Option Volatility Surface with a Flexible, API-Driven Approach
· 7 min read
In this post, we discuss how implied volatility (IV) is compared across different strikes, maturities. We’ll show how moneyness, log-moneyness, and delta quoting conventions help you visualize and interpret the “volatility smile.” Finally, we’ll highlight how an adaptable API—like Qytrees—streamlines retrieving and analyzing these data points.