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Convexity

Options Lab

On Pro

Options volatility at the close, in one hub.

Implied vol, skew, term structure and greeks from end-of-day option chains, with a spread builder for your own legs. The live chain went dark with its source on 2026-09-24.

The Lab's tools, as they stand2026-10-19
  • Volatility LabIV rank, skew, term structure, running
  • IV by tenorat-the-money vol across expiries, running
  • Greeks Scannercontracts ranked by gamma, theta, vega, running
  • Earnings IVimplied vol into and out of a print, running
  • Spread Builderup to eight legs, your own prices, running

Dark until re-sourced

  • Live chainoffline since 2026-09-24, offline
  • Flow and GEXoffline since 2026-09-24, offline
  • Backtestoffline since 2026-09-24, offline

End-of-day chains read on weekdays at10:30 UTC

End of day, stated plainly.

The running tools read one dataset, DoltHub's free options history, as of each close.

Strikesaround spot

±30%of spot

Strikes further out are not kept.

Expiriesfrom today

1 yearout, at most

Longer-dated contracts are not kept.

Historyper name

1,100days, at most

Older closes are pruned each day.

Read on weekdays at 10:30 UTC, each name every two to three days. No volume or open interest.

Pick the question. Here is what answers it today.

IV by tenor

How does vol run from the nearest expiry out?

Volatility Lab

Where does today's vol sit in its year?

Earnings IV

What does a report do to vol?

Greeks Scanner

Which contracts carry the most gamma, theta or vega?

Spread builder

What does a spread pay at expiry?

Dark since 2026-09-24

Chain & greeks

The live chain read Yahoo.

Gamma exposure

Read Yahoo, as flow and the options matrix did.

Drawn as shapes, not any name's numbers. The Lab is part of Pro.

The backtest, offline for now.

It prices options with Black-Scholes against a stock's own price history, and that history came from Yahoo.

Saved runs still open

2026-09-24 new runs stopped

Part of Pro Plus.

Build the leg. Read the payoff.

lower strikeupper strikeloss: the debitgain: the width less the debit
A long call vertical at expiry. Illustrative: the builder draws the legs you enter.
  • Legs

    Up to eight calls and puts, long or short.

  • Inputs

    The spot, premiums and vol you enter; nothing is read from a chain.

  • Out

    The payoff at expiry and today, breakevens and combined greeks. Nothing is saved yet.

Options volatility at the close.

Volatility Lab, IV by tenor, the Greeks Scanner and Earnings IV from end-of-day chains, on Pro.