- Easily create and manipulate vol curves and surfaces to fit any market.
- We offer an intuitive and flexible family of nested parametric curves, way beyond standard curves like SSVI and SVI (which we also offer).
- Curves allow the fitting of options on liquid ETFs like SPY and futures like ES, CL, and even the W-shaped volatility curves of tech names like AAPL and AMZN around earnings. No such curves are available anywhere else.
- Easily manipulate vol level and curve shape (ATF skew, curvature, and wings).
- Easily switch between different curve types.
- Sensible book-level sensitivities to intuitive parameters, even across curve types.
- Curves can be used in a real-time fitter (see Fitter), or managed “by hand” if desired.