Implied Volatility Heatmap: How to Read It
An implied volatility heatmap puts moneyness on one axis and expiry on the other. Read a row for skew, a column for term structure, with live SQL.
#term structure
Filtering by topic #term structure · clear
What Is an Implied Volatility Index? IV30 & VIX
An implied volatility index is a constant 30-day IV built from two expirations. See the IV30 formula worked on real AAPL options, and how the VIX family fits.
IV Term Structure: What the Curve Tells You
The IV term structure is implied volatility plotted by expiration. See what upward sloping and inverted curves mean, with real option data on the shape.