$LMND is another stock with a highly unusual options implied volatility surface. Spreads are super wide with no clear skew. The best fit is flat. Anything goes ¯_(ツ)_/¯

Fascinating, call skew also emerging in $NVO volbox.com/blog/call-skew

$BBAI Positive skew

$IREN vol surface in positive skew

$TTD interesting vol surface. Positive skew and rising term structure. 70% ATM IV for 21 Nov expiry.

$LYFT positive skew through the implied volatility term structure.

$HIMS steep positive skew on the Volbox implied volatility surface.

Very interesting implied volatility surface for $LMND. Skew is symmetric and spreads are wide. Lots of chop on the ivol term structure. volbox.com/blog

Interesting event vol for $LULU for the 19 DEC expiry.

Options market forecasting important event vol for $HIMS earnings. 21 Nov expiry ATM implied volatility over 95%. Smile in symmetric skew. volbox.com

Interesting things happening in the $RKLB implied volatility surface... volbox.com

Lots of retail interest in $IREN. Huge 03 OCT positive skew as call buyers bid up and OMMs hedge. Term structure in backwardation; vol is now! 24 OCT monthly has wide spreads and flat skew. volbox.com/blog

Not often do we see positive skew in $BABA

Positive skew in the 24 OCT monthly expiry. Flat skew for the 21 NOV vol event (earnings 13 NOV). $ASTS volbox.com/blog

"Funky" smile in $MP for the 03 OCT expiry! Wide spreads ATM. Term structure in steep backwardation. Vol is now!

$IREN +9.72% Options implied volatility surface in steep positive skew. Spreads are wide. ATM ivol peaks 19 Dec 2025 at 123% volbox.com/blog/call-skew

Wide bid/ask spreads on the 2D smiles. ATM IV > 100%. Event vol 21 Nov. $ABCL

$PYPL positive skew in the 17 Oct volatility smile.

for a roughly at-the-money option with no higher order convexity, theta decay is equal to the market's expectation of gamma PNL from moves in the underlying spot price, regardless of time to maturity the actual logic behind this graph is different >>