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Visualize how every strategy responds to changes in price, volatility, and time before placing a trade. Instantly identify the regions where opportunities strengthen or risk begins to increase, allowing you to understand the behaviour of a strategy under thousands of different market scenarios.

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skew-mob

Skew is the graphical image of Implied Volatilities of a particular Stock/Future expiry displayed in strike or Delta space. Skew is simply drawing a line to connect these various points. The Skew graph can take on three different characteristics. The Security can have a Normal Skew, Positive Skew, or Negative Skew. Normal Skew is actually quite rare as it is a skew curve that looks like a “U”. The current price (At the money) implied volatility is the cheapest along the curve with equal weighted risks to both the call and put side. A positive Skew is when the Call side implied volatility is much more expensive than the Put side. A Negative Skew is the opposite as the Put side is more expensive than the Calls. A fundamental risk management tool is the ability to measure the profit and loss of a trade or position over time and changes in market price and conditions. Our Heat maps are forward looking data visualizations, allowing you to view a 2 dimensional grid showing you the price or P&L of your selected position or structure over underlying future or stock moves and how that price or P&L changes over time and with respect to moves in the underlying equity or future. You can specify market conditions in an easy to understand manner.

What is heat map?

Understanding risk is one of the most important things in trading. Options can be one of the most complex financial instruments but when wielded correctly can yield the greatest results. Trying to ascertain the total risk of a position, with its many moving parts can be challenging for the most experienced traders.

How do heat maps help a trader?

Leviathan does all the workload for you! Presenting you with a simple visual representation of risk and P&L. The predictive capabilities of the Leviathan allow you to safely navigate your true risk and help minimize portfolio drawdowns. You can also look at how your option greeks change over time and movement and beta adjust spreads to analyze the strategy's performance in flattening, steepening, backwardation or cantango markets. By demonstrating how and why things could quite quickly become much better or worse in new and unexpected ways, heat map improves readiness for the range of possibilities the future may hold.

How can Leviathan heat maps help you trade?

Key Capabilities

Explore every dimension of a strategy through fully interactive analytical charts. Compare historical behaviour, projected performance, Greeks, volatility and profitability across multiple scenarios with institutional-grade visualization tools.

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line-chart

Leviathan Line Chart - The World's Most Powerful Financial Analysis Chart system with 100's of available studies Mobile responsive. Stay ahead with Leviathan, leave it to us we do all the leg work

What is line chart?

Technical analysis focuses on examining and anticipating price movements in financial markets. Technical analysts learn to identify historical market patterns so they can predict forthcoming market trends and make smart trending decisions based on those predictions. Not surprisingly, an enterprise technical analysis solution helps visualize movements and patterns in a meaningful way.

Why is technical analysis so important?

When you have an option strategy, future, or equity in mind it is as easy as 1,2,3 with LeviathanFM. We are the only service that can easily provide historical charting on complex options strategies with a click of a button. With 100's of different studies, you can visualize options historically or within a specific time span and view events that occur within it as it relates to the market and analysis all the relevant data points allowing you to comprehend the interrelationship between options and complex events.

How can Leviathan help with line chart?

Explore every dimension of a strategy through fully interactive analytical charts. Compare historical behaviour, projected performance, Gree

Advanced Strategy Analytics

<p>Visualize how every strategy responds to changes in price, volatility, and time before placing a trade. Instantly identify the regions where opportunities strengthen or risk begins to increase, allowing you to understand the behaviour of a strategy under thousands of different market scenarios.</p>

Heat Map

US PCE Price Index YY * (Jul 2023) 3.3% vs. Exp. 3.3% (Prev. 3.0%)

[video width="1920" height="938" mp4="https://leviathanwebstorage.blob.core.windows.net/wpstorage/2023/02/skew-help.mp4"][/video] The Skew P

Skew

SFRA Skew has flattened over the past month due to heavy buying of wings via Call trees, Call 1x2's, and the unwinding of long downside stru

Heat Map

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Skew

SFRA Skew has been pummeled over the past month...

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