Volatility Products

IV30™, IV60™, IV90™, IV120™, IV180™ and IV360™

How a stock will move in the future is the biggest unknown in the options market. Implied volatility is the markets' indication at that moment in time. But without reference points for comparison, it's hard to extract information from the data.

This is where Livevol comes in!

Livevol calculates the implied volatility of every option in the market and records the movement of implied volatility over time.

Using a proprietary weighting system, Livevol calculates a stock and expiration specific referenced volatility called Sigma for each expiration month.

To provide constant time risk sentiment indicators, Livevol created IV30™, IV60™, IV90™, IV120™, IV180™ and IV360™ proprietary products. The IV30™ for example, is the hypothetical implied volatility of a 30 day option. Tracking the IV30™ over time allows the user to see how the current environment compares with times passed.

Unlike other volatility indicators such as the VIX, Livevol IVs provide a consistent benchmark of the implied volatility that is directly comparable to individual option expirations.

HV10™, HV20™, HV30™, HV60™, HV90™, HV120™, HV180™ and HV360™

The IVs are also utilized by comparing the market's expectations against how the stock has actually moved in the past. Livevol provides HV10™, HV20™, HV30™, HV60™, HV90™, HV120™, HV180™ and HV360™ products. These allow Livevol users to compare how a stock has historically moved versus the market prediction for future volatility.

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