The Imagine Marketplace

Vol Skew Over Time

Imagine Software, Inc

This app evaluates and graphs historical volatility surfaces over time. After start date, stock symbol, volatility expiry tenor and interval tenor are chosen, the app calculates the at-the-money volatilities ranging from 50% to 150% at-the-moneyness. Users can choose to display the volatilities in a graph, popup table or Excel file, or any combination of the three.

Current Derivatives.com users, click here for additional information on using Vol Skew Over Time.