Black Vols / Business CalendarHints
News and Headlines:
Our data and models were used in a major paper on the negative oil prices GCARD
Year End 2021 wrap up of commodity markets at YearEnd2021!
January 2022 wrap up of commodity markets at January 2022!
February 2022 wrap up of commodity markets at February 2022!
March 2022 wrap up of commodity markets at March 2022!
April 2022 wrap up of commodity markets at April 2022!
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.