New historical vol skew graphics

Discussion in 'OptionVue Forum' started by Len Yates, Jul 31, 2017.

  1. Len Yates

    Len Yates Active Member

    We are making preparations to develop new facilities in OptionVue for displaying historical skew curves, replacing the existing skew curve displays and enhancing the functionality as we go. As we begin, it will be necessary to gather data. That won't be a problem, as we already have historical data necessary to do that. However, I don't think we should try to cover the universe of assets, because that would be a ton of processing and data gathering. Instead, we are thinking about covering just a few of the majors, such as SPX, RUT, NDX, SPY, QQQ, and ES. My question to the Capital community is this: Are there any others that should be added?

    As soon as we finish developing this, we should be able to move into working on new volatility skew modelling, something we've been wanting to do for about a year now. We see improving the skew curve displays as an important step that should be done first, as it will probably be a big help in accomplishing the other.
     
  2. HowardS

    HowardS Active Member

    A few of the heavily traded stocks would be helpful. Maybe just the FANG or even a few more.
     
  3. lugui

    lugui New Member

    Len,
    How about adding AAPL, AMZN, FB, GOOG, GS, NFLX, NVDA, TSLA.
     

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