Presenting our Year End Recap - 2020! is pleased to offer our year end wrap up. The report (download here) is a summary of all the activity of the termstructure, front month volatility (and futures) as well as the moves of the front month volatility curve in numerous options markets. We encourage anyone interested to download the guide.

This is a very small example of the types of analytics can generate. We can build periodic reports like the one below for a variety of needs and uses. Reach out to us for a discussion around this or other reports we can build for you!

Option markets are a great instrument to help the investor/hedger in understanding the "mind of the market".