Develop your strategy

using our intuitive volatility charts

Questions?

Key Differentiators

Volatility surfaces from live market analytics

Easy to use interface

10+ years of volatility data on US Stocks, Indexs, ETF, and ADRs

Available add-on datasets

Use Cases

U

Identify opportunities, optimize strategies

Download and share volatility data

Identify market trends

h

Support market research

What Is SpiderRock’s Chart Tool?

With SpiderRock’s chart tool, visualize option surfaces to compare relative volatility between stocks or create simple or complex spreads and ratios. Quickly analyze the impact of earnings and option skew on implied or historical volatility across stocks, ETF’s and popular indices using the tools multi-year database of point-in-time option surfaces.

Our chart tool allows users to develop and save multiple studies and easily collaborate by annotating and sharing charts. You need only a few clicks to easily download your data for further analysis.

Robust Data

  • 10+ year history of volatility on popular US Stocks, Indexs, ETF, and ADRs. Updated daily
  • Access unparalleled history of censored volatility that eliminates earnings seasonality effects enabling better analysis
  • Access to wide range of additional SpiderRock data generated from the same live market feeds (subscription required)

Powerful Analysis

  • Analyze single stock volatility and skews over time synchronized with moves in stock price and volume flows
  • Compare volatility between singles stock pairs or with Index and ETF to build smart trading strategies
  • Design custom spreads, ratios, and pairs to analyze trends over time to find and track hidden opportunities
  • Visualize earnings event-based stock option volatility with skew, stock price action, and volume

Easily Collaborate

  • Share your insights with others, annotate charts, add tags and text
  • Save your work in multiple studies at a point in time or have it update daily with new data
  • Download your studies or simple base data as needed for further analysis

Research and Compare Datasets

Choose from a selection of available data to display / analyze

  • At-the-money implied volatility from 1 week to 2 years
  • Realized volatility
  • Volatility skew, short-term and long-term
  • Stock Price and Stock Volume
  • Overlay Earnings events
Choose your view

  • 3 months to 10 years
  • Zoom in on specific events and scroll across time easily
  • Explore different views such as earnings or histogram plots
  • Stock Price and Stock Volume
  • Build charts that update daily

 

Compare your analysis and develop studies

  • Analyze a single stock or compare multiple stocks
  • Analyze pairs and spreads
  • Build custom comparisons
  • Discover trading opportunities

Highlight, Save, and Share Your Work

Saving and sharing

  • Save up to five views or studies
  • Share your work with other users
  • Annotate your work with drawing symbols, adding tags or text

 

Download your data

  • View your charts in tabular format
  • Download your data to Spreadsheets and Files
  • Create custom datasets you can take away and analyze

30-DAY FREE TRIAL

Gain full access for 30 days and see how easy it is to develop strategies using our data tools.

Questions?