The SPX volatility surface as points in 3D space
Recorded in cvforge on May 17, 2026 by ConvexValue · Published July 25, 2026
SPX implied volatility across strikes and expirations plotted as a point cloud rather than a mesh — every dot is a real listed contract, with no interpolation.
Exact prompt
create a 3d visualization of the $SPX implied volatility surface - display the closing prices as dots in 3d space.
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, strike_price, expiration_date, delta, underlying_price
How to read it
Asking for dots rather than a surface is a deliberate and honest choice. A smooth mesh looks better and quietly invents values between listed strikes; a point cloud shows you exactly where data exists and where the chain is sparse.
Read the gaps as information. Dense regions near spot and the front expirations are where pricing is reliable; isolated points far out in strike or time are single contracts, sometimes with little volume or open interest, and they are where a surface would have been most confidently wrong.
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.
- The surface is drawn from listed strikes and expirations only; gaps between them are interpolation, not data.
- Low-volume, low-open-interest contracts can leave isolated implied-volatility observations that deserve less weight.
Related demos
- SPY against QQQ on delta and time, overlaid on one axis
- A 3D SPY implied volatility surface in one line
- Comparing two volatility surfaces in the same 3D space
Search focus: spx implied volatility surface 3d. Related: spx vol surface point cloud, implied volatility across strikes and expirations. Originally posted on X.