News
The Vola Dynamics team is at the cutting edge of research in dividend and volatility surface modeling, volatility dynamics, as well as the design of super-fast and robust pricing and calibration algorithms.
Most of our research is only available to clients.
Blog | News | Presentations |Research Publications
News
- An oral history of the fear index
Financial Times Alphaville, September 20, 2023
- The Swiss Army Knife of Options
Analytics,
Profile of Vola Dynamics, Wilmott Magazine, January 2020
- Innovators Pavilion 2016 – Where are they now?
FIA MarketVoice, July 21, 2021
- Vola was at the GVS
2019
GVS, March 13, 2019
- How S&P 500 options may be used to manipulate VIX ‘fear
gauge’
MarketWatch, June 19, 2017
- 18 Startups Bringing New Products and Services to the Derivatives
Markets
FIA MarketVoice, November 16, 2016
Blog
- Vola Dynamics’ Greatest Hits
LinkedIn, September 2021
- GameStop options trading during the short
squeeze
LinkedIn, February 2021
- SPX vol surfaces during the 2020 Coronavirus
Crash
LinkedIn, March 2020
- Spot-Vol Dynamics and Deltas for SPX
Options
[pdf]
LinkedIn, January 2020
- AAPL, FB vol curves around
earnings
LinkedIn, January 2019
- The Global Volatility Summit New York happens on March 13,
2019
LinkedIn, January 2019
- Pot is hot: Having fun with TLRY options and
borrows
LinkedIn, Sep 2018
- Option market thinks there is a 16% change that Tesla will not
exist in January 2020
(part 2)
LinkedIn, July 2018
- Option market thinks there is a 16% change that Tesla will not
exist in January
2020
LinkedIn, July 2018
- Volatility Surface Fitting Buy vs
Build
LinkedIn, June 2018
- The Most Interesting Volsurface in the
World
LinkedIn, June 2018
- Vol Dynamics Releases Vol Derivatives
Module
LinkedIn, May 2018
- How does a Bitcoin volatility curve look
like?
LinkedIn, October 2017
- Are you in the options business — then ask yourself these
questions
LinkedIn, September 2017
- “Your Curves work like
magic”
LinkedIn, July 31, 2017
- TABB piece on the history of volatility modeling among
OMM
TABB Forum, May 18, 2017
- LinkedIn article on options market structure and intro to the TABB
piece
LinkedIn, May 18, 2017
- Valuing options on leveraged
ETFs
LinkedIn, March 8, 2017
- How dividends impact options
greeks
LinkedIn, October 14, 2016
Presentations
- State of the Smile: The Ever-Surprising Evolution of the Equity Options Market
QuantMinds Conference, London, November 15, 2023
- Robust Options Valuation and Risk Management Workflows with Vola Dynamics Analytics
Quant Insights 2021 conference, October 28, 2021
- Optimal Portfolio Construction and Risk Premia in Options Markets
Quant Insights 2021 conference, October 27, 2021
- Navigating New Waters of Extreme Change in Quant Finance
Quant Insights 2021 conference, May 2021
- The New World of Options Trading: Valuation, Risk and Robust Workflows
Quant Insights 2021 conference, May 2021
- Tools for Options Trading in a Crazy World
MathFin Conference 2021, March 16, 2021
- Tools for Options Trading in the New World - A Report from the Cutting Edge
Quant Insights 2020 conference, November 12, 2020
- Arbitrage-Free Parametric Implied Volatility Surfaces and Real-Time Fitting
Global Derivatives conference, November 2, 2017
- Equity Implied Vols for All, Part 2: Implied Volatility Curve Design and Fitting
Columbia University, Practitioners Seminar, March 24, 2016
- High Performance Options Analytics and Volatility Modeling
Columbia University, Algorithmic Trading Class, April 13, 2016
- Equity Implied Vols for All, Part 1: Pricing with Cash Dividends
Columbia University, Financial Engineering Seminar, November 16, 2015
Research Publications
Relevant for Vola Dynamics Software Solutions
Earlier Articles about Pricing Models and Algorithms