New Volatility Levels app now available via Metro Store Front

Posted 13th November 2019

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.

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