MU IV term structure and skew in one view
Recorded in cvforge on June 10, 2026 by ConvexValue · Published July 25, 2026
Implied volatility across expirations and across strikes for MU on a single screen, built to take any symbol rather than being hard-wired to one.
Exact prompt
I want a visualization of the IV term structure and skew for a given symbol. Lets start with $MU
Data cadence
Live U.S. option snapshots, refreshed through the session. Open interest is an end-of-previous-day figure and updates once daily.
Plan requirements
Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.
Fields used
implied_volatility, delta, strike_price, expiration_date, contract_type
How to read it
These are the two cross-sections of the volatility surface: term structure holds strike roughly fixed and moves through time, skew holds expiration fixed and moves across strikes. Seeing both answers “are options expensive here” far better than either alone.
Note the prompt says “for a given symbol” rather than naming one. Asking for the parameter up front produces a reusable tool instead of a one-off chart, and it costs nothing at build time.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- Delta-referenced skew depends on the snapshot’s greeks; low-activity wing strikes can make the reading less reliable.
- This is the level and shape of implied volatility, not an implied-volatility rank or percentile against its own history.
Related demos
Search focus: iv term structure and skew chart. Related: mu implied volatility term structure, skew and term structure together. Originally posted on X.