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Market daily

Latest insights

Trading ideas

For Volatility / Dispersion traders

Find which basket is the best for entering a dispersion trade based on

  • canari’s RV predictions
  • diversification
  • ability to weather market turmoil

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For Market Makers/Structured desks

Find out if your portfolio has negative latent PnL and make sure you dispose of losing positions before they materialize.

Position tips Term Structure
For overwriters

Get a list of short term options to sell.

Basket to sell
For Delta One traders

Find the cheap dividends in the market.

Implied vs Gross dividend

Market visualization tools

Market summary

Spot, Vol, Trades: this is the place to get a summarized view of what's going on today in options markets.

Action summary Market temperature
Market parameters

You can simply visualize market parameters such as vol, smile and dividends.

Market parameters time series Volatility Surfaces Implied and Gross dividends
Proprietary indices and metrics

Canari computes proprietary indices and metrics to track the volatility market.

Dispersion/Correlation
HeatMap

See which strikes and maturity are most traded and find out if trades stem from buying or selling interests.

HeatMap Largest trades (End of day)

Forecast indicators

Indicator Board

The dashboard sums up all computed signals. For example, it can be used to get stocks with the cheaper implied vol vs expected realized volatility:
Select the CSA indicator and sort stocks by clicking on a maturity. The higher the indicator, the more you should buy volatility.

Indicator Dashboard
Pricer

This enhanced options pricer combines all our predictive signals in order to derive a “canari price”.

Pricer Options Trader
Strategy (Backtest)

In order to demonstrate the power of the indicators, we have built live paper trading strategies based on individual or combinations of indicators.
You can follow daily the composition and performance of these virtual portfolios.

Implied vol of illiquid stocks

Get AI generated fair implied vol for illiquid stocks.

IV / Smile

Alerts

Last three alerts
System Architect
System Architect
System Architect
Single stock vol
Forecast on See last alert Receive alert
CSA Realized vol
CSA sector Realized vol
MDE IV 2 days
MDI IV 1 hour
TDI IV 1 hour
SMI Smile
SMI sector Smile
Indices vol and dispersion
Forecast on See last alert Receive alert
DSP Dispersion
MDE_index IV 2 days
MAC Big events
Dividends
Forecast on See last alert Receive alert
DIV Implied div
DYD Index implied div

Posts and tutorials