Volatility Analysis: VolEdge
Screen trades for volatility. Generate ideas your way.
VolEdge is an enterprise application used to help you generate alpha through exceptional tools that identify profit opportunities and generate trade ideas.
- Customize VolEdge in multiple ways to fit your platform and trading strategies.
- Use live & historical volatility and catalyst data to establish numerous user-specific volatility surfaces.
- Analyze trades in the market and live volatility markets to find opportunities and liquidity.
VolEdge Tools
VolEdge's robust tools combine real-time and deep historical data. See what you can do with VolEdge.
- Scan for macro volatility opportunities and find unusual activity or pockets of liquidity.
- Screen the entire options market for trade opportunity against your own customizable, volatility-based trading levels in real-time.
- Evaluate trade activity of the whole market in real-time.
- Rank and filter baskets of underlyers using dozens of volatility measurements.
- Identify volatility opportunities at the individual option, expiration or underlyer level.
- Perform advanced time-series analysis, such as Z-Scoring a basket of names against an index for any user-defined relationship.
- Compare multiple stocks visually and numerically.
- Conduct custom, historical studies graphically.
- Chart historical implied, realized and skew using built-in and user-defined metrics.
- Chart and construct dynamic volatility surfaces.
- Calculate earnings-/catalyst-free implied and realized volatility, as well as model the effect of catalysts on implied volatility.
Integration
You can integrate VolEdge with RiskEdge risk analysis tools, with Mosaic single stock analysis tools, and with third party trading systems.
Resources
Contact FT Options
Phone: +1 312-786-8010