Our Blog

QuikVol is now included in QuikStrike

QuikStrike subscriptions – paid or free – now come with basic access to QuikVol, our platform for advanced volatility comparisons. You’ll now be able to view 1-month of data for active expirations, historical contracts, and constant maturity securities. To check it out, login to QuikStrike as you normally would and then click on QuikVol in […]

QuikStrike In The News

QuikStrike got a mention in the WSJ’s article “How Traders Are Making Money as Oil Prices Go Nowhere” [paywall] by Stephanie Yang. In the article she points out that oil traders have been focused on mean-reverting (rangebound) strategies in this low-volatility environment. She notes: “Recently, traders have been fixated on the $45-to-$55 range, where options […]

QuikStrike Pricing

HistVol

A Survey of Wartime Volatility

This (US) holiday weekend brings headlines from North Korea – the sabers have been rattled and markets are on edge – so we decided to put together a long dated history of volatility in relation to historical events for you to ponder. A Brief History of Volatility WARNING: READ THE METHODOLOGY CAREFULLY. THE VOLATILITY SHOWN […]

Market Update

This week starts with Jackson Hole behind us, Hurricane Harvey still playing out, and NFPs/debt ceiling concerns looming on the horizon. S&P500 ATM volatility (and put skew) has come back down to earth in spite of realized vol creeping higher while the dollar index is at the lowest level it’s seen since Jan 2016. Energy […]