IV COLOR MAP + RAW QUOTESSTRIKE K × EXPIRY × IV
LOW IV = CYAN · HIGH IV = ORANGE/RED · HOVER ANY NODEPOINT INSPECTOR悬停查看；点击锁定；拖动旋转
VOLATILITY SURFACE <GO>
MO SURFACE
中证1000股指期权 // RAW OTM QUOTES + SVI FIT // DUAL CLOCK
← DESK PRICER
PASS // MO-20260805T134716
AS OF2026-08-05 13:47:16
EXPIRIES6
RAW OTM IV POINTS66
MAX IV ERROR0.24 vol pt
MAX F DIFF4.94 bp
ARBITRAGECLEAR
EXPIRY SMILESTRIKE K × IV // OTM MID + SVI
PUT OTM CALL OTM · LINE = SVI FIT
TERM STRUCTUREFORWARD / PARITY / FIT QA
VOL TIME = BUSINESS DAYS / 245 · RATE TIME = ACTUAL DAYS / 365| EXPIRY | VOL TIME (BUS/245) | RATE TIME (ACT/365) | ATM FITTED IV | FORWARD | PARITY F | DIFF BP | PAIRS | POINTS | MAX IV ERR | FIT |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-08-21 | 0.049212 | 0.043974 | 28.16% | 7495.00 | 7495.55 | 0.73 | 11 | 11 | 0.24% | PASS |
| 2026-09-18 | 0.129212 | 0.120686 | 27.98% | 7450.73 | 7449.98 | -1.00 | 11 | 11 | 0.04% | PASS |
| 2026-10-16 | 0.185212 | 0.197399 | 27.73% | 7418.14 | 7417.62 | -0.70 | 11 | 11 | 0.06% | PASS |
| 2026-12-18 | 0.365212 | 0.370001 | 26.62% | 7306.01 | 7307.15 | 1.56 | 11 | 11 | 0.10% | PASS |
| 2027-03-19 | 0.597212 | 0.619316 | 26.23% | 7161.94 | 7161.22 | -1.00 | 11 | 11 | 0.21% | PASS |
| 2027-06-18 | 0.837212 | 0.868632 | 26.35% | 7045.83 | 7049.32 | 4.94 | 11 | 11 | 0.06% | PASS |