OptionSpace.ai
OptionSpace / Research / Across markets From a question to an inspectable result

One market. Different exposures.
See the distinction.

Compare volatility across underlyings, follow downside skew through time, then examine what happened inside a single session. Each exhibit starts with actual OptionSpace data.

SPY · QQQ · NVDAJanuary–June 202530-day constant maturity · end of day
01 / Compare markets

How did volatility change
across these underlyings?

The same maturity and end-of-day convention make the three histories comparable. Inspect quality-filtered observations, with the resolved snapshot retained in the data.

Stored 30-day at-forward volatility for SPY, QQQ and NVDA, January to June 2025Stored 30-day at-forward volatility for SPY, QQQ and NVDA, January to June 2025
At-forward implied volatility. Open interactive chart ↗
See the Python example
histories = [
    client.tenor_history(
        symbol, 30, "2025-01-02", "2025-06-30",
        snapshot="EOD", fields=["atf_iv", "skew_25d"]
    ) for symbol in ["SPY", "QQQ", "NVDA"]
]
charts.history_chart(histories, metric="atf_iv").show()
02 / Follow downside skew

The level of volatility
is only part of the picture.

Use the same observations to compare 25-delta put-minus-call skew. The chart reads stored skew directly; changing the view makes no additional data request.

Stored 30-day 25-delta skew for SPY, QQQ and NVDA over the same six monthsStored 30-day 25-delta skew for SPY, QQQ and NVDA over the same six months
25-delta skew in volatility points. Open interactive chart ↗
See the Python example
charts.history_chart(histories, metric="skew_25d").show()
Earnings research · NVDA

Separate the event.
Then test a trade.

See volatility with and without earnings, compare eight reports, follow their five-minute run-ups, and inspect a put-spread simulation with fills, fees and daily risk.

Explore the NVDA earnings study →

Historical research demonstration. Source: stored OptionSpace surface-tenor data. Charts show volatility in percent and skew in volatility points. End of day means the last available entitled snapshot at or before the session close. Constant maturity is not a fixed listed contract. Missing or excluded observations remain gaps.

Figures are generated from recorded API results; loading this page makes no data API request.