Implied volatility surface
Type a ticker. You get the whole surface as a 3D map you can turn.
- Only out-of-the-money contracts are priced — puts below spot, calls at
spot and above.
- Moneyness is capped to 0.75–1.25. Wider than that, the far wings set the
height scale and the smile flattens into a plate.
- Every discarded contract is counted under the map, with the reason.
- Indices need no caret: SPX, XSP, NDX, VIX.
Underpriced options
Which contracts trade below the rest of their own chain.
- Two passes: a price bound that holds without a model, then a dip against the
neighbouring strikes.
- The usual answer is "none". That is a result, not a failure.