Product

Two ways to deploy Volptima's volatility fitter.

Both products deliver the CVI (Convex Volatility Interpolation) fitter, a non-parametric, arbitrage-free volatility surface fitting engine based on convex optimization. CVI has no restriction on the number of parameters and works out of the box across underlyings and market regimes with sensible defaults.

SaaS

Cloud API access via a Python SDK. Fitting runs on Volptima infrastructure.

Python SDK with typed objects
Cloud API
Cognito authentication + API key
Built-in Plotly dashboard
No deployment or maintenance

Best for evaluation, light usage or latency-tolerant workflows

Local Binaries

The Rust engine runs in your infrastructure, with bindings available in all main languages.

Everything in SaaS, plus:
In-process Rust fitter (no network)
Python, C/C++, ... bindings
Simple JSON-in / JSON-out interface
License file for offline use
Linux (x86_64) and Windows (x86_64)

Best for production systems and high-throughput fitting

Market Quotes

Bid/ask implied vols

across strikes & expiries

Sparse QP

Jointly encodes market quotes

and structural properties of the volatility surface

Clarabel

Interior-point conic solver

min ½xᵀPx + qᵀx s.t. Ax ≤ b

Vol Surface

Arbitrage-free surface parameterized

with a cubic spline (ATM var, ATM skew, ...)