Observed arrival · 2026-08-27

Quoted Vol: 135 Numbers for an SPX Volatility Surface

quotedvol.com Observed source

Editorial interest 82/100 Selection signal · not a rating of the site

A browser-based quantitative tool that constructs an arbitrage-free SPX volatility surface from quoted option bids and asks.

Landing page captured for the 2026-08-27 issue.

Field notes

The construction uses quoted bids and asks to fit positive-weight risk-neutral densities on one common support, with a calendar floor imposed across adjacent maturities. The interface exposes funding and dividend-plus-borrow, nearest-expiry density, spot and forward-starting variance-swap views, and cross-grid level and skew. The page says eighteen days of event-selected SPX chains feed the displayed material, while the linear programs run offline and the figures are drawn in the browser.

Observed signals

Read the marks

Editorial observations of this landing page, not a rating.

○OpenPublic substance visible

✦PrettyNotable craft visible

●ProPolished or operationally mature

◎NicheUnusually specific use

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