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      Forward Volatility Suite

      Advanced calculators for analyzing volatility term structure and identifying opportunities.

      Forward Volatility / Forward Factor Calculator
      Calculate forward volatility and forward factor between two dates
      Sign in with a verified email to use the Forward Volatility Calculator.
      Inputs

      Select a ticker (optional) to use real option chain data

      Front Date

      30 DTE

      Back Date

      60 DTE

      Front IV (%)

      IV in percent (1-1000)

      Back IV (%)

      IV in percent (1-1000)

      Calendar Spread Forward Factor Calculator
      Calculate forward volatility and forward factor across a range of debit prices
      Sign in with a verified email to use the Calendar Spread Calculator.
      Inputs

      Select a ticker to use real option chain data

      ​
      Front Expiration

      Select front month expiration

      ​
      Back Expiration

      Select back month expiration

      ​
      Strike Price

      Only strikes common to both expirations

      Option Type
      Forward Factor Scanner
      Scan calendar spreads across all expirations for a ticker
      Sign in with a verified email to use the Forward Factor Scanner.