Volatility Surface
IV Smile · Term Structure · Strike vs Expiry Surface
Parameters
Base Volatility0.25
Spot Price150.00
IV Smile by Expiry
Implied volatility vs moneyness for each expiry
Surface Data
| Strike / Spot | 1M | 2M | 3M | 6M | 9M | 12M |
|---|---|---|---|---|---|---|
| 80% | 40.8% | 36.6% | 34.5% | 31.1% | 29.3% | 28.0% |
| 85% | 38.1% | 34.6% | 32.8% | 29.9% | 28.3% | 27.1% |
| 90% | 35.4% | 32.7% | 31.2% | 28.7% | 27.3% | 26.3% |
| 95% | 32.7% | 30.8% | 29.7% | 27.6% | 26.4% | 25.5% |
| 100% | 30.1% | 29.0% | 28.1% | 26.5% | 25.5% | 24.7% |
| 105% | 27.5% | 27.1% | 26.7% | 25.5% | 24.6% | 24.0% |
| 110% | 25.0% | 25.4% | 25.2% | 24.5% | 23.8% | 23.3% |
| 115% | 22.5% | 23.6% | 23.8% | 23.5% | 23.1% | 22.6% |
| 120% | 20.0% | 21.9% | 22.5% | 22.6% | 22.3% | 22.0% |