The volatility skew measures the skewness of the volatility curve across time.
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The volatility spread measures the relative difference between the volatility of options
across 2 different expirations, over time. It can thus inform us of the market's view
on how more or less vo...
The volatility comparison metric plots side-by-side the implied volatility,
which is the forward-looking volatility measure derived from option prices
that the market forecasts, and the realized vo...
In the futures world, the term structure refers to the 2D relationship between the different
prices and the different expirations of the dated futures. When talking about IV, the
term structure plo...