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 $80,453
24%83% 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 | 43.1 | 37.2 | 25.3 | 33.1 | 36.8 | ||||||||||||
| 09-222d | 31.4 | 28.4 | 31.2 | 39.5 | |||||||||||||
| 09-233d | 31.6 | 29.8 | 31.7 | ||||||||||||||
| 09-255d | 82.9 | 69.6 | 61.5 | 55.9 | 51.3 | 43.2 | 36.4 | 32.0 | 30.8 | 32.1 | 33.7 | 35.8 | 26.6 | 29.7 | 48.5 | ||
| 10-0212d | 48.2 | 45.9 | 41.7 | 37.2 | 34.7 | 33.1 | 32.7 | 32.9 | 33.0 | 33.8 | 37.7 | ||||||
| 10-0919d | 43.0 | 37.1 | 35.1 | 33.7 | 33.0 | 32.7 | 32.6 | 32.5 | 32.4 | ||||||||
| 10-3040d | 48.5 | 45.5 | 42.9 | 40.7 | 38.3 | 36.8 | 35.4 | 34.3 | 33.6 | 33.1 | 32.6 | 32.2 | 31.8 | 30.4 | 26.5 | 36.7 | 37.5 |
| 11-2768d | 51.2 | 43.9 | 42.4 | 40.8 | 39.4 | 38.4 | 37.5 | 36.7 | 36.1 | 35.6 | 35.1 | 34.6 | 34.1 | 33.3 | 32.5 | 31.1 | 23.8 |