|Dispersion Trading provides Volatility Dispersion traders with current and historical measures on stock indices to determine the best time to engage in a dispersion strategy. It also provides several measures to help choose the components of the basket and create options portfolios on indexes and component stocks based on the trader's chosen strategy. Measures include implied correlation, Equivalent Index IV, stock specific variance, contribution in Index IV and ratios of index vol calculated from the components vs. actual index vol. Additional statistical measures on the indices include correlation weighted implied and historical volatilities and their comparison to current volatility. Additional features include:
Search Wizard to create user defined criteria when creating your portfolio, Portfolio statistics like implied volatility and implied correlation of the chosen basket and the ability to save portfolio to Excel.