Volatility User Guide

Volatility User Guide

  • User Guide
  • Video Tour
  • Get Started

›Options Charting

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

Volatility Surface Charting

The volatility surface is a 3D-surface plot displaying implied volatility (Z-axis) 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 or where market makers require more or less premium to hedge against gap risk. This information helps you determine which strike prices and maturities to choose when aiming for a specific option strategy.

You can view historical volatility surfaces by clicking the “Edit chart” button and selecting a date.

Volatility Surface Screenshot

← Volatility Skew ChartingMarket Positioning Charting →
Products
BacktestingScreeningCharting
Resources
Backtesting ResearchBlogPricing
Follow @getvolatility
Use of this site constitutes acceptance of our Terms and Conditions and Privacy Policy.
Copyright © 2019 Volatility Analytics Inc. All rights reserved.