Black Vols / Business Calendar
Using SABR curveHints
News and Headlines:
Our data and models were used in a major paper on the negative oil prices GCARD
Check out our Year End 2020 wrap up of commodity markets at YearEnd2020!
New products for 2021 now being offered... Reports!
Check out our "GreeksInfo" report available for most products in our universe. Find it here!
Check out our "SkewInfo" report available for most products in our universe. Find it here!
Check out our "LastFewDays" report available for most products in our universe. Find it here!
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Consider us for your backoffice options marking needs. We can supply you with options vols reflecting exchange settles or fitted curves. Browse the sample of our catalog which we post here. Then contact us!
Take a look at real examples of our reports
This a quick view of implied volatility skews across many months or products.
Most of the time the plots of volatility by strike are smooth, sometimes settles are wonky. As a result, the curves can have a whipsaw effect. We make no effort to eliminate this. If you want smooth curves, navigate over to the curves section of the site.
The algorithm which picks which curve to show works on open interest. That can sometimes be a recently expired contract. Fret not, navigate over the the comparisons part of the site and you will find active ones.