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Options Data Analysis

Historical and current market data analysis using online tools. Implied and realized (historical) volatility, correlation, implied volatility skew and volatility surface. Stock trend analysis using options derived data.

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BBY
INTU
Rankers & Scanners
 Top 200 stocks by volume / open interest
 Top 5 stocks by implied volatility change

Our rankers and scanners cover virtually every options strategy. Scans based both on technical and risk indicators such as volatility (both realized and implied), correlation, Risk/Reward, Probability and more - end-of-day or intraday data based.

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Stock Trend AnalysisOpen Help  (11/19/2009 close)
Symbol:BBY
Sentiment:Strong bullish, QuietBuy:
Bullish rank:70.00%Sell:
Volatile rank:-30.00%Hold:

Best Calendar SpreadOpen Help  (11/19/2009 4:02 PM EST)
Symbol:INTU
Position:
Buy  10 Apr10 30.00 C @ 2.30
Sell  10 Nov09 30.00 C @ 0.80
Cap Req:$1,500.00
Risk / Reward:225.83%
Max Return:44.28%

Suite of professional-level tools based on a revolutionary real-time data analysis platform comprising pre-trade analytics, portfolio-management and risk-analysis tools. Historical data analysis solution based on a back-testing ready options data time-series database

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IVolatility Education

One of the most sophisticated and simultaneously easy-to-digest set of articles on options theory and data - a must-to-read material for professional options analysis

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