Bouldering

I should boulder more, but I hate the feeling of falling onto the mat on the first move with 10 people watching.

But as my friend says, "It has a purpose".

Implied Volatility Surface Viewer

The implied volatility is the single most important descriptor of options contracts. There are generally a large number of available contracts given the different strikes and expiries for a given underlying instrument. Generally a table of options contracts quotes looks like this:

Option Chain View on thinkorswim

The table above is still excluding the majority of strikes & dates. You can often see different patterns of implied depending on the beliefs of market participants. Future political or corporate events may show up as bumps of IV. Differences in concerns or beliefs about the future risks of the underlying may show up as a skew.

I've often wanted to view this visualized as a 3D surface, however, I'm to poor to be able to afford a Bloomberg Terminal. I worked on a 3D surface viewer using exported CBOE pricing data that can be run on the browser. This is still very much a work in progress.

You can see the surface, but it's mega ugly in certain parts due to illiquid pricing. In addition to adding more analytical information, I will be adding either some sort of interpolation or parameterization.

You can check out the code & try it out for yourself on github https://github.com/hyobyun/VolSurface

Heading Out

After a long day of climbing, the last thing you want to do is walk a mile or two uphill, but it makes the food after that much better.

Pleasant Overhangs

Bruce looking very pleased after the traverse pitch on one of my favorite Seneca climbs, Pleasant Overhangs.

Craggin' Classic at the New River Gorge

The American Alpine Club hosts a series of climbing festivals called the Craggin' Classic around the country - we went to the one in the New River Gorge. We got there a few days early to get some climbing in before it would become too crowded.

One of the Climbs we had in mind was Orange Oswald (5.10a). In a previous trip, Rebecca had attempted it as the last climb and wasn't able to complete it. We rushed to it first thing in the morning to give it a go.

Rebecca resting near the crux. Photo by Carol.

She got the redpoint!

After the send. Photo by Carol.

The group at waiting for a seat for Secret Sandwich Society, at the Grove. One of the best parts about climbing is the beer and the food after.

Bobby on the start of Fantasy.

The party at the last day of the festival near a few bouldering problems.

Booze & Boulders - Can't go wrong.