Thu, Sep 02, 2010/close
Back
Online
Stock Options Analysis
and
Trading Tools
Advanced Futures Options
Price: $14.95 per month
FREE TRIAL
Advanced Futures Options
Advanced Futures Options service is available by subscription only for the low cost of $14.95/month. As always, we offer a free two-week trial of this service.
Most complete information on a particular futures underlying, its futures and options. This service summarizes all information on a particular futures underlying and presents it in both tabular and graphical formats. You can also run custom volatility and futures price calculations with this service.
View a complete option chain for any futures underlying, with Implied Volatility and all Greeks for each strike.
See current value of Implied Volatility Index (IV Index or “IVX”) as well as the change from previous day, IVX value a week ago and a month ago. IV index is calculated for a set of fixed terms – 30 days to 720 days.
Chart the strike skew to get a sense for how the volatility of each strike looks in comparison to other strikes in the same month – to see if there is any bias to OTM call or puts, and if so determine what type of strategy you may with to use to take advantage of this situation.
Chart the time skew to get a sense for how volatility is trading in different months for the futures you are tracking so that you can quickly identify and try to take advantage of any disparity.
Calculate implied volatility using custom option price and other parameters; calculate option price using volatility you consider fair.
Advanced Futures Options Page service provides previous day close data for futures and options. The service comprises three pages: Futures, Futures Options, and Option Calculator.
Futures section includes both basic information (current futures price, volume, open interest) and advanced data – such as Historical Volatility and Implied Volatility Index. At the top of the page you see charts and basic futures data:
Grids below show more advanced futures data:
The other section of the service, Futures Options provides in depth access to options prices, implied volatility and greeks for all the options in the chain:
Here you can look at Time and Strike Volatility Skew charts:
Finally, in option Calculator section you can run calculations using custom values of option price, volatility or other parameters:
Advanced Futures Options
Price: $14.95 per month
FREE TRIAL
Advanced Futures Options
Advanced Futures Options service is available by subscription only for the low cost of $14.95/month. As always, we offer a free two-week trial of this service.
© 2006 Copyright IVolatility.com All rights reserved.
Privacy Statement
,
Disclaimer
,
Security