Full contract deep-dive — curves, skew, OI, gamma, pinning & greeks
| Curve point | Now | 1d | 7d | 14d | 30d |
|---|---|---|---|---|---|
| ATM term structure· history begins Sep 6 — longer lookbacks fill in as it accumulates | |||||
| ATM 1d | 24.41% | +0.04 | +2.55 | +1.89 | +0.56 |
| ATM 7d | 32.59% | +0.16 | +1.24 | +0.30 | -5.30 |
| ATM 14d | 32.99% | -0.24 | +0.87 | +0.38 | -3.38 |
| ATM 30d | 35.62% | -0.19 | +1.18 | +1.61 | -0.71 |
| ATM 60d | 37.08% | +0.02 | +0.75 | +0.74 | -0.28 |
| ATM 90d | 37.69% | +0.11 | +0.94 | +0.66 | -0.68 |
| ATM 180d | 38.57% | +0.10 | +0.98 | +0.65 | -0.79 |
| Curve shape· history begins Sep 6 — longer lookbacks fill in as it accumulates | |||||
| Slope 7→30 | 0.089 | -0.010 | -0.005 | +0.037 | +0.131 |
| Slope 30→90 | 0.056 | +0.008 | -0.008 | -0.029 | +0.002 |
| Curvature | -0.032 | +0.018 | -0.003 | -0.066 | -0.129 |
| Skew (strike axis)· history begins Sep 6 — longer lookbacks fill in as it accumulates | |||||
| 25Δ RR 7d | -3.12% | +0.07 | -4.17 | -4.12 | -2.92 |
| 25Δ RR 30d | -2.51% | +0.10 | -2.14 | -2.80 | -1.43 |
| 25Δ RR 90d | -1.51% | +0.04 | -0.43 | -1.09 | -0.97 |
| 10Δ RR 7d | -7.75% | -0.77 | -9.16 | -8.44 | -6.49 |
| 10Δ RR 30d | -7.73% | -1.37 | -6.24 | -6.06 | -5.33 |
| 10Δ RR 90d | -5.61% | -0.88 | -2.25 | -3.60 | -3.20 |
| 25Δ BF 7d | 1.34% | +0.20 | +0.64 | +0.65 | +0.30 |
| 25Δ BF 30d | 1.09% | +0.14 | +0.09 | +0.60 | +0.03 |
| 25Δ BF 90d | 1.00% | +0.07 | +0.03 | +0.22 | +0.18 |
| 10Δ BF 7d | 4.65% | +0.85 | +1.01 | +2.01 | -0.79 |
| 10Δ BF 30d | 4.87% | +1.13 | +0.19 | +1.75 | +0.97 |
| 10Δ BF 90d | 4.66% | +0.50 | +0.30 | +0.91 | +0.21 |
| Tradeable structures· history begins Sep 6 — longer lookbacks fill in as it accumulates | |||||
| Call spread (ATM/25Δ) | 2.38% | -0.02 | +0.11 | +0.13 | -0.02 |
| Put spread (ATM/25Δ) | 2.63% | -0.02 | +0.04 | +0.04 | -0.09 |
| Straddle (ATM) | 8.18% | -0.04 | +0.27 | +0.37 | -0.16 |
| Strangle (25Δ) | 3.16% | -0.00 | +0.12 | +0.20 | -0.05 |
| Risk reversal (25Δ) | -2.51% | +0.10 | -2.14 | -2.80 | -1.43 |
| Butterfly (25Δ) | 1.09% | +0.14 | +0.09 | +0.60 | +0.03 |
| Calendar (ATM straddle) | 6.93% | +0.09 | +0.11 | -0.10 | -0.12 |
Click any curve point or structure on the left to see its strikes and price history.
| Expiry | DTE | ATM Vol | 25Δ RR | 25Δ BF | Call Vol | Put Vol | OI | P/C (OI) |
|---|---|---|---|---|---|---|---|---|
| 2026-10-26 | 1d | 32.8%▼-1.39 pts | -2.62 | 1.16 | 415 | 667 | 3061 | 1.10 |
| 2026-10-27 | 2d | 33.4%▼-1.47 pts | -2.19 | 1.31 | 264 | 558 | 1345 | 0.90 |
| 2026-10-28 | 3d | 33.1%▼-1.36 pts | -1.38 | 0.62 | 257 | 242 | 594 | 0.90 |
| 2026-10-29 |
| Exp \ M | 0.70 | 0.80 | 0.90 | 0.95 | 1.00 | 1.05 | 1.10 | 1.20 | 1.30 |
|---|---|---|---|---|---|---|---|---|---|
| 1d | 74 | 74 | 74 | 65 | 34 | 43 | 52 | 52 | 52 |
| 7d | 75 | 68 | 50 | 42 | 36 | 35 | 41 | 51 | 58 |
| 15d | 50 | 50 | 46 | 42 | 37 | 36 | 37 | 43 | 45 |
| 29d | 59 | 50 | 42 | 39 | 36 | 35 | 35 | 38 | 42 |
| 61d | 54 | 46 | 40 | 39 | 37 | 37 | 36 | 37 | 38 |
| 89d | 50 | 44 | 40 | 39 | 38 | 37 | 37 | 37 | 38 |
| 181d | 46 | 42 | 40 | 39 | 38 | 38 | 38 | 38 | 38 |
| 265d | 44 | 42 | 40 | 40 | 39 | 39 | 39 | 39 | 39 |
| 334d | 44 | 41 | 40 | 40 | 39 | 39 | 39 | 39 | 39 |
| 4d |
33.3%— |
| -1.44 |
| 1.58 |
| 97 |
| 111 |
| 208 |
| 1.14 |
| 2026-10-30 | 5d | 33.6%▼-2.24 pts | -2.13 | 1.41 | 283 | 576 | 136030 | 0.55 |
| 2026-11-06 | 12d | 37.7%▼-1.61 pts | -4.12 | 1.22 | 136 | 173 | 12737 | 0.47 |
| 2026-11-13 | 19d | 36.6%▼-1.38 pts | -5.18 | 1.35 | 25 | 46 | 1119 | 1.22 |
| 2026-11-27 | 33d | 36.0%▼-1.10 pts | -5.12 | 1.20 | 391 | 556 | 37029 | 0.60 |
| 2026-12-25 | 61d | 37.7%▼-0.33 pts | -4.05 | 0.20 | 88 | 830 | 133066 | 0.63 |
| 2027-03-26 | 152d | 38.4%▼-0.28 pts | -3.28 | 0.70 | 41 | 83 | 42864 | 0.64 |
| 2027-06-25 | 243d | 39.2%▼-0.08 pts | -2.55 | 0.71 | 54 | 3 | 14076 | 0.52 |
| 2027-09-24 | 334d | 39.7%▼-0.11 pts | -2.27 | 0.55 | 71 | 4 | 4506 | 0.87 |