Welcome to Volbox, an implied volatility surface for retail options traders!

Our passion: options.

Our goal: to provide accurate, timely implied volatility (IV) surfaces.

When you buy property, you care about the price per square foot. This allows you to compare one house to another. Similarly, professional options traders have the implied volatility surface, which allows them to compare options prices at different points along an options chain.

In options trading terms, contracts with higher IV may be said to be more “expensive” than alternatives. In this context, “expensive” may mean higher demand for a given contract or strike or expiration. An example of this would be options contracts after an earnings announcement, where IV may be elevated to reflect elevated demand, more speculation, and greater uncertainty.

Volbox is a professional grade product for a retail price.

When you enter a ticker symbol, our software retrieves the bid and ask for the full options chain, imputes an implied volatility for each contract, and outputs an idealized smooth surface.

We are an economist, a mathematician, and an options trader. We built Volbox because we need accurate and timely IV estimates to assist our trading. The product you see is what we use to trade. We hope you enjoy the wave!

Trade on!