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 Trend or Rotation [Charts] - IVolatility Trading Digest™

Locating Volatility Charts

Using previous day closing data, our volatility charts are located in two places, on the Basic Options page of our website and in our Advanced Historical Data service.

First for our complimentary Basic Options volatility charts:

From the home page go to My Services near the top left next to your user name. Basic Options will be listed as one the available services. Alternatively it’s also listed in the Analysis Services drop down box in the top right. After opening the page enter the symbol where indicated (the default symbol SPX is already entered). Next, scroll down to the Volatility Chart heading located on the right side of the page near the bottom. Here is the small chart image.

Crude Oil

Click on the small chart image to open a new enlarged data table along with the volatility chart for the last year displaying both the implied volatility and the historical volatility of the underlying symbol as well as the options volume with the ability to change the periods and the option types, with the default set for IV Index Mean. For example,

table

Subscribers to Advance Historical Data will find it listed under My Services or in Analysis Services under Services & Tools.

A one-year volatility chart will be located under the three data tables along with the price chart of the underlying, with the default set for the S&P 500 Index. The “Charting options? section near the top of the page provides the ability to change the "Period" from 1 year to five alternatives including "All Data." In addition, changing the "Term" from the standard 30D (30 Day) will display seven alternatives for both shorter and long-term analysis.

Further the charting alternatives include the ability to view the implied volatility of the Call and Put separately, together or as the Mean, the default. The same alternatives are available for the Options Volume and OI, or Open Interest.

While the default settings will display the Historical Volatility and IVIndex vs Price chart, clicking on Options Volume an Open Interest will also produce the volume chart. In addition, the Stock Volume Chart is available along with four other chart alternatives. See below.

The image below has the Options Volume and Open Interest box checked.

table

These are the charts for the above selections.

table

While the charts display a wealth of useful information they are especially helpful for individual stocks near quarterly reporting dates as the implied volatility rises and then declines after reporting.