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Volatility, surfaces & OI
3D surfaces, skew, term structure, open interest and max pain
8 articles in this topic
Explore the Volatility Surface
Rotate the IV grid and understand the OTM composition and interpolation labels.
Explore the Exposure Surface
Use 3D surfaces, bars and heat maps for modeled exposure across strikes and dates.
Change surface axes and use the heat-map fallback
Keep surfaces usable with large selections or unavailable WebGL.
Compare Volatility Skew
View IV by strike or delta across selected expirations.
Read Term Structure
Compare ATM or delta-band IV across expirations and constant maturities.
Use IV Rank and Volatility Drift
Separate a historical IV ranking from intraday implied-versus-realized volatility.
Read OI by Strike, Expiration and Time
Use dated open-interest snapshots without confusing them with intraday volume.
Understand Max Pain and Max Pain / Time
Read a dated OI payout calculation without treating it as a price target.