Implied volatility at each strike for one expiry. An upward curl at the wings is the 'smile'; if the put side sits above the call side, downside protection is expensive. Green = call IV, red = put IV, gold line = spot.
25Δ Risk Reversal · by expiry
OKX0s ago
▸ How is this computed?
25-delta put IV minus 25-delta call IV for each expiry. Positive (red) → puts are expensive, demand for downside protection; negative (green) → calls are expensive, upside appetite. The zero line is balance.
Greeks · ATM option curves
ATM $2,400 · 24d · IV 48.3%
OKX + BSM0s ago
Δ Deltayönsel maruziyet
Γ Gammadelta değişimi
Θ Thetazaman erimesi / gün
ν VegaIV duyarlılığı
▸ How is this computed?
The sensitivities of the at-the-money option for the selected expiry, plotted against spot: Δ directional exposure, Γ how fast delta changes (peaks at the money), Θ daily time decay, ν sensitivity to IV. Computed with Black-Scholes; the gold line is spot.