Market replay for Volatility Skew

NexusFi · 2018-10-17T16:12:13-04:00

Hello all, Like most options traders I use Volatility Skew as part of my daily analysis. I keep a running picture in my mind as well as daily end of day screen shots as a way of tracking change. I've always thought it would be cool if there was a playback feature (like in Multicharts or Ninja for futures) that would allow for a playback of Vol Skew. My desire would be to match Skew against other indicators that I use for a more complete backtest experience. I'm particularly interested in a visual …

Discussion in Options

Updated October 17, 2018

Market replay for Volatility Skew

October 17th, 2018, 04:12 PM	#11 (permalink)
sjoptions San Francisco, CA Posts: 2 since Oct 2018 Thanks Given: 0 Thanks Received: 0	I develop a platform called OptionColors, which is designed around volatility trading. It has most of the IV tools you are looking for and much more. I can't get too much into the details yet since the platform is still confidential while in beta, but you can contact the company for a demonstration if interested. Once fully ready, it should be the best software available for trading volatility since that is the core of the platform. Besides volatility tools it's also full of statistical analysis.