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.

Beyond CVI, the library also provides a fast American option pricer (supporting discrete cash dividends) with smooth greeks.

SaaS

Cloud API access through grafit-cloud (Rust crate or Python wheel). Fitting runs on Volptima infrastructure; evaluation and repricing run locally, with no fitter installed.

Typed API and JSON, in Rust and Python
Cloud API
Cognito authentication + API key
Local evaluation, repricing and greeks
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 Price Quotes

Bid/ask option prices

across strikes & expiries

American or European

Market Vol Quotes

Bid/ask implied vols

forward & discount factor calibrated

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, ...)

Price & Greeks

European and American exercises

Smooth greeks