Market-Implied Probability Explorer
SPY · $578.40 · Oct 16, 2026 (21d) · as of Sep 25, 2026

Volatility smile

The smile is fitted before differentiation. Second derivatives amplify quote noise, so the bandwidth below directly controls how stable the density estimate is.

Raw vs smoothed IV — Oct 16, 2026

Call side

Model inputs

0.055

Gaussian kernel bandwidth in log-moneyness

4.30%

Continuous discount rate r

1.30%

Continuous yield q

ATM smoothed IV
15.15%
Strike 580
Downside wing IV
25.63%
Strike 480
Upside wing IV
14.59%
Strike 640
Fit RMSE
1.68%
Root mean squared IV residual vs raw quotes

Refitted call curve

Smoothed IVs converted back to Black-Scholes call prices; this curve is what gets differentiated twice.