Volatility Smile Interpolator
Fit a parabola through three strike/IV points and read the IV at any strike — quick smile-consistent pricing input.
Formula
Three points pin a parabola — good enough between the wings for marking odd strikes, but never extrapolate beyond them (real smiles flatten via SVI/SABR-type behavior in the tails). The local slope is your strike-skew input for risk-managing verticals.
Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.
Need volatility smile interpolator results fast? Analysts, founders, traders and finance professionals use the Volatility Smile Interpolator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.
About Volatility Smile Interpolator
Fit a parabola through three strike/IV points and read the IV at any strike — quick smile-consistent pricing input. Three points pin a parabola — good enough between the wings for marking odd strikes, but never extrapolate beyond them (real smiles flatten via SVI/SABR-type behavior in the tails). The local slope is your strike-skew input for risk-managing verticals. The governing relationship is Lagrange quadratic through (K₁,σ₁), (K₂,σ₂), (K₃,σ₃). The Volatility Smile Interpolator computes entirely in your browser — free, private (your figures never leave your device) and instant, recalculating live as you change any input.
How to use Volatility Smile Interpolator
- 1Enter Strike 1 (low), IV at strike 1 (%), Strike 2 (mid/ATM), IV at strike 2 (%), Strike 3 (high), IV at strike 3 (%) into the Volatility Smile Interpolator.
- 2The result is computed automatically using Lagrange quadratic through (K₁,σ₁), (K₂,σ₂), (K₃,σ₃) — there is no button to press.
- 3Change any input to model a different scenario, then copy or share the result.
Why use Volatility Smile Interpolator?
- ✓Computes volatility smile interpolator instantly with the correct formula — no spreadsheet needed
- ✓100% free and unlimited, with no sign-up, login or paywall
- ✓Runs entirely in your browser, so the figures you enter stay private
- ✓Shows the formula, a live worked example and references so you can defend the number
Frequently asked questions
What is the formula behind the Volatility Smile Interpolator?+
Volatility Smile Interpolator uses Lagrange quadratic through (K₁,σ₁), (K₂,σ₂), (K₃,σ₃). Three points pin a parabola — good enough between the wings for marking odd strikes, but never extrapolate beyond them (real smiles flatten via SVI/SABR-type behavior in the tails). The tool substitutes your actual inputs into this relationship and shows the worked example step by step.
What inputs does the Volatility Smile Interpolator need?+
Enter Strike 1 (low), IV at strike 1 (%), Strike 2 (mid/ATM), IV at strike 2 (%), Strike 3 (high), IV at strike 3 (%) and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.
Is the Volatility Smile Interpolator free, and is my data private?+
Yes — it is completely free with no sign-up or usage limit, and it runs entirely in your browser, so the numbers you enter are never uploaded or stored on any server. It is for informational and analytical use, not financial advice.
What should I watch out for when using the Volatility Smile Interpolator?+
The local slope is your strike-skew input for risk-managing verticals.
What is the Volatility Smile Interpolator based on?+
The method follows authoritative sources: Gatheral — SVI and smile interpolation caveats. The formula and references are shown on the page so you can verify and cite the result.
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