Vola Dynamics

Vola Dynamics builds software and conducts research in advanced options analytics, with a focus on volatility surface fitting and options pricing. Its products are used by hedge funds, proprietary trading firms, market makers and global banks. The company describes itself as the leading software and research firm in this field, and its tools are described as market standards in their categories.

Two products sit at the core of the offering. Fitter is volatility surface fitting software, described as the market standard volatility fitter. Pricer is an ultra-fast options valuation engine. Alongside these, Curves handles volatility curve manipulation, and specialised modules cover VIX modeling, dividend modeling, FX derivatives modeling and event modeling. The work addresses long-standing quantitative problems in options trading.

The firm is a small team of experts with deep domain knowledge, including quants formerly of Goldman Sachs, Getco and Morgan Stanley who built options analytics infrastructure from scratch at top-tier trading firms before productising it. Products are supported directly by the quants who build them, and staff are given genuine ownership over their work. The company operates globally.