Volatility User Guide

Volatility User Guide

  • User Guide
  • Video Tour
  • Get Started

›Account Management

Getting Started

  • Overview
  • Creating Your Account

Options Backtesting

  • Starting Your Backtest
  • Customizing Your Strategy

    • Profit Targets and Stop Losses
    • Implied Volatility Conditions
    • Options Price Conditions
    • Timing and Date Range
    • Holding Periods
    • Technical Indicators
    • Execution and Liquidity Costs
    • Pair with Underlying Shares
    • Earnings Announcements
    • Delta Hedging

    Analyzing Your Results

    • Backtesting Statistics
    • Backtesting Charts
    • Scenario Risk Analysis
    • Strategy Optimization
  • Portfolio Backtesting
  • Backtest Specific Options

Market Screening

  • Volatility Dashboard
  • Macro and Equities Screens
  • Put Writing Screen
  • Covered Call Screen
  • Unusual Options Activity
  • Opportunities Search
  • Correlation Analysis

Options Charting

  • Implied Volatility Charting
  • Volatility Skew Charting
  • Volatility Surface Charting
  • Market Positioning Charting
  • Put/Call Volume Charting

Account Management

  • Settings
  • Transactions
  • Password

Miscellaneous

  • Start Bar

Settings

We offer several account settings to customize your experience on the Volatility platform. To access and modify these settings, navigate to your Account.

Dashboard Default Expiry

The Dashboard, Macro, Equities, Put Writing, and Covered Call screens show you option metrics such as implied volatility data that are calculated from options that expire at a certain time in the future (for example, one month from now). By default, three month options are used in the screens. You can modify this default setting to one week, one month, six months, one year, or two years. As mentioned in the Dashboard Guide, you can always view the other expiries without changing this default setting.

Backtesting Strategy Type

As mentioned in the Backtest Specific Options Guide, the Specific Options interface offers systematic and discretionary backtesting calculation types. You can change the default setting from Systematic to Discretionary.

Backtesting Chart

The Backtest Visualization (Expected Value) chart will be shown by default after a backtest completes. You can change this default setting to the Equity Curve or Histogram.

Underlying Price on Implied Volatility Charts

Volatility Implied Volatility Charts show the three month at-the-money implied volatility of the underlying asset on the left y-axis and the underlying asset's price on the right y-axis by default. If you don't want to see the underlying price, you can disable that here.

Market Updates

We sometimes send market update emails, and you can unsubscribe or re-subscribe to those here.

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  • Backtesting Strategy Type
  • Backtesting Chart
  • Underlying Price on Implied Volatility Charts
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