Who is CommodityVol.com?

CommodityVol.com was born out of a realization that commodity implied volatility is very hard to find unless you subscribe to very expensive services. Implied vols are the trading community's way to summarize risk and uncertainty. It would seem that a resource which is not connected to the well known information providers might find a large audience

The large information providers have a tremendous advantage in their access to direct exchange and trading venue feeds. We have none of that and use public domain and publically available data to generate our measures of implied volatility and information. Professional traders certainly have many sources of information. CommodityVol.com is useful for people who want a low frequency view of commodity futures skews.

One of the failings of some of the option volatility providers is their insistence on presenting vol one way. In reality, option volatility is a residual driven by a particular choice of model paradigm, model type, day counting convention and so on.

While every trader has their own manner of customizing the models, CommodityVol.com has built a flexible infrastructure to calibrate models under many different popular choices of model particulars. CommodityVol.com is offered as a teaching tool to the option trading public.

We hope that you enjoy this web app.

All information provided on an "as is/where is" basis for informational/academic purposes only, not intended for trading purposes or advice. Neither CommodityVol.com nor any of its independent providers are liable for any informational errors, incompleteness, or delays, or for any actions taken in reliance on information contained herein. By accessing CommodityVol.com, you agree not to redistribute the information found therein. CommodityVol.com is intended for an audience who deals with Commodity Skews on daily basis and is familiar with the terms and shortcomings of the results presented here.

All data presented here is owned by its respective exchange. Nothing on this site should be construed as infringement of the copywrights of the respective exchanges. We are operating as a news reporting agency under the exemptions granted by US Law. Pursuant to 17 U.S. Code ยง 107, certain uses of copyrighted material "for purposes such as criticism, comment, news reporting, teaching (including multiple copies for classroom use), scholarship, or research, is not an infringement of copyright."

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alternatively email us at info AT commodityvol DOT com