About
Daily volatility data for options traders.
What is TickPlunge?
TickPlunge computes volatility risk premium (VRP) data and analytics for options traders once per trading day. We process options market data to compute actionable volatility metrics, helping traders identify when implied volatility is mispriced relative to realized volatility.
The same factors are available in the browser and over an authenticated HTTP API, using a token from the tokens page.
Core capabilities
- Daily volatility risk premium calculations
- Authenticated HTTP API for factor data
- Historical factor data for backtesting
- Multi-timeframe volatility surface analysis
- Regime detection and market state indicators
Built for traders
TickPlunge is designed by quantitative traders who understand the challenges of volatility trading. A daily pipeline computes every factor for every tenor of every covered symbol.
Whether you're running systematic vol strategies or monitoring discretionary positions, TickPlunge provides the data edge you need.