Contract
Options market
| Strike | Type | Bid | Ask | IV % (opt.) | Solved IV | Remove |
|---|
Quote one strike below and one above the level so the skew can be read. Leave IV blank to solve it from the mid.
—
0¢25¢50¢75¢100¢
Amber band: market from YES bid (100 − NO ask) to YES ask. Blue line: option-implied fair value. Grey line: the same without skew.
Fair YES—
Edge buying YES—fair − ask − fee
Edge buying NO—fair − ask − fee
IV at level—