Alpha Quants K-Volatility

A measure for estimating and analyzing the volatility smile of options.

Underlying

Expiry

Animated Realized Volatility by Strike

Discover the Smile in Realized Volatility!

Visualize the realized volatility across a range of strikes to observe the smile and convexity in actualized outcomes. K-Vol is a realized volatility for options on specific strikes and expiries. It provides a 1-to-1 mapping with implied volatility, enabling precise backtesting and signal generation for options strategies—delivering the insights you need from the start.

Realized Volatility Over Time

Explore Historical Realized Volatility Across Strikes

Strike:

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