3D implied volatility surfaces · Demo

A 3D SPY implied volatility surface in one line

Recorded in cvforge on May 15, 2026 by ConvexValue · Published July 25, 2026

"Create a 3D visualization of the $SPY IV Surface" — the entire prompt — returns a rotatable surface across every listed strike and expiration.

Exact prompt

Create a 3D visualization of the $SPY IV Surface

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

The shortest possible version of the request, included because the surface is the canonical example of something that is genuinely awkward to get elsewhere: it needs the full chain, across every expiration, with greeks, in one shape.

What you are looking at is the smile in one direction and the term structure in the other. A surface that rises as expirations shorten near the money is the ordinary pre-event pattern; one that rises toward the low strikes is the equity skew that is almost always present.

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

Search focus: spy iv surface 3d chart. Related: 3d volatility surface spy, iv surface visualisation free. Originally posted on X.