Heatmap of model-interpolated implied volatility across option delta at a fixed 6-month tenor. The vertical axis represents option delta, with positive values corresponding to call options and negative values corresponding to put options. Each cell shows the implied volatility at the given delta for 6-month expiries, obtained via interpolation across strikes and maturities for the selected asset, exchange, and quote currency.

This is the Point-in-Time (PiT) variant of Implied Volatility Heatmap (6 Months). 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.