Option Market Analytics

Meats, Cheese, Milk

Meats, Cheese, Milk

Black Vols / Business Calendar

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20241004

Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
Implied Volatility Skew Plot (Vol versus Moneyness)
  • What is this?

    This a quick view of implied volatility skews across many months or products.

  • Smooth?

    Most of the time the plots of volatility by strike are smooth, sometimes settles are wonky. As a result, the curves can have a whipsaw effect. We make no effort to eliminate this. If you want smooth curves, navigate over to the curves section of the site.

  • Missing plots?

    The algorithm which picks which curve to show works on open interest. That can sometimes be a recently expired contract. Fret not, navigate over the the comparisons part of the site and you will find active ones.