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Svopy Variance Swap

Calculate svopy variance swap instantly with the exact formula and a worked example. Free online calculator — no signup.

Svopy Variance Swap

Realized var (σ²)
Strike var
Vega notional
Payoff
-10,000,000
(σ²_R − K)·N·10000Calculate svopy variance swap instantly with the exact formula and a worked example. Free online calculator — no signup.
Payoff
-10 000 000

More about: Svopy Variance Swap

What it calculates

The “Svopy Variance Swap” calculator computes Payoff from 3 parameters: realized var (σ²), strike var, vega notional.

Used by investors to estimate returns, project savings, and analyze a portfolio.

Example calculation

With parameters Realized var (σ²) = 0.04, Strike var = 0.05, Vega notional = 100,000 the result is -10,000,000 ((σ²_R − K)·N·10000).

How to use

  1. Enter the parameter values — every field above is adjustable with a slider.
  2. The result and related metrics are calculated automatically as you type.
  3. Use the additional metrics shown (if any) where needed.
  4. Copy the result or bookmark the page.

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