Drawing the volatility skew

[KohPhiPhi]

Hello all!

Can anyone point out how to get ThinkOrSwim (or any other platform) to draw the different versions of the volatility skew chart for any ETF? In particular, I am looking for...

1) IV (Y axis) vs Strike (X axis)
2) Premium (Y axis) vs Strike (X axis)
3) Extrinsic value (Y axis) vs Strike (X axis)

Thanks!

 

[newwurldmn]

Two and three don’t represent skew (at least not obviously

 

[KohPhiPhi]

Two and three don’t represent skew (at least not obviously

Agreed. They are derivatives of #1, but they help me complete the picture from a visual point of view.

 

[Matt_ORATS]

Here's what we have:

And here's a look at the term structure (bottom right orange dots) along with trendlines, insider trades, valuation of surface, history of IV & HV:

 

[BlueWaterSailor]

Can anyone point out how to get ThinkOrSwim (or any other platform) to draw the different versions of the volatility skew chart for any ETF?

Are you talking about this kind of thing? It's under 'Charts/Product Depth' in ToS.

 

[Gambit]

I would use ORATS or Livevol over TOS.

 

[taowave]

Orats,forget TOS

 

[LM3886]

Here's what we have:

Matt, what is mwVol? Your website defines it as "ATM weighted market width in implied volatility terms" but I'm still not sure what it means.

 

[BlueWaterSailor]

Orats,forget TOS

I went ahead and signed up yesterday. Yep - agreed! Looks awesome so far.

(Thanks for the help, @Matt_ORATS !)

 

[taowave]

Yeah Dog,welcome to the club!!!!

I went ahead and signed up yesterday. Yep - agreed! Looks awesome so far.

(Thanks for the help, @Matt_ORATS !)