Curves

• Easily create and manipulate vol curves and surfaces to fit any market.
• We offer an intuitive and flexible family of nested parametric curves, way beyond standard curves like SSVI and SVI (which we also offer).
• Curves allow the fitting of options on liquid ETFs like SPY and futures like ES, CL, and even the W-shaped volatility curves of tech names like SPX, SPY, ES, NVDA, TSLA, etc, around earnings. No such curves are available anywhere else.
• Easily manipulate overall vol level and curve shape (ATF skew & curvature, and each wing independently).
• Easily switch between different curve types.
• Sensible book-level sensitivities to intuitive parameters, even across curve types.
• Curves can be used in a real-time fitter (see Fitter), or managed “by hand” if desired.

Examples