The risk reversal plot type is a measure of market implied volatility to both the upside and the downside, and the comparison of how they relate to each other. View an undlerying’s IV Index by delta risk reversal for either maturity or expiration to gauge where the market is pricing in volatility risk in terms of downside put protection or upside call protection.
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Using ‘By Maturity', you can plot any of the virtual option period's current and historical roll risk reversals by delta. The default is set to the 30 day maturity using the 25 delatdelta.
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By clicking in either the ‘VI’ (volatility index) or the ‘Delta’ boxes you can create a new risk reversal and then clicking on the '+' button to add it as a new instrument to be plotted.
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