Implied volatility is a key factor that determines options prices, and it's essential for traders to understand how it's evolving over time. Our implied volatility charts allow you to analyze up to 15 years of historical implied volatility data across U.S. stocks and futures markets. Quickly understand where implied volatility is cheap or expensive and how pricing compares across assets to find the best implementation of your next trading idea.
Uncovering how the implied volatility of one asset compares to another can help you find attractive investments. As an example, if S&P 500 volatility is unusually expensive relative to NASDAQ volatility, you may choose to buy NASDAQ options instead for a long macro U.S. equities investment. Our scatter plots help you easily identify unusual and attractive pricing across markets.
Options at different strike prices and expiries are often priced differently as traders incorporate expectations and risks of potential future price moves. For those that know where to look, skew charts that highlight these differences can reveal desirable opportunities in unusually cheap or expensive options and spreads.
This 3D surface plot displays implied volatility by option delta (X-axis) and maturity (Y-axis). The shape of the surface provides information regarding where options are being heavily bid or offered.
Forward curves provide important information regarding supply and demand in commodity markets. For example, if prices are generally falling into the future, it could indicate that there is a supply shortage in the market. For equity futures, forward curves are highly dependent on interest rate and dividend expectations. These dynamics appear in options prices and can help you identify opportunities.