.2 | 31.1 | 29.3 | 27.0 | 35.4 |