Risk Free rate

Filtering tolerance
Grid tolerance
Surface Maturity Steps
Surface Strike Steps
Online Symbol

Start

0.04
0.01
0.001
50
80
MSFT

<=Reduce this to make ImpliedVolGraph smoother

<=Reduce this to make SmoothVolGraph smoother
<=Extrapolation points for SmoothVolGraph
<=Extrapolation points for SmoothVolGraph
<= To use live data from Yahoo Finance enter symbol value here
To use Quotetable.dat leave this blank and place Quotetable.dat in current directo

Read file

Filter Implie

bol value here

Quotetable.dat in current directory

Clear All

Extrapolate

Read file

Get Online

Filter Implied volatilties

Extrapolate surface
Smoothen

Original Implied Volatility Surface

10
9
8
7
6
Row 2
Row 3
Row 4
Row 5
Row 6

5
Implied Volatility

4
3
2
1
0

Row 6
Row 5
Row 4
Row 3
Row 2
Strike

Maturity

Smoothed Implied Volatility Surface

10
Row 2
Row 4
Row 6
Row 8
Row 10
Row 12
Row 14
Row 16
Row 18
Row 20
Row 22
Row 24
Row 26
Row 28
Row 30
Row 32
Row 34
Row 36
Row 38
Row 40
Row 42
Row 44
Row 46
Row 48
Row 50

9
8
7
6
5
Implied Volaitity

4
3
2
1

Row 49
51
Row
50
Row
48
47
Row
46
45
Row
44
Row
43
42
Row 39
41
40
Row
Row
38
37
Row
36
35
Row
34
Row
33
32
Row 29
31
Row
30
Row
28
27
Row
26
Row
25
24
Row
23
22
21
Row 18
20
19
Row
17
16
Row 13
15
14
Row
12
11
Row 10
Row 56789
Row
Row
Row
234

Strike

Maturity

Row 3
Row 5
Row 7
Row 9
Row 11
Row 13
Row 15
Row 17
Row 19
Row 21
Row 23
Row 25
Row 27
Row 29
Row 31
Row 33
Row 35
Row 37
Row 39
Row 41
Row 43
Row 45
Row 47
Row 49
Row 51

104204.8
103910.9
103910.9
103910.9
104498.7
104498.7
103850.1
103850.1
103804.1
104663.9
104409.1
104409.1
104026.6
104226.5
104250.4
104250.4
104250.4
104211.3
104159.2
104211.3
104211.3
104211.3
104211.3
104211.3
104211.3
11405.58
11582.36
11607.77
11539
11592.87
11566.36
11573.15
11618.84
11589.72
11582.76
11588.36
11591.3
11590.76
11591.14
11591
11589.13
11582.76
39163.27
39170.73
39170.73
39144.64
39170.73
39170.73
39170.73

39144.64
39170.73
39144.64
39170.73
39170.73
39150.23
39150.23
39150.23
39150.23
39150.23
39150.23
39150.23
39150.23
39150.23
39150.23
39150.23
39150.23
39139.05
39139.05
134430.7
134429.3
134430.6
134430.3
134430
134429.9
134437.7
134440.1
134440.2
134440.4
134441.5
134440.6
134439.3
134439
134440.6
134422.9
134422.6
134429.9
134429.7
134430.1
974241.5
974241.5
974241.5
974241.5
973362.8
973261.9
974241.5
975710.9
975710.9
974932.9

974932.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
974932.9
975710.9
974932.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
974932.9
974932.9
974932.9
974932.9
975710.9
975710.9
975710.9
975710.9
975710.9
975710.9
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6

974347.6
974347.6
974347.6
974347.6
974347.6
972694.5
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
973138.9
972694.5
972694.5
972694.5
972694.5
972694.5
972694.5
972694.5
972694.5
972694.5
972694.5
974347.6
972694.5
972694.5
972694.5
972694.5
972694.5
974347.6
972694.5
972694.5
972694.5
972694.5
974347.6
972694.5
972694.5
972694.5

972694.5
972694.5
972694.5
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
974347.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
972819.1
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973049.2
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6

973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973049.2
973288.6
973288.6
973288.6
973288.6
973288.6
973288.6
973132.1
973288.6
973288.6
973288.6
973288.6
973288.6
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973118
973219.8
973219.8
973219.8
973219.8
973118
973219.8
973219.8

973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973063.3
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973063.3
973063.3
973063.3
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973219.8
973118
973118
973219.8
973219.8

973219.8
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
972943.6
972943.6
972943.6
973100.1
973100.1
972792.9
973100.1
972943.6
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
972943.6
972943.6
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
972943.6
972943.6
973100.1
973100.1
972943.6

973100.1
973100.1
973100.1
972943.6
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
973100.1
972943.6
972943.6
972943.6
973100.1
973100.1
973075.3
973075.3
973075.3
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5

972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972928.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5
972977.5

972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6

972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972940.6
972927.7
972940.6
972940.6
972940.6
972927.7
972940.6
972940.6
972940.6