IVBidAskStrikeBidAskIV
| Qty | Series | Kind | Strike | Expiry | Price | IV | |
|---|
Smile by expiry out-of-the-money side; IV of the mid price
ATM term structure by business days to expiry
IV surface strike ÷ spot across, business days down; ticks are expiries; total variance between them
Open interest by strike calls up, puts down
Gamma exposure by strike calls +, puts −; per 1% move
rates by business days to maturity, flat-forward between vertices; forwards dashed
| Contract | Maturity | Days | Rate | Forward | Last trade |
|---|