quantedTicker

Volatility mode (IV Rank, Surface Summary, Term Structure, Smile, Strike Matrix)

The ticker's implied volatility: where it ranks, how the surface has changed, by expiry and by strike.

What it shows

Five panels that follow the date and the replay minute: IV Rank with a 30-day expected move; Surface Summary, a table of fixed maturities from 1 day to 3 months with Level, Skew and Wings; Term Structure, at-the-money IV by expiry; the Smile of one expiry across delta; and the Strike Matrix, the IV of every listed strike by expiry. One expiry is picked for the whole page (about one week out by default): it is ringed on the Term Structure, drawn in the Smile and outlined in the Strike Matrix. Every panel has its own 'How to read' box.

What it is built from

Implied volatility for the ticker's options, from data consolidated across every US options exchange, with the ticker's own IV history for rank, percentile, the term-structure band and what a normal change looks like.

Reading

How to read it

IV Rank: 0 is the window's lowest IV30 and 100 its highest. IV Percentile is the share of days in the window with a lower IV30.
Surface Summary: Level is at-the-money IV; Skew is 25-delta put IV minus 25-delta call IV, how much extra puts cost; Wings is the 25-delta butterfly, both tails against the middle. Each maturity is read at fixed deltas, so the underlying moving and time passing do not show up as changes.
Against a comparison, each Surface Summary number shows its change, the normal change (the usual drift for that time of day plus the usual reaction to the ticker's move) and what is left over. Left over is coloured only outside its everyday band: green above normal, red below. The line above the table names the numbers and maturities outside their band.
Term Structure: each dot is one expiry's at-the-money IV, by days to expiry on an axis that gives the near dates room. The grey band is where the curve has sat over the history window (10th to 90th percentile), dashed = its median; hollow dots are the same expiries at the comparison.
Smile: across is delta, puts on the left, calls on the right, at the money in the middle, so every expiry spans the same width. Dots are listed strikes. The comparison is dashed, with the gap shaded green where IV is higher and red where it is lower.
Strike Matrix: rows are listed strikes, columns are expiries. Above the amber spot line each cell is the call, below it the put: always the out-of-the-money side. Level: brighter = higher IV. Change: the move since the comparison, green up, red down, full colour at 2 vol points. Demand: that change minus the normal change; faded numbers are inside that expiry's everyday noise.
Above the matrix, a readout row gives the ticker's move since the comparison, then the downside premium (25-delta put minus call IV on the expiry nearest 30 days) and 30-day IV, each with its normal change and what is left over.

Controls

What each control does

Control	Options	What it changes
History window	1M, 3M, All	Window for IV Rank, IV Percentile and the term-structure band.
Pick an expiry	click a Term Structure dot, a Smile expiry button or a Strike Matrix column header	Picks that expiry for all three panels (default about one week out).
Add to chart (Smile)	up to four other maturities	Lays other expiries on the Smile to compare shapes; they are drawn without their comparison lines.
Matrix range	+/-2%, +/-5%, +/-10%	Strikes shown, by distance from spot.
Matrix cells	Level, Change, Demand	What each cell shows.
Compare to	1m, 15m, Open, Prev close	The comparison capture for Change, Demand, the Surface Summary, the Term Structure's hollow dots and the Smile's dashed line. Shown on the matrix while it is on Change or Demand.
How to read	on each panel	Opens or closes that panel's explanation; the choice is saved in your browser.

Read it with

Session strip (Spot price, Net gamma, Net premium, Session lens, levels row)
SPX Volatility page — the same five panels for SPX, under a strip of headline numbers

Good to know

All five panels follow the date and the minute on the replay bar.
The term structure begins with the first expiry after today.
Demand needs about 20 sessions of the ticker's IV history to learn its normal reaction; until then the matrix shows Change and says why.
Outside SPX, the Surface Summary's normal combines SPX's time-of-day pattern with the ticker's own reaction to its moves, and says it is approximate.
Without a comparison capture (Open before the first capture of the day, for example) the panels show levels only.

A real session

See it happen

14:00 ET

QQQ 2026-09-24 at 14:00, up 0.58% on the 09:30 open: IV30 18.27%, IV Rank 15 / 100, IV Percentile 21 / 100, expected 30-day move +/-$38.8. The Surface Summary reads Level, Skew and Wings normal for the move at every maturity; the downside premium is 3.27%, -0.28 against a normal -0.35.

15 slides

The walk-through, slide by slide

Slide 1 / 15

From the product

Real frames

Shot off the live product, nothing redrawn. Click the right side of a frame for the next one, the left side to go back.

Product frame 1 / 7

← PreviousSession replay bar and date picker

These pages describe what the displays show and what the data did on the sessions shown. They are not trading advice, and a past session is not a forecast of a future one.