Volatility analysis

Volatility analysis is used to understand which market maker's expectation is reflected in the current option price. Traders can analyze the risk assessed in the price of 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 indication of future trend.

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 this movement has occurred in the history.


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.

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