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Services & Tools

Services & Tools Analysis Services Basic Options
Basic OptionsAdvanced Options 
Basic Options Page
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Basic Options Page now
This free service provides basic end-of-day information on specified underlying - such as last value of IV index (for Calls, Puts and their average value), Historical volatility and correlation against major index.

Also shown options volume and open interest along with ATM contracts implied volatilities and delta.

Full-featured version of this service - Advanced Options Page - is also available. Subscribers to this service can:

  • View a complete option chain for any stock or index, 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 yesterday, IVX value a week ago and a month ago. IV index is calculated for a set of fixed terms - 30 days to 180 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 stocks you are tracking so that you can quickly identify and try to take advantage of any disparity.

Advanced Options Page service is available in two modes - 'previous day close' mode and 'live' data mode. 'Live' mode of the service is based on 20-minute delayed market quotes.

Basic Options Page
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