About AlphaVols
Volatility tools for research, risk, and repeatable process.
AlphaVols is a professional options analytics workspace focused on volatility surfaces, strategy backtesting, portfolio risk, VIX context, variance, and implied probability research.
Why it exists
Options research often breaks across disconnected tools: one place for historical tests, another for live marks, another for Greeks, and another for VIX or variance context. AlphaVols brings those views into one workflow so research can carry forward into monitoring and risk review.
The platform is especially focused on understanding where returns come from. A backtest is more useful when it can distinguish volatility premium, theta, changing delta, and market direction. That same mindset carries into live risk snapshots and saved position workflows.
Founder Background
AlphaVols was founded by three market professionals with deep experience across top-tier Wall Street banks and hedge funds. Their backgrounds span portfolio management, trading, and quantitative research, with each founder bringing more than 25 years of experience in institutional markets.
The founding team brings a mix of practical trading judgment and quantitative discipline, including doctoral training in theoretical physics. That combination shapes the product: rigorous analytics, but built around workflows traders and risk managers can actually use.
Built for volatility work
The core analytics are designed around fitted option surfaces and practical trading questions: how implied volatility changes through time, how structures behave across spot and vol scenarios, how fixed strikes move, how VIX-related measures line up, and how saved portfolios evolve.
Surface-first analytics
AlphaVols is built around fitted volatility surfaces, not static quote tables. The goal is to make smiles, term structure, forwards, and strike behavior usable inside a daily research workflow.
Backtests with attribution
Strategy research should show more than a final PnL line. The platform is designed to separate volatility-driven returns from directional exposure so traders can understand what actually created the result.
Risk that connects to action
Saved portfolios, uploaded position files, monitor views, and risk snapshots are meant to connect research to live decision-making without rebuilding the same context each day.