Time series of model-interpolated 20-delta call implied volatility by tenor. Each data point represents the IV at target delta 20 for the selected asset, exchange and quote currency, obtained via interpolation across delta and maturity onto standard tenors.

This is the Point-in-Time (PiT) variant of Call IV Delta 20. 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.