Volatility

Workspaces

Customers using our flagship product, CQG Integrated Client (CQG IC), have access to a new study called Algo Orders. Using a proprietary algorithm, this indicator of trading activity detects and exposes hidden volume (iceberg orders) on the... more

Workspaces

This Microsoft Excel® dashboard displays a depth-of-market (DOM) view of CBOE Volatility Index futures weekly reverse calendar spreads. The exchange quotes these markets as negative numbers for the bid prices and positive numbers for the ask... more

Workspaces

Customers using our flagship product, CQG Integrated Client (CQG IC), have access to a new study called Algo Orders. Using a proprietary algorithm, this indicator of trading activity detects and exposes hidden volume (iceberg orders) on the... more

Workspaces

These Microsoft Excel® spreadsheets determine the at-the-money option and display a table of thirty strikes above and below the at-the-money. The tables consist of market data and the implied volatilities for each of the sixty-one strikes. The... more

Blogs

Third quarter of 2015 is now in the books, and the results were not pretty for commodity bulls. Overall, a composite of over thirty futures-market-traded commodities moved lower, making the last three months the worst of the year for raw material... more

Workspaces

If you use RTD formulas for data from the options markets, then Excel will pull data using your settings in CQG, such as the options model you have selected. An RTD formula for implied volatility will pull the Implied Volatility (IV) for the... more

Workspaces

This Microsoft Excel® spreadsheet presents frequency distribution analysis of historical implied volatility (IV) data.

CQG offers its own historical options implied volatility index for popularly traded options on futures. The symbol... more

Workspaces

This Microsoft Excel® dashboard displays current market data and five-minute, fifteen-minute, thirty-minute, and sixty-minute measurements of volatility. Volatility is defined as the upper twenty-period Bollinger Band minus the lower twenty-... more

Workspaces

Powered by CQG FX, this Microsoft Excel® dashboard measures volatility by using the difference between the upper and lower Bollinger Bands and dividing the difference by the Moving Average. The dashboard then sorts the volatility by ranking them... more

Workspaces

This Microsoft Excel dashboard measures volatility by using the difference between the upper and lower Bollinger Bands and dividing the difference by the Moving Average. The dashboard then sorts the volatility by ranking them from lowest to... more