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OptionMetrics Launches New Implied Volatility Charting Tool

OptionMetrics Launches New Implied Volatility Charting Tool

New York, NY – October 22, 2003

OptiGraph allows options traders to display historical realized and implied volatility on any US equity or index

OptionMetrics LLC, a leading provider of data and analytic research to the options markets, today announced the release of OptiGraph, its new front-end tool for graphing historical realized and implied volatility data on US equity and index options.

Designed in cooperation with a leading proprietary options trading firm, OptiGraph allows option traders to view volatility patterns and trends and to identify trading opportunities in the US listed equity and index options markets. By simply entering a ticker symbol, option traders can graphically display levels of implied volatility at different expirations, compare implied vs. historical volatility, and visualize the correlation in volatility movements across different stocks and indices.

OptiGraph gets its data from IvyDB, the first widely available, comprehensive source of high-quality historical price and implied volatility data for the US equity and index options markets. It contains accurate historical prices – dating back to January 1996 – of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.

OptionMetrics, LLC is a financial research and consulting firm specializing in the econometric analysis of the options markets. It provides unique solutions to clients in the financial services industry by leveraging its core expertise in the options markets, econometrics, and technology.