SPX skew for this week’s expirations
Recorded in cvforge on May 18, 2026 by ConvexValue · Published July 25, 2026
The current week’s SPX skew, narrowed to near-dated contracts where the shape is steepest and moves fastest.
Exact prompt
show me $SPX skew for this week's expirations
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
Short-dated skew is the most volatile part of the surface. With days rather than months to expiration, small moves in spot reprice the wings sharply, so this week’s shape can change materially within a session.
Because of that, read it as a snapshot with a short shelf life. It is the right lens for a question about this week and misleading if generalised — the front week’s steepness is not the name’s structural skew.
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: spx skew this week. Related: near dated spx skew chart, weekly options skew. Originally posted on X.