Definition. The model-interpolated implied volatility of 10-delta call options by tenor. Each data point reports the IV at target delta 10 for the selected asset, exchange, and quote currency.

Technical. Values are obtained by interpolation across delta and maturity onto standard tenors.

This is the Point-in-Time (PiT) variant of Call IV Delta 10. PiT metrics are strictly append-only and their history is immutable. The historic data does not necessarily reflect the best current knowledge, but the information at the time when a data point was first computed. PiT metrics are ideal candidates for applications in model backtesting and related quantitative purposes. Read our article on PiT metrics for more information.