A Complete Quant Stack

Our Product Suite

Core Analytics

Optional Modules

PnL Explanation icon

PnL Explanation

Vola Dynamics PnL Explanation module decomposes profit and loss for vanilla and volatility derivatives into ATM-forward, skew, and curvature components using Greeks or scenarios.

Vol Derivatives icon

Vol Derivatives

Vola Dynamics Vol Derivatives — fast pricing of var and vol swaps (capped or uncapped), options on var and vol, and corridor/conditional variance. Consistent hedging with vanillas under shared spot-vol dynamics.

VIX Pricer icon

VIX Pricer

Vola Dynamics VIX Pricer — VIX future valuation based on SPX and VIX vol surfaces. VIX futures Greeks with respect to SPX (BS or adjusted with spot-vol dynamics).

Discount Curve Fitter icon

Discount Curve Fitter

Vola Dynamics Discount Curve Fitter — imply the discount curve used by the options market from index option prices, using one or more snapshots. Handles general term-structure shapes including inverted yield curves.

Div Fitter icon

Div Fitter

Vola Dynamics Dividend Fitter — imply cash dividend amounts consistent with market prices. Detect market dividend moves and backfill historical data.

Event Var Fitter icon

Event Var Fitter

Vola Dynamics Event Variance Fitter — calibrate the additional event variance associated with earnings, elections, and other events. Important for accurate American option pricing and trading strategies.

Event Modeling icon

Event Modeling

Vola Dynamics Event Modeling — given a dirty vol surface, calibrate its decomposition into event jumps and a clean vol surface, and vice versa. For earnings, FOMC, elections, and other scheduled events.

FX Module icon

FX Module

Vola Dynamics FX Module — handles all FX-specific conventions for delta, premium type, and ATM/risk-reversal/butterfly definitions.