fixed delta vols controls
Delta level selection, ATM vol normalization, and multi-DTE shading for FDV.
delta level legend
Use the legend to toggle individual delta levels:
| Delta | Description | Color Scheme |
|---|---|---|
| -0.10Δ | Deep OTM put tail | Vibrant red |
| -0.20Δ | OTM put wing | Light coral |
| -0.30Δ | Put side | Warm orange |
| -0.40Δ | Near put | Amber yellow |
| ATM | At-the-money baseline | Electric blue |
| +0.40Δ | Near call | Lime green |
| +0.30Δ | Call side | Emerald light |
| +0.20Δ | OTM call wing | Mint green |
| +0.10Δ | Deep OTM call tail | Emerald green |
update rate and smoothing
The live service publishes FDV data once per second. The pane applies a 30-second trailing arithmetic mean to each delta series. The mean uses finite values in the trailing window. A missing current value remains a gap.
atm vol normalization
Select ATM norm in the identity row to divide each smoothed delta IV by the smoothed ATM IV at the same timestamp:
normalized_iv = delta_iv / atm_ivATM normalization flattens the ATM line to exactly 1.000 to isolate pure skew slope and wing curvature from overall market volatility shifts.
[!NOTE] Fixed Delta Vols with Normalize to ATM vol enabled stores reference lines independently from the standard FDV view.
multi-dte selection
The DTE selector supports multiple active expirations. When multiple expirations are active, lines fade in opacity to distinguish tenors while maintaining delta colors.
For the time span and data reload, see shared time-series settings.
For mouse gestures, axis strips, and reference lines, see time-series chart navigation.
See also: fixed delta vols view → | chart navigation →