Product

From option markets to portfolio decisions.

VolForge brings market observations, smooth volatility views, portfolio positions and historical context into one traceable workflow.

Market picture

Choose a point in time and inspect the underlying market, available option prices, coverage and freshness before relying on a calculation.

Build a smooth view across strikes and dates while preserving the bid and ask behind every fitted point.

Derive a smooth surface and review its fit, range, convergence and limitations before using it downstream.

Separate market direction, convexity, time and changes in volatility level, skew and wings—from the whole book to a position.

Move spot, time and the shape of volatility together, then fully reprice the portfolio and identify the largest contributions.

Compare expectations with realised movement and examine how volatility responded when the underlying market moved.

Private preview

The authenticated workspace keeps calculations, timestamps and outputs together.