MULTI-LEG PAYOFF
1) Buy/Sell · 2) click Bid / Ask / Last on chain
Adding as: Buy
Bid / Ask / Last click → add leg. Outer OI 📈 (left of calls · right of puts) → history. Empty bid/ask falls back to last/mid.
DELTA-SPACE SMILE
IV vs REALIZED VOL
ATM IV + rolling RV 1h · 1d · 5d · 30d — default zoom: intraday
REALIZED VOL vs IV
REALIZED VOL HISTORY
Rolling ann. RV — same windows as the Realized Vol tile (1H · 1D over traded minutes, 5D · 30D close-to-close) — default zoom: intraday
CUMULATIVE OI LADDER
IV SURFACE HEATMAP strike × expiry
10Δ / 25Δ WING SKEW TERM
OI VANNA / VOLGA PROXY conditional · not dealer book
ATM IV HISTORY (contract)
ATM IV vs FUTURES
EXPECTED MOVE CONE
AU vs AG RELATIVE VOL
SCENARIO GRID uses payoff legs · spot × IV shock
STRIKE SCANNER
Side
K
Δ
IV
Last
Bid/Ask
Vol
OI
IV is solved from last-traded prices (Black-76) and can be stale away from the money — trust near-ATM strikes.
Expiry dates are estimates (holidays not handled).