About 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. We encourage you to sign up (for free!) and
see all of the neat aspects of option trading.

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.
Contact Us!

alternatively email us at info AT commodityvol DOT com