This Microsoft Excel® dashboard scans the VIX (CBOE) options market for volume and displays the strikes ranked by the volume traded for each expiry listed. The scan covers options traded 15 strikes above and below the at-the-money option. The options are sorted by volume, not strikes. The options volume data is heat-mapped by group with the highest call volume levels in bright green and the highest put volume levels in bright red.
Requires CQG Integrated Client, CQG's Excel RTD add-in, data enablement for CBOE, and Excel 2010 or higher.