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Volatility, surfaces & OI · 4 min read

Change surface axes and use the heat-map fallback

Keep surfaces usable with large selections or unavailable WebGL.

Treat view mode separately from source data

Surface and heat-map views use the same returned grid. Camera rotation, axis mode and wireframe change how you inspect it, not which observations were captured. That distinction helps diagnose whether a strange shape is perspective, selection density or source availability. Open the Axes menu and current view controls before changing date or symbol, so you can isolate one presentation choice at a time.

Choose practical axes and overlays

A small test grid makes it easier to verify the interaction before returning to a dense selection.

  1. Select strike or percentage moneyness for the horizontal coordinate.
  2. Choose evenly spaced expiries or actual days to scale.
  3. Set the available number of expirations and strike bounds.
  4. Toggle spot, MVC and wireframe overlays as needed.
  5. Click a node to pin it and inspect the footer detail.
  6. Use Reset view after an awkward camera gesture.
  7. Choose Heat map when perspective is not helpful.

Understand the fallback reasons

The tool can use Heat map automatically if WebGL is unavailable, its renderer fails to load or fewer than two strikes/expirations are usable for a surface. Read the footer before attempting a remedy. Retry is appropriate for a renderer load failure; widening a valid tiny grid addresses insufficient dimensions. Neither action manufactures missing IV, obtains plan access or completes a historical preparation job. The current Surfaces page uses date/minute selection rather than the older legacy surface replay/export controls.

Worked example: uneven dates on two axis modes

Choose expirations separated by very different calendar distances. Even spacing gives each date the same visual gap, which is helpful for reading individual rows. Days-to-scale reveals the true distance between maturities, so the same values can produce a different-looking slope. The numbers have not changed. Pin the same node in both modes and compare its expiry, strike and value to verify that you changed presentation rather than selection.

Troubleshoot hover and camera problems

Reset the camera and inspect one node before changing several settings. Resizing a panel can alter the automatic aspect-aware view until you move the camera yourself. If keyboard pin navigation behaves unexpectedly, confirm a node is actually pinned and use Escape to clear it. Capture the current view, axes and fallback message with the reported node; a screenshot of an unlabelled 3D angle cannot identify a source-data error.

Listed nodes, interpolation and missing data

The surface represents the returned strike-by-expiration grid. For IV, a missing IV between listed strikes of the same expiration can be linearly interpolated and is explicitly labeled interpolated in readouts and counts. The tool does not extrapolate beyond that expiration's first and last listed strike, and it does not fit missing IV across expirations. A smooth rendered patch is therefore not proof that an executable quote was observed at every visible point.

Exposure grids use a different rule: a cell without a listed contract can plot zero exposure and identify itself as no listed contract. That is distinct from missing model inputs or an unavailable historical valuation. Spot planes and ridges are drawing references, not extra measured nodes. Review a hovered or pinned cell's provenance before using its value. Narrow the selection when you need to distinguish nearby listings. Keep the metric and units visible when exporting a screenshot or comparing the 3D shape with its two-dimensional heat-map view.

Keep selection limits and interaction state separate

Surface tools allow a bounded expiration count and strike selection, and reject grids above their node budget instead of attempting an unlimited render. Reducing those bounds changes the requested population; switching from 3D to Heat map does not by itself grant a larger source dataset. A single-expiration or single-strike result can be valid data while unsuitable for a surface. Its flat fallback preserves usable cells and explains why the 3D representation is unavailable.

Hover is temporary exploration; pinning creates an explicit selected node with footer detail and keyboard movement. Arrow keys move within that grid and Escape clears the pin. A camera gesture should not be mistaken for a new pin or source request. When comparing refreshes, keep the same exact node identity rather than relying on its screen position after rotation. For an interaction issue, record whether the grid is 3D or Heat map, whether a pin exists, the axes modes and the renderer/footer state. Those facts distinguish a pointer/camera problem from a missing-data or grid-shape condition.

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