Why do Monday Expirations have lower IV than others?

Those with + moneyness values (DITM) are not very liquid as you noticed with the huge B/A spread. I wrote that in python. -- plotly.express is very nice for 3D scatter plots.
I see. 3D plots are great for gaining data insights. For real-time monitoring, I like 2D plots for visualization of changes.
 
They are less in demand. iv is just the way supply and demand is accounted for in option pricing. It is the one unknown in option pricing formulas.
 
Back
Top