IVolatility.com uses delivers volatility information on the stock and options markets, which dovetails with the options trading functionality Wall Street Access recently added to its existing online options services.
In addition to single puts and calls, customers can enter spreads, buy-writes, married puts, straddles, butterfly spreads, box spreads and ratio spreads online.
Features of the new services include:
- historical and implied market data, which Ivolatility provides using mining and filtering technology to sort, cleanse and store past market volatility statistics and current market estimates into an organized database for customers,
- an Implied Volatility (IV) Index, which includes the variances in implied volatility between strikes and expirations of the same stock,
- “The Strategist” worksheets, which analyzes the performance of strategies including call writing, naked put writing and married or protective put analysis, complete with a search option,
- a ranking function, which investors can use to rank stocks based on volatility skew, range of implied volatility and relationship of historical to implied volatility,
- an options calculator, which allows users to perform their own theoretical value calculations.