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.
Futures Analyzer and Tracker, Futures Options Chain and Futures Calculator services provides previous day close data for futures and options.
- 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.
Futures Analyzer and Tracker 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:
Futures Options Chain 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 Futures Calculator you can run calculations using custom values of option price, volatility or other parameters: