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Research Platform

Vol Research Integrated Into a Single Morning Brief

Surface forecasts, sentiment overlays, and cross-asset correlation data in one research environment. Delivered before 6:45am ET, every trading day.

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SPX Implied Vol Surface Forecast 2026-07-14
Coverage Universe

Five Asset Classes. One Research Platform.

Surface forecasts and signal overlays built for the full cross-asset vol universe that institutional desks actually trade.

Equities
SPX, NDX, single-stock, sector indices. Full surface and skew.
Rates
Swaption cube, cap/floor vols, rates term structure curvature.
FX
G10 and select EM pairs. Risk reversal, butterfly, vol surface.
Commodities
Energy, metals, agriculture. Cross-commodity correlation regimes.
Credit
IG and HY spread vol, credit-equity co-movement signals.
Signal Layer

Three Signal Sources. One Blended Score.

Options positioning data, macro surprise indices, and news flow analytics are updated every two hours during market hours. Each source is weighted dynamically based on historical predictive power in current vol regime conditions.

The result is a single directional score per asset class that tells you whether the market's forward sentiment is amplifying or dampening the surface forecast.

How we weight signals
Signal Blend: SPX 2026-07-14
Options flow
72
Macro surprise
58
News flow index
44
63 Blended sentiment score (0-100, higher = more vol-positive)
Data Infrastructure

How the Data Arrives

Three-stage data pipeline, from market microstructure to morning research delivery.

Stage 01

Data Ingestion

Options chain snapshots, interbank vol quotes, macro data releases, and options-flow aggregations arrive through vendor feeds and direct exchange connections. Processing begins within minutes of close.

Stage 02

Surface Calibration

Raw implied vol grids are cleaned, arbitrage-free constraints enforced, and parameterized into smooth surfaces. The model ensemble runs across all asset classes simultaneously, weighting realized and implied inputs by current regime priors.

Stage 03

Research Delivery

Completed surface forecasts, sentiment blend scores, and correlation regime flags are packaged into structured data outputs and research briefs. Available via platform interface and REST API by 6:45am ET.

API Access

Pull Surface Forecasts Into Your Workflow

REST API endpoints return structured vol surface data, sentiment scores, and correlation regime flags. Team and Enterprise tiers include full API access with documented endpoints and client libraries for Python and R.

Request API Access
Python 
import metafide

# Authenticate with your API key
client = metafide.Client("your-api-key")

# Fetch SPX surface forecast
surface = client.vol_surface(
    asset="SPX",
    date="2026-07-14",
    include_sentiment=True
)

# Access ATM 1M vol
atm_1m = surface.atm_vol(tenor="1M")
print(atm_1m)  # 0.2240

See the Platform in Practice

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