User-Defined Strategies (UDS) Spreads Dashboard

These two Microsoft Excel® dashboard display market quotes for tradable UDS for the crude oil contract and the E-mini S&P 500 traded on Globex. There is also a quote display with at-the-money (ATM) calls and puts with one strike below the ATM and three strikes above the ATM. Finally, there are two histogram charts displaying frequency distribution for symbols CLECIV and CLEPIV (implied volatility) or EPCIV and EPPIV. The current implied volatility using these symbols are highlighted as a green bar for calls and a red bar for puts. The colored bars indicate where the current implied volatility is relative to the closing implied volatility values over the last 200 daily bars. Learn more about frequency distribution here.

The strikes used on the main display are configured on the Symbols tab. You can enter in the expiry, such as ?1, ?2, etc. You can enter in the first strike and the rest will update in 0.50 increments. For E-mini S&P 500 options you can enter in a symbols such as EP, EW, EW1, etc. Use the vertical scroll bar to bring the strategy of interest to the top under the strikes. Then you can select the strikes used in the strategy. For example, the Butterfly Call Long uses three strikes. Click the radio button for the strikes you want. In this example, the strategy is using strikes 4700, 4750, and 4800 for the three strikes. The main display will populate using these three strikes.

Learn more about UDS here.

Requires CQG Integrated Client, data enablement for CME Globex, and Excel 2010 or higher.

Download the Excel File (crude oil) ‌‍‍‍‍

Download the Excel File (E-Mini) ‌‍‍‍‍

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