Firms like Capstone Investment Advisors, HAP Capital, LedgerPrime, Ingensoma Arbitrage, and Squarepoint Capital rely on Vola Dynamics to maintain their core valuation and risk analytics (pricing, greeks, volatility surface fitting, scenario analysis) for equity, futures and index options.

    Our clients include many prop shops, hedge funds, banks, and entities that have to produce accurate, robust and fast valuations for large options universes every day.

What People Are Saying

“Your vol curves work like magic.”

P. M., quant trader, major European hedge fund

“Impressive library, vastly superior to any other vendor product.”

N. S., PM at hedge fund, New York

“The reliability of smooth automated curves has freed up our traders to take on multiple products simultaneously without any problem whatsoever. The fact that we were able to integrate Vola curves into our system seamlessly has been invaluable in terms of PnL generation and risk management.”

S.G., options trader, low latency trading firm

Vola Dynamics solves an array of challenging option pricing problems that we had been wrestling with internally for several years. We were looking for a pricer/fitter that could fit the market without sacrificing stability. This is not easy, but Vola provides automated volatility curves that fit the market and ensure an overall stable relationship. The methodology embedded in Vola Dynamics for calculating smart delta’ is fantastic. It produces a reliable delta hedge ratio, and this is essential in portfolio hedging and risk management. With Vola Dynamics, we have automated our pricing processes and can now focus on the other challenges of building a competitive options business. On boarding was seamless with excellent documentation and an easy-to-integrate library. The APIs are easy to understand with well-defined inputs and outputs. Fitting/pricing is super-fast and met our expectations. Integration support has been exceptional, with access to an incredible depth of quantitative talent to work through the most complex integration issues.

N. Y., CTO, Asian proprietary trading firm

“Modern options market making is incredibly competitive. Automated volatility curves are critical and Vola provides the most reliable and flexible curves in the business. Vola support is also top-notch; you have access to a level of quant knowledge that would be hard to hire. “

T.G., CEO, proprietary trading firm

“We’ve reviewed a few vendors and none came close to the performance and fitting quality we’ve seen with your library. In some instances [of the other vendors], there were serious gaps between what was advertised and what we’ve seen in terms of readiness and fitting quality.”

M. H., Senior project manager, global bank, Singapore

“The quality and innovation of Vola technology is matched by the level of support they provide any time it's needed. There's a lot of peace-of-mind knowing they always have our back.”

J.N., options trader, proprietary trading firm

“Overall the curves are very stable but also flexible. This combination is not easy to achieve.”

R. S., Asian index options trader

“The ability to extract these tails reliably is a testament to the quality of your fit. Most others out there would miserably fail here. It looks like you have a whole family of curves on top of SVI and manage to keep them arb-free, which includes proper tails…. the vast majority of the shops out there are very unlikely to build vol fit of even remotely comparable quality. It takes dedicated resources, expertise, and a lot of time. Even American vanilla pricers of good quality and speed, a prerequisite for fit, are hard to come by for same reasons.”

A. T., options market making quant, top tier US bank (on LinkedIn)

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