Options Chain
IV & Greeks · Black-76 · SHFE via Sina
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ATM IV TERM STRUCTURE
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MAX PAIN / EXPIRY PAYOUT
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OI + VOLUME BY STRIKE
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OI-WEIGHTED GREEK PROXY
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25D SKEW TERM STRUCTURE
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MULTI-LEG PAYOFF
1) Buy/Sell · 2) click Bid / Ask / Last on chain
Buy
Sell
Clear legs
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.
IV vs REALIZED VOL
Intraday
7d
All
ATM IV + rolling RV 1h · 2h · 5d · 10d · 20d — default zoom: intraday
REALIZED VOL HISTORY
Intraday
7d
All
Rolling ann. RV — same windows as the Realized Vol tile — default zoom: intraday
IV SURFACE HEATMAP strike × expiry
OI VANNA / VOLGA PROXY conditional · not dealer book
ATM IV HISTORY (contract)
SCENARIO GRID uses payoff legs · spot × IV shock
STRIKE SCANNER
Sort: volume
Sort: OI
Sort: IV
Sort: bid-ask
Side
K
Δ
IV
Last
Bid/Ask
Vol
OI
Heat
Off
IV
Quant
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ITM call edge
ITM put edge
ATM K
Loading option chain data…
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).
Suggestions and bug reports: c2h2 at photonicat.com
Data may have delays or errors. No warranty or guarantee of accuracy. Use at your own risk.