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.

Click Plot Curve to load IV data

Blue = market IV   Orange dashed = SVI model fit

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.