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.
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 § 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."