Input Data
| Strike | Expiry | IV (%) |
|---|
Implied Volatility Surface
Smile Slice
Implied volatility surface construction: enter strikes, expiries, and IVs, then explore skew and term structure interactively.
| Strike | Expiry | IV (%) |
|---|
The implied volatility surface maps IV across strikes and expiries. Skew, the difference between put and call IVs at equal delta, reflects supply/demand imbalances and tail risk pricing. Term structure shows how ATM vol changes with expiry.
Enter strikes as absolute values or as % of spot (e.g. 95 = 95% moneyness).
IV can be entered as decimal (0.20) or percentage (20.0); Obsidian normalizes both.
Expiries accept 7d, 2w, 1m, 90d,
or plain integers interpreted as days.