TERMINAL / GUIDE
Surface
A 3D or 2D view of option sensitivities, book liquidity, executions and derivative metrics.
09 / 14Surface
Interactive interface · ArcDelta dataOpening the workspace…
Start here
- 01Choose the field first: it determines the symbol catalog and axes.
- 02Use + to select the asset; non-option fields also accept a venue.
- 03Rotate the surface or switch to 2D, then inspect a slice.
Inputs
Listed options for IV/gamma/delta; available pairs and venues for order-book, tape, OI, funding and basis fields.
General limitations
Read the source timestamp and venue coverage. No data is different from zero; stale observations must not be read as current.
- Calculation
- Option observations are mapped to strike and expiry. IV smiles are interpolated across usable strike quotes; surface cells may be interpolated rather than direct contract quotes.
- Reading & controls
- Read axis labels and expiry/strike coverage. Switch fields to compare volatility and sensitivities in their own units.
- Limitations
- A smooth mesh is a rendering estimate. It does not imply quotes exist at every displayed coordinate.
- Calculation
- Samples are binned by price or distance from mid and time; the field uses average sample values with interpolation and smoothing. This differs from a summed executed-volume profile.
- Reading & controls
- Choose liquidity, book shape, traded volume or liquidation field. Use a slice to read the field's scale and time range.
- Limitations
- Interpolated gaps and smoothing can hide sparse sampling. Do not read a field height as a complete historical total.
- Calculation
- Available time-series values are arranged across symbols and time; missing coordinates may be interpolated for the display.
- Reading & controls
- Read the field name, units, selected focus asset and venue; compare only like-for-like series.
- Limitations
- These fields have different units and update schedules. Visual peaks in different fields are not directly comparable.