Minimum Curve Value

The lowest point on the curve.

Maximum Curve Value

The highest point on the curve.

Curve value at-the-money

The volatility value calculated for the at-the-money strike.

Turning points number

The number of times the volatility curve switches from going down to going up or vice-versa.

Slope at left end

The slope of the curve for the lowest x-axis value.

Slope at right end

The slope of the curve for the highest x-axis value.

Minimum slope

The minimum slope of the volatility curve.

Maximum slope

The maximum slope of the volatility curve.

Average slope

The average slope of the volatility curve.

Curve value at Delta 10%

The implied volatility for the strike where the delta equals 10.00.

Difference with ATM

Difference between the volatility values at the strike where the delta equals 10 and volatility value for the at-the-money strike.

Curve value at Delta 25%

The implied volatility for the strike where the delta equals 25.00.

Difference with ATM

Difference between the volatility values at the strike where the delta equals 25 and volatility value for the at-the-money strike.

Curve value at Delta 50%

The implied volatility for the strike where the delta equals 50.00.

Difference with ATM

Difference between the volatility values at the strike where the delta equals 50 and volatility value for the at-the-money strike.

Curve value at Delta 75%

The implied volatility for the strike where the delta equals 75.00.

Difference with ATM

Difference between the volatility values at the strike where the delta equals 75 and volatility value for the at-the-money strike.

Curve value at Delta 90%

The implied volatility for the strike where the delta equals 90.00.

Difference with ATM

Difference between the volatility values at the strike where the delta equals 90 and volatility value for the at-the-money strike.

Average Absolute Error

The average error calculated using the absolute values of the errors of the observation points.