Vol Surface Live Dashboard

Market
Booting...

Focus Expiry Bid/Ask Diagnostics

Focus x-axis supports strike, SD, and delta views.

Solver Diagnostics

Expiry Status Iterations Strikes Days ATM (%) RR25 Fly25 Forward Index Basis (%) Funding APY (%) Funding 8h (bps) Max Bid Slack Max Ask Slack
History is preloaded with max data and opens focused on the last 24h.

Constant-Maturity RR25

Constant-Maturity Fly25

Constant-Maturity ATM IV

Latest RR25 Term Structure

Latest Fly25 Term Structure

RR25 Over Time (by Expiry)

Fly25 Over Time (by Expiry)

ATM IV Over Time (by Expiry)

History is preloaded with max data and opens focused on the last 24h.

Constant-Maturity Funding APY

Latest Funding APY Term Structure

Funding APY Over Time

0D Perp Funding APR (External Venues)

Venue Symbol Funding Interval (h) Funding Rate APR (%) Mark Next Funding Status

Options Flow Summary

Net dollar Greeks are estimated from trade-level Greeks and underlying reference at trade time.

Intraday Net Flow

Flow Footprint (Delta x DTE)

Bucket Drilldown

Click a delta x DTE heatmap cell to inspect the options that traded in that bucket.
Symbol Type Expiry Strike Net Qty Buy Qty Sell Qty Trades Bucket Metric $ Delta (mm) $ Vega / 1% (mm) $ Gamma / +1% (mm) Last Trade (PST)

Net Flows by Option

Symbol Type Net Qty Buy Qty Sell Qty Trades Block % $ Delta (mm) $ Vega / 1% (mm) $ Gamma / +1% (mm) Last Trade (PST)

Top Block Packages (Grouped + Classified)

Label Legs Package Side Pkg Qty Block % $ Delta (mm) $ Vega / 1% (mm) $ Gamma / +1% (mm) First Leg (PST) Last Leg (PST) Leg Preview

Flow Symbol Finder (Blocks + Regular Trades)

Enter a symbol fragment to search regular and block trades.
Time (PST) Source Symbol Side Qty Price Is Block $ Delta (mm) $ Vega / 1% (mm) $ Gamma / +1% (mm) Trade ID Block ID

Option Pricer

Select an expiry and add strikes to view bid/ask prices and implied vols.
Strike Call Bid Call Ask Call Bid IV (%) Call Ask IV (%) Put Bid Put Ask Put Bid IV (%) Put Ask IV (%) Fit Call Fit IV (%)