{"schema_version":"1.0","canonical_url":"https://patentable.app/patents/US-11257155","patent":{"patent_number":"US-11257155","title":"Apparatuses, methods and systems for a computationally efficient volatility index platform","assignee":null,"inventors":[],"filing_date":"2019-05-06T00:00:00.000Z","publication_date":"2022-02-22T00:00:00.000Z","cpc_codes":["G06Q","G06Q"],"num_claims":13,"abstract":"The disclosed embodiments facilitate efficient calculation, determination, generation, management, analysis and/or communications relating to volatility indexes used to measure volatility of a market parameter, such as interest rates. More particularly, the disclosed embodiments relate to a type of futures contract whose underlier is a strip of options contracts whose underlier is another futures contract. Referred to as a “Premium over Parity” (“POP”) futures contract, the underlying strip of options contracts are characterized by strike prices defined in terms of a relationship with the market price of the options contracts valued at the settlement/expiration of the POP futures contract, e.g. +/−1, 2, 3, and 4 bp from the options contract value at expiration. This POP futures contract is then used as a single input to a volatility computation which enables rapid computation thereof."},"analysis":{"summary":null,"layman_explanation":null,"technical_analysis":null,"business_analysis":null,"faqs":null,"topics":[],"tech_cluster":null},"seo":{"title":"Apparatuses, methods and systems for a computationally efficient volatility index platform","description":"The disclosed embodiments facilitate efficient calculation, determination, generation, management, analysis and/or communications relating to volatility indexes used to measure volatility of a market ","keywords":[]},"attribution":{"source":"Patentable","source_url":"https://patentable.app","canonical_url":"https://patentable.app/patents/US-11257155","license":"CC-BY-4.0-like","license_terms":"AI-generated analysis on this page (summary, layman_explanation, technical_analysis, business_analysis, faqs) may be reused with attribution and a visible link back to the canonical URL above. Patent abstracts, claims, and bibliographic data are USPTO public domain.","required_link":"https://patentable.app/patents/US-11257155","citation_suggestion":"Patentable. \"Apparatuses, methods and systems for a computationally efficient volatility index platform\" (US-11257155). https://patentable.app/patents/US-11257155","copyright_holder":"Nomic Interactive Technology LLC"},"links":{"html":"https://patentable.app/patents/US-11257155","json":"https://patentable.app/api/llm-context/US-11257155","site":"https://patentable.app","llms_txt":"https://patentable.app/llms.txt"},"generated_at":"2026-05-30T22:13:24.439Z"}