Volatility Smile Calculator
Model and analyze the volatility smile pattern across different option strikes.
Smile Parameters
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Volatility Smile: The pattern of implied volatilities across strikes, typically higher for OTM puts and calls than ATM options.
ATM Implied Volatility
25.00%
25D Risk Reversal
-0.05%
25D Butterfly
0.00%
Smile Structure
Deep OTM Put IV25.12%
ATM IV25.00%
Deep OTM Call IV24.93%
Skewness0.19%
IV by Strike
$80 (80%)25.12%
$85 (85%)25.09%
$90 (90%)25.05%
$95 (95%)25.03%
$100 (100%)25.00%
$105 (105%)24.98%
$110 (110%)24.95%
$115 (115%)24.93%