A tibble of implied vol surfaces for several id/date/days snapshots.
Column names and units mirror the Python examples.
Format
A tibble with columns:
- id
integer — underlying identifier
- date
Date — observation date
- days
integer — calendar days to maturity
- mnes
numeric — moneyness K/S
- impl_volatility
numeric — Black(–Scholes) implied volatility
- delta
numeric (optional) — quote delta if available
- best_bid, best_offer, open_interest, prem
optional numeric fields, if present