VOLATILITY FIELD

Uncertainty has topography. A surface deformed by volatility values reveals where pressure concentrates.

FORMULA

σ²(k, τ) = a + b · {ρ·k + √(k² + σ_sl²)}

YEAR

2026

SEED

0x4D535F47

ENTRY

01 / 06

CONTROLS

BASE VARIANCE a0.040

SLOPE b0.150

SKEW ρ-0.30

CURVATURE σ_sl0.100

TIME τ0.50y

STRIKE RANGE1.00

MESH DENSITY40

CROSS-SECTION0.50

SEED

HEATMAP / σ²(k, τ)

ATM VOL0.330

SKEW-0.064

MAX σ0.687

MIN σ0.330

MATHEMATICAL BASIS

Synthetic SVI-style implied volatility parametrisation across log-moneyness and time-to-expiry.

VISUAL SYSTEM

Three-dimensional deformed terrain mesh, hue-mapped by σ magnitude.

This is an original creative coding experiment using synthetic data. No financial guidance.