The volatility side of your book, charted: what implied volatility did to each position you actually hold, weighted the way your vega feels it.
A chain-wide volatility number tells you about the market. It does not tell you what happened to your position, which lives on particular strikes and particular expiries with particular vega. IV Charts records implied volatility per contract you hold, over a lookback you choose, across every connected brokerage.
The IV spread between legs is charted alongside, because that spread is what a calendar or a diagonal actually trades. A tent bleeding while spot sits still is usually a spread story, and this is where it becomes visible instead of mysterious.
An unweighted average implied volatility across a multi-leg position is close to meaningless: two points on a leg with large vega and two points on a leg with small vega are not the same event. The vega-weighted IV change signs and weights each leg by its own vega, so the line crosses zero where your vega P&L does.
Realized volatility over a maturity-matched window is charted next to implied, with the ratio between them. Rich or cheap stops being a feeling and becomes a number you can read before you add.
Figure: Implied volatility inflates into a scheduled event and collapses across it, with the underlying barely moving. The position feels it entirely through vega.
Vega P&L is split rather than netted: short-leg vega P&L, long-wing vega P&L, and the net of the two. That split is the difference between a structure whose engine is working and one whose hedges are quietly consuming the engine's output.
Sort and filter across positions to compare them, or narrow to a single structure and watch its volatility history from the day it was opened.
From the app's own market-data feed and pricing engine, computed consistently for every position on every broker rather than trusting whatever number each brokerage publishes. That consistency is what makes two positions at two different brokers comparable at all.
The signed, vega-weighted average of each leg's implied volatility change. Because it weights by vega, it crosses zero at your vega P&L breakeven rather than wherever the raw average happens to be flat, which is the point a multi-leg position actually cares about.
Yes. A closed structure keeps the volatility history captured while you held it, so you can look back at what implied volatility did across the life of a trade rather than only while it is open.