Fresh Features: Footprint Vol. Curve
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)