Option charting

The Charts tab plots a symbol’s contracts against each other, one series per expiration, so you can compare expirations at a glance: implied volatility by strike, for example.

Option Charts for SPY: implied volatility plotted against strike for three expirations, calls and puts, with fitted curves.

Controls

  • Measures: pick what goes on each axis, in the form Y vs X.
    • Across (X): Strike, Delta (absolute), or Mid Price.
    • Up (Y): Implied Volatility, Delta (absolute), Gamma, Theta (absolute), Vega, Rho, Theoretical Price, or Mid Price.
  • Expirations: choose which expirations to plot.
  • Calls, Puts, Both, or Combined.
  • Fitted draws a curve through each expiration’s points; Points only shows just the contracts.

The line at the right says how many contracts are drawn, and how many couldn’t be priced. The page’s address keeps your choices, so a chart can be bookmarked or shared.