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 Historical Volatility tab comprises the Historical Volatility window, along with the Volatility Profile and Time Lapse Skew:
- Historical Volatility: this plot defaults to the 30-day reading of both implied and historical volatility plotted against the share price over a custom period.
- Volatility Profile Window: it shows the Historical and Implied readings of volatility side-by-side, over time.
- Time lapse Skew: it shows how such a price skew has evolved over time.
More information on Volatility Lab can be found in our Users' Guide.