AD Derivatives Newsletter

Share this post

Fresh Features: Footprint Vol. Curve

amberdataderivatives.substack.com

Fresh Features: Footprint Vol. Curve

@g_vol
Nov 11, 2022
2
Share this post

Fresh Features: Footprint Vol. Curve

amberdataderivatives.substack.com

With the current volatility we’re seeing a wide range of variance in option surfaces.

Our new feature, the “Footprint Volatility Curves”, allows traders to quickly see the recent time lapses of IV smiles (VS) where pricing currently resides.

A quick glance like this helps traders not only gauge IV level, but the change in curvature!

(How to find this chart? Options→Deribit→Historical)

Share this post

Fresh Features: Footprint Vol. Curve

amberdataderivatives.substack.com
Comments
TopNewCommunity

No posts

Ready for more?

© 2023 Amberdata Inc.
Privacy ∙ Terms ∙ Collection notice
Start WritingGet the app
Substack is the home for great writing