Options desk
StaleIndex —Symbol roomATM implied vol
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25Δ risk reversal
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calls − puts
25Δ butterfly
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wings vs ATM
Open interest
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Put/call (OI)
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Max pain
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Volatility smile · —
Stale
Mark implied volatility exactly as the venue publishes it per strike; the dashed rule marks the forward.
Selected contract (live)
No feed
Pick a contract in the chain to stream its quote and greeks.
Volatility term structure
No feed
ATM implied volatility per expiry, with the 25Δ risk reversal on the strip below.
Open interest by strike
No feed
Computed: gamma × open interest × spot² × 1%
Implied volatility history (30d constant maturity)
No feed
One reading per hour, recorded by the desk itself — earlier periods are never back-filled.
Volatility rank
No feed
30d implied vol
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Observations0
History span0 h
The rank appears once six hourly readings with a real range are stored — no number is shown before that.
Options chain · —
Stale
Strike bandDelta computed locally from mark IV (Black-76)
No contracts in this band for the selected expiry.
Automated surface reading
No feed
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