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Volatility Surface Arbitrage

Derivatives4 strategiesExpertMedium

Description

Python strategy module running on SPX index options EOD data. Fits an implied-volatility surface across strikes/maturities using SVI-style slices per expiry and flags quotes that move significantly away from the fitted surface. Implements delta-neutral spreads with bucketed vega/gamma limits to keep exposure within predefined Greek bands.

Key Features

  • SPX options EOD data processing
  • SVI-style volatility surface fitting
  • Delta-neutral spreads with Greek limits
  • Bucketed vega/gamma risk management

Strategy Details

Holding Period1.2 weeks
Min. Capital$250,000
Active Users320
Market ConditionsAll Markets
Strategies Available4