The Volatility Lab opens to the Implied Volatility layout by default. Move between layouts (Implied Volatility, Historical Volatility, Industry Comparison) using the tabset along the bottom frame. The Implied Volatility layout comprises five windows:
- Implied Volatility Window: displays the measure of anticipated volatility of the stock using the prevailing option premium.
- Volatility Profile Window: shows the Historical and Implied readings of volatility side-by-side, over time.
- Multi-Expiry Skew: displays the “volatility smile” created by the premium paid for options at selected expiration.
- Time lapse Skew: shows how such a price skew has evolved over time.
- Open Interest: view current or historic open interest for available contract months and strikes.
Find more information on Volatility Lab in our Users' Guide.