Volatility Analysis & Idea Generation

Screen trades for volatility. Generate ideas. Your way.

VolEdge VolEdge helps you generate alpha with exceptional tools that identify profit opportunities and generate trade ideas.

This enterprise application is a highly customizable, flexible solution that enables you to use live and historical volatility and catalyst data to establish multiple user-specific volatility surfaces, and analyze both trades in the market and live volatility markets to find profit opportunities and liquidity.

Robust VolEdge tools combine live data AND deep historical data to help you:

  • Scan for macro volatility opportunities and find unusual activity or pockets of liquidity
  • Screen the entire options market for trade opportunity against your own customizable volatility-based trading levels in real-time.
  • Evaluate trade activity of the whole market in real-time
  • Rank and filter baskets of underlyers using dozens of volatility measurements
  • Identify volatility opportunities at the individual option, expiration or underlyer level
  • Perform advanced time-series analysis such as Z-Scoring a basket of names against an index for any user-defined relationship
  • Compare multiple stocks visually and numerically
  • Conduct custom historical studies graphically
  • Chart historical implied, realized and skew using built-in and user defined metrics
  • Chart and construct dynamic volatility surfaces
  • Calculate earnings/catalyst free implied and realized volatility, as well as model the effect of catalysts on implied volatility

Integrate VolEdge with RiskEdge risk analysis tools, with Mosaic single stock analysis tools, and with third party trading systems.

More detail about VolEdge functionality and technology

Frequently asked questions