Your broker's export does not contain the answer, and it cannot: no export carries the price of the underlying at the moment your order filled.
An option's price is not a number on its own. Six dollars for a 5,900 call is cheap or expensive depending entirely on where the index was, how long was left, and what the market was charging for volatility at that second. Your broker's file has your price, your strike and your timestamp. It does not have the index level at that timestamp, and without it there is no volatility to compute. That is why no journal in this category shows you one: not because it is hard arithmetic, but because the input is missing.
Take your actual fill price, the index level at that minute, your strike and the time left, and solve Black-Scholes backwards. This is what YOU paid, in volatility terms, and it is comparable across a $3 option and a $30 one.
The smile at your strike at that moment. The difference between this and the number above is the honest measure of whether you were filled well: sell above the surface or buy below it and you took the better side of the same trade.
A third thing again, and the one people mean by "execution quality": where your fill landed between the bid and the ask that was actually standing. It needs a quote feed, not a curve, and confusing it with the one above is the most common error here.
For SPX, SPXW and XSP it reads FirmTape's session archive, which publishes one row a minute for every trading session back to 14 April 2022, free, at archive.firmtape.com. That gives the index level at the minute your order printed, the gamma flip, the dealer hold band, and the same-day volatility smile at five minute steps. From the index level and your own fill price it solves the volatility your fill implied, and the delta, gamma, vega and theta that follow from it, at a 4% rate and a 1.2% dividend yield, both stated rather than buried.
The archive holds a fitted surface, not a quote. A fill through the smile may still have been at the touch of a wide market. That measurement needs a quote feed and is honestly marked as not built.
An equity option needs its own underlying price at your fill, which no export carries and no free archive publishes. Rather than approximate it from a daily close, this product says nothing for equities.
The published curve is built from 0DTE contracts on purpose, because averaging implied volatility across expiries puts two different regimes on one strike axis. So the comparison is offered for a same-day expiry and refused for any other.
A short 0DTE put on SPXW, filled at 10:20. The index was at 7,724 and the gamma flip at 7,634, so the position went on 90 points above the flip, where dealer hedging damps the tape. The smile at that strike was showing 15.7%. Whether your own fill implied more or less than that is the number, and it is averaged across every fill with a 95% interval clustered by trading day, because one good fill is not evidence of anything.
This runs on the Desk plan, at $49 a month. The free tool in your browser rebuilds the whole lifecycle of every contract and uploads nothing; it does not do this. The other page is about why the interval is there at all.