CrossVol FX · Currency volatility intelligence for macro traders

Forex & FX options analytics — the cross-asset vol layer most equity-only platforms ignore

Macro traders need FX vol intelligence as much as equity vol. CrossVol delivers both, in one platform — EUR/USD, USD/JPY, GBP/USD, USD/CHF, AUD/USD with full vol surfaces, skew, risk reversals and dealer positioning.

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Forex & FX options coverage

EUR/USD — Euro vs Dollar

The most liquid currency pair in the world. ATM vol, 25-delta risk reversals, butterfly spreads across the term structure. ECB/Fed reaction flow.

USD/JPY — Dollar vs Yen

The carry-trade benchmark, the JGB-yield proxy, and the macro stress indicator. USD/JPY vol regimes drive global equity beta — covered as a first-class asset.

GBP/USD — Cable

Sterling vol, BoE reaction, gilt-yield correlation, gilt-crisis lessons baked into the positioning view. Cable is a vol asset, not just a directional bet.

USD/CHF — Swiss Franc

The safe-haven flow indicator. CHF strength signals risk-off rotation across asset classes — we surface that signal alongside equity vol.

AUD/USD — Aussie / China proxy

AUD as the liquid proxy for China growth and risk appetite. Commodity correlation, RBA reaction, China PMI sensitivity in one view.

FX vol surfaces & risk reversals

Full vol surface per pair, 10/25-delta risk reversals, butterflies, term structure flips. The complete FX options toolkit, not just spot.

Why FX vol matters for cross-asset traders

Almost every large equity move has an FX precursor — USD/JPY spike before a tech selloff, EUR/USD break before an ECB-driven duration trade, AUD/USD rollover before a commodity reversal. Equity-only platforms miss this entirely. CrossVol surfaces FX vol and positioning alongside equity vol and futures positioning, in one workspace, because that is how professional macro desks actually trade.

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Beyond Gamma Exposure

The book behind the framework

Beyond Gamma Exposure

The 4-lens framework — applied to FX vol as much as to equity vol. 320 pages of cross-asset trading logic.

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Related coverage

Futures →Futures Options →Cross-Asset Platform →Training Course →Trading Tools →Education Hub →

Frequently asked questions

Which FX pairs does CrossVol cover?

Majors (EUR/USD, USD/JPY, GBP/USD, USD/CHF, USD/CAD, AUD/USD, NZD/USD), key crosses (EUR/GBP, EUR/JPY, GBP/JPY) and selected EM pairs. Coverage expands based on user demand.

Do you cover FX options, not just spot?

Yes. The point of CrossVol on FX is the options layer — vol surfaces, 25-delta risk reversals, butterflies, term structure. Spot prices are widely available; FX vol intelligence is not.

Why do most equity-focused platforms not cover FX?

Because building proper FX vol coverage requires a different data set, different conventions, different market structure. Many platforms cite equity coverage as a feature and leave FX as an afterthought. We built FX as a peer asset class.

How does FX vol relate to equity vol?

FX vol regimes lead equity vol regimes. A USD/JPY spike or EUR/USD breakdown typically precedes equity vol expansion. Watching both lets you anticipate the equity move, not react to it.

Do you cover risk reversals and butterflies?

Yes. 10-delta and 25-delta risk reversals are core to FX vol trading and the platform surfaces them with term structure context.

Is this for retail FX traders or institutional macro?

Built for institutional macro and pro discretionary, but accessible to serious retail. The complexity of the analytics is wrapped in a UI any vol trader can read.

How is FX data delivered — live or EOD?

End-of-day for the free tier, live intraday for paid tiers. See the pricing page for current definitions.

Forex & FX options analytics — the cross-asset vol layer most equity-only platforms ignore

Open the Terminal → Learn FX vol trading
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