The team that brought you the Dynamic Skew Algo has built another application now available in the Metro Store Front.
The new Volatility Levels application provides real-time implied volatility metrics and tracking data across the term structure.
Some of the key features of the Volatility Levels include:
- Multiple reference curves for viewing of IV level changes in either raw IV units or ATM-equivalent ticks
- Comprehensive yet easy-to-read matrix by delta, strike, and standard deviation points enable traders to analyze the IV surface from different perspectives
- Relative value (IV ratios) grids and skew / kurtosis grids allow for discovery of additional trading opportunities
- Intraday ranges tracked for most metrics
- Added confirmation of theoretical edge for volatility trading with confidence and the appropriate quantitative justification
Learn more about the application here. For a free trial of the Volatility Levels app, reach out to your account manager.