Greek Surface
Implied vol, a greek or the implied probability across every strike and expiry as one 3D surface. Read the overall shape first, then open one expiry in SMILE.
SURFACECrypto options (BTC, ETH, SOL, HYPE) for every surface. US options (45 underlyings) for the IV surface only.
Typing it
SURFACESymbolGreek>SURFACEBTC iv
Draws the BTC implied vol surface across strikes and expiries.
What you see
- Surface. Height is the chosen metric. For IV, wing lift is the smile and a high near-dated ridge is front-end stress.
- Metrics. IV, Delta, Gamma, Vega, Theta, Vanna, Charm and Prob, one click each.
- View. Grid, Levels (contour lines) or No lines, Smooth for finer shading, and Reset view.
What to look for
- The overall shape first, then one expiry in SMILE or VOLFIT.
- Chg 1d or Chg 1w on the IV surface: which part of the surface got richer (red) or cheaper (blue).
Arguments and IV controls
- Greek
- gamma (default), delta, theta, vega, vanna, charm, iv (or vol) and probability (or prob, pdf).
- All / 1d+
- IV only. 1d+ hides sub-1-day expiries, which carry much higher wing vol.
- Strike / Sigma
- IV only. Plot against strike or standardised moneyness.
- Level / Chg 1d / Chg 1w
- IV only. Colour by IV level or by its change over a day or a week.
Pairs well with
Questions
Why are the greek buttons greyed out on SPX?
US options carry the IV surface only. The greek and probability surfaces are crypto only.