how to chart the implied volatility of futures or individual stocks?

Discussion in 'Trading' started by cole_, Feb 17, 2018.

  1. cole_

    cole_

    I want it to look like the s&p 500 vix but for a futures symbol or stock. what platforms can do this for me?
     
  2. cole_

    cole_

    is this really not that demanded of a feature on platforms?

    how the hell am i supposed to trade options without a view on volatility
     
  3. Robert Morse

    Robert Morse Sponsor

    We can do that on Our lVX software for equity options and the cash settled indexes on the CBOE like VIX and SPX but no futures.
     
  4. JackRab

    JackRab

    So you want to know what the implied vols were in the past? You would also want to look at skew, days untill expiry etc.

    Just a number like VIX doesn't really tell you much if you want to trade options... it's very limited really. ATM implied vol can drop, while the wings (OTM) rise... then your VIX-type measure might rise depending on the weightings... or drop...

    Or skew rises a lot... also changing that measure, while not really saying where it came from, if you don't keep track of skew.

    So in reality, you need a whole lot more than just that VIX measure.
     
  5. ajacobson

    ajacobson

    Any platform that provides IV Rank does the studies. Two that come to mind are the TD platforms and Bloomberg - Bloomberg is pricey for some users. It's also more of a historical for futures as there may be no robust source for IV.
     
  6. Visaria

    Visaria

    If you just want to know the historical volatility of any security in a given time frame, you can just chart the Average True Range.