Option Market Analytics

Why?

Why build CommodityVol.com?

CommodityVol.com was born out of a realization that commodity implied volatility is very hard to find. Implied vols are the trading community's way to summarize risk and uncertainty. Even among well regarded services, the approach is one size fits all. We think this resource should be available and reach a large audience. That is why this site exists.

Professional traders certainly have many sources of information. CommodityVol.com is useful to a broad group of investors, traders, and researchers.

We take the approach that there is more than one way to calibrate. Unlike many of the option volatility providers, we think hedging on model or day counting is the best way to proceed.

CommodityVol.com has built a flexible infrastructure to calibrate models under many different popular choices of model particulars. CommodityVol.com is also offered as a teaching tool to the option trading public.

We are confident that you will find insights using this web application and the views it generates.