Market View - IRVOL Enhancement | Weekly Release 2/11/22


Added forward/tail matrices for payer/receiver skew


To help visualize the “Receiver Skew” and “Payer Skew”, these grids were added to the “Skew Live” tab. This way traders do not need to scroll through the table to see where the skew lies. Additionally, there is a heatmap to see the richest and cheapest skew within the last three month period.

Note: The column is shown in a grid format