surface
Implied-volatility or greeks 3-D surface over DTE and strike.
Parameters
- standard
symbol: str
Default: SPY
The underlying ticker symbol.
metric: str
Default: implied_volatility
The surface metric. Cboe publishes greeks alongside implied volatility.
option_type: str
Default: otm
Which side of the chain to plot.
dte_min: int
Minimum days to expiry.
dte_max: int
Maximum days to expiry.
moneyness: float
Percent from the underlying price to include.
oi: bool
Default: False
Drop contracts with no open interest.
volume: bool
Default: False
Drop contracts that have not traded.
raw: bool
Default: False
theme: str
Default: dark