● options-lab // 3D IV surface

interactive volatility surface: x = expiry date · y = implied volatility · z = % move to strike
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underlying
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date
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expiries
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IV range
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3D volatility surface (drag to rotate · scroll to zoom)

low IV       high IV
moneyness is shown as % move to strike = (strike − spot) / spot. +20% means the strike is 20% above the current price (the stock must rise 20% for the option to be at-the-money; OTM calls live here). −20% means the strike is 20% below spot (OTM puts live here). 0% = at-the-money.
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