qouratmarketprice

SKEW Volatility surface

Instrument function · also IVOL

What it does

The implied volatility smile across the strikes of one expiry, the at the money term structure out along the nearest expiries, and the two on one grid as a heat map of expiry against moneyness.

Usage

Type <SYMBOL> SKEW into the command line and press ENTER. Without a symbol it opens for the instrument the panel group is on. SKEW HELP shows this help in the terminal.

Example: AAPL SKEW

Status
partial
Command
<SYMBOL> SKEW

Limits: Built from the delayed option chain, one snapshot at a time: the surface reaches the nearest eight expiries only, a contract the feed quotes no volatility for is solved here from its mid price and marked, and a strike with neither is absent from the curve rather than interpolated.

Open in the terminal

Open SKEW in the terminal

SKEW for an instrument

Every instrument · every function