(Adobe PDF document)
Live version of the Advanced Options Page uses 20-minute delayed market data instead of end of day values.
Live data is provided for US traded instruments only. European and Canadian markets data are previous day
close data (as well as US indexes for NYSE, AMEX and smaller US listed exchanges).
Most complete information on a particular stock and its options. This service summarizes all information on a particular underlying and presents in both tabular and graphical formats:
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 and requires additional payment of $7 a month. Live data is provided for US traded instruments only. European and Canadian markets data are previous day close data (as well as US indexes for NYSE, AMEX and smaller US listed exchanges).
- 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.
First section of the page includes both basic information (current stock price, volume, open interest) and advanced data– such as stock volatility, stock Implied Volatility Indexes:
Options prices, implied volatility for all options chains and Greeks (in ‘previous day close’ mode you can download data as a CSV file):
Time and Volatility Skew charts for all maturities:
There is a also a free (!) version of this pages with a limited set of information available - Basic Options Page.