exchange underlying

Click the + button to add a row. Then fill in the exchange and contract. You can add up to 5 exchange/contract pairs. Click generate to build the plot.

This is a plot of a time series of the approximate 100% moneyness option vesus the date

The Y axis is the implied volatlity from either the Black, BaroneAdesi or Bachelier model-it is the approximate 100% moneyness option of the the front or deferred option.

The X axis is defined as the date.

There are a lot of listed skews, sometimes there is no trade or only one strike is active. You may see an empty plot because of this.