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.
- 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.
There are also available:
- The Probability Calculator that allows you the choice of using the implied volatilities of options or historical volatilities of securities to assess your strategy's chances of success before you place your trade.
- The PnL Calculator for easily profile complex multi-leg options strategies and view the profit and loss potential.