29.09.2016
Uploaded DBK, AAPL pics of volsurface fits today. Aggregated fitting pics in their own folder.
07.09.2016
"Trading realised variance using listed vanillas" recently published - see more and download here
18.05.2016
Streamlined with list of new and updated courses. Note: software pages, which describe our main business, are in process of being updated 
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VolSurface

The table below gives key summary numbers summarising three of the main volsurfaces.

The skew number uses our convention (see here), Vol is given ATMF i.e. strike = forward at that maturity.

See below for an quick reminder of what a volsurface is, and glossary for other definitions if needed.

  Vol ATMF 3mo Vol ATMF 2y Skew Spot AsOf
SPX 12.8% 18.2% -32.5% 2106.5 23-Apr-15
Eurostoxx 20.2% 20.9% -22.0% 3715 24-Apr-15
FTSE100 14.4% 17.3% -26.6% 7087 24-Apr-15


See comments in the blogs.

More here on the Dynamics 

Quick reminder: what is a volatility  surface?

coming soon 

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Disclaimers: all of the above is indicative and approximate, not to be used for investment purposes, should not be taken as solicitation to trade, etc

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