Volatility analysis

The volatility analysis is used to analyse the past movement or historical volatility of each individual asset. Traders can analyze the risk priced into options by market makers, which provides an edge and allows for better decision making.

Volatility analyzed in every detail

The beeTrader volatility functionality contains all parameters needed to give traders an idea of future movements of underlying assets, and thus the ability to trade options on a professional level.

Volatility Index

The implied volatility index can be compared with different sets of historical volatility to identify changes in trends. A convenient oscillator highlights the overbought and oversold areas of the implied volatility.

Options smiles

Volatility smiles are differentiated by strike, call and put series. By analyzing their convexity and the difference between call and put smiles, you can understand the pricing of the market maker and therefore the relative expectation.


Traders can visualize option skew, and better understand the market perceived risk between call and put options, over time. Analyzing skew gives traders an idea of future trends.

Cone & Probability

The cone built on the median of the volatility highlights the conforming quotation or not of the various options that make up the volatility surface. The probability table returns, on a scale of percentages of movement of the underlying, how many times it has come true.


The volatility is projected on two levels corresponding respectively to +2 and -2 Z-Score therefore representing 95% of probability. When the volatility reaches one of these levels there is therefore a high probability of reversal.

Try beeTrader for free

Free trial