IV Curve Tester
Compare market implied volatility against SVI model fit. Select a stock and expiry to visualize the smile.
Requires Alpha plan for option chain + SVI data.
OK
Click Plot Curve to load IV data
Blue = market IV Orange dashed = SVI model fit
Raw Chain Data ( contracts)
Market IV
Raw implied volatility from bid/ask midpoint, computed via Newton-Raphson. Each point is one option contract.
SVI Fit
Stochastic Volatility Inspired (SVI) parametric fit. Smooth, arbitrage-free curve. Gaps between market and SVI reveal mispricing.
This tool uses the Advanced Volatility API and Option Chain API.