CommodityVol.com is a research consultancy which operates in the field of trading and trading analytics for the volatility trading community.
Settles vols Anything which is visible on this web application can be delivered to you in a variety of formats (JSON, CSV, Excel, TXT). We have you covered!
Settles curves Need curves to mark your books? Whether it is SABR, simple Quadratics or Spline Based curves we can deliver them to you in a variety of formats!
Reports We can generate all sorts of interesting views and reports based on our data.
Custom Data Do you have internal data, but can't seem to squeeze value out of it? We can help!
Volatility Trading Do you need help around risk, UI design, or other trading issues?
Intra-day Data We are working with a data provider to build an intra-day product for risk managers and traders. Think of all the analytics we generate (for settles prices), but extended to intraday intervals.
Please do not hesitate to contact us for a quick consultation!