SkewMetrix

Skewmetrix in an online tool for following the implied volatility skew for various exchange traded options markets in real-time. It allows you to:

• Get a quick summary of daily changes for At-The-Money, Risk-Reversal, Butterfly volatilities, and Future prices as well.
• Visualise on a real-time chart the bid/offer prices, the parametrised volatility curve (SVI) and its daily change
• Observe live Call/Put fair value prices for a large number of strikes.
• Calculate two-way markets based on fair value pricing of the most common option structures on a fixed maturity e.g. Call/Put Spread, Straddle, Risk Reversal.

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