🌐 Volatility Surface
Analyze implied volatility surface for any asset. Choose a ticker and parameters to generate an interactive 3D visualization.
Asset Selection
Parameters
30 days
50 points
💡 Tip: Popular tickers:
Display Options
🗺️ Export
Terrain-style map with contour lines
Fetching market data from Yahoo Finance...
Computing implied volatilities...
Select a ticker and click "Generate Surface" to visualize the volatility surface.
📚 Understanding Volatility Surface
The volatility surface is a 3D representation of implied volatility across different strike prices and maturities. It reveals market expectations about future volatility.
Key Concepts:
- Strike Price (X-axis): Exercise price of the option
- Time to Maturity (Y-axis): Days until option expiration
- Implied Volatility (Z-axis): Volatility derived from market prices
- Volatility Smile: U-shaped pattern indicating higher volatility at extreme strikes
- Term Structure: How volatility changes across different maturities
Use Cases:
- Identify mispriced options
- Risk management and hedging
- Portfolio optimization
- Analyzing market sentiment