Powerful & Flexible
Options Implied Volatility
QuikVol offers the best of implied, actual, skew, and constant maturity volatility charting and analysis, making it the best options analysis software available.
Option Pricing & Market Information
QuikVol™ is the QuikStrike® historical option implied volatility, historical option price settlements, open interest and volume database. QuikVol is available as part of the intraday volatility update and historical implied volatility add-on for our QuikStrike options analysis software.
Historical Volatility
QuikVol has comprehensive implied volatility chart functionality, multiple views into option implied volatility, actual volatility, constant maturity volatility (for both futures actual volatility and options implied volatility) as well as implied volatility cones which make it the best options software on the market. For a more detailed list of option volatility, actual future volatility, volatility skew, risk reversal and butterfly skew and constant maturity volatility features, please reference the list below.
Pricing Sheets & Analysis
QuikVol now includes QuikSkew™ – a QuikStrike proprietary volatility and skew measurement that combines the shape of the volatility curve, the relative value of the out-of-the-money (OTM) options to the at-the-money (ATM) as well as the difference between the OTM calls and puts – all based on the 5 through 45 delta values.
Trade & Risk Analysis
QuikSkew can be used to replace both the risk reversal (RR) and butterfly (BF) values that are typically used to measure and track volatility skew. QuikSkew is a more comprehensive, easier to understand visualization of volatility skew, volatility curve shape and change in shape as well as a volatility level agnostic measure of the rich or cheap-ness of the OTM puts and calls.
Watch the QuikVol Demo
Features
Scheduled Intraday Volatility Updates for All, Active Covered Products
Active Expiration Historical Implied Volatility
- ATM, Strike Level, 5-45 Delta Risk Reversal and Butterfly Volatility Data
- 5 Years of Historical Implied Volatility (with BP Volatility for IR Products)
- Available for Active (Outright) Products – See List for Details
- ATM and Strike Level Volatility (with Spreads Available)
- 5-45 Delta Risk Reversal and Butterfly Volatility
- Implied versus Actual Volatility Data (Current and Historical)
- Seasonal (Year over Year) Volatility Comparisons
- Constant Maturity Volatility (5,7,12,14,30,60,90,190 and 360 – in some cases)
- Volatility Cones
- Historical ATM Yield for US Treasury Products
- Historical DV01s
- Collaborative Enterprise Edition Also Available for Brokerage Groups and Trading Desks
- Custom Add-on Functionality Development Available
- Exchange/Product Additions Available Upon Request (with Subscription Commitment)
- Data Exports Available on Selected Charts and Tables
Exchanges & Products
CME Group
Intercontinental Exchange
Deutsche Börse AG
