Market View – IRVOL Enhancement | Weekly Release 11/5/21

Enhancement#1


Reorganized tabs under the Normal Vol section and allow traders to create Spread, Bfly and Multi graph charts


To help traders see the IRVOL grids in one page rather than flipping through tabs. The “Daily” tab showing the “Daily Vol” with the “Daily Realized”. Similarly, the “Strike” tab is consolidated to show the “Spot”, “Spot Straddle”, “Forward Straddle” with their respective “Change on Day”.

Note: Traders can create multi-graphs and spreads across the grids.

Enhancement#2


Added "Respect Expiry" option with floor 1W and cap 2Y


Traders can now choose the Realized Vol History to respect the Expiry with a floor of 1 week and a cap of 2 years. The preference is under “Preferences” - “Realized Vol Hist” - “Respect Expiry”.