Workspaces

Thom Hartle
Aug 16, 2017
Updated: Aug 12, 2019

This Microsoft Excel® dashboard provides a drop-down menu where you can select the underlying market, such as E-mini S&P 500. The display will then show all front contract option symbols, including weekly and end-of-month options. The... more

Thom Hartle
May 19, 2015
Updated: May 15, 2019

This Microsoft Excel® dashboard uses the CQG RTD OptVal formula to calculate implied volatility, theoretical value, delta, and the Greeks using data inputs from other RTD formulas.

For example, the implied volatility calculation is... more

Thom Hartle
Apr 20, 2015
Updated: May 15, 2019

This Microsoft Excel® dashboard looks for forty strikes above and below the ATM. Features also include a theoretical value column. If the current best bid is higher than the theoretical value, the best bid is highlighted green. If the best ask is... more

Thom Hartle
Feb 07, 2019
Updated: Feb 07, 2019

If you set up a Microsoft Excel® dashboard to monitor options prices and their respective deltas you may see the delta values disappear occasionally in the dashboard. In other words, the value for the options deltas, especially far out of the... more

Thom Hartle
Jul 16, 2014
Updated: Sep 14, 2018

This Microsoft Excel® dashboard displays the current crude oil options market ranked by the time of the last trade. It has two columns for two different expiry months. There are two tabs where you enter in the delivery month and the start and end... more

Thom Hartle
Mar 26, 2015
Updated: Sep 14, 2018

Options offer a wide variety of strategies for traders. CQG provides a powerful options analytics package. A number of the analytics tools, such as theoretical value, implied volatility, and the Greeks, provide market information that can be... more

Thom Hartle
Mar 28, 2016
Updated: Sep 14, 2018

This Microsoft Excel® dashboard tracks open options positions for four weekly options, six end-of-month options, and six regular options. In addition, three underlying futures market positions are tracked. This version looks for any positions... more

Thom Hartle
Nov 23, 2016
Updated: Sep 14, 2018

This Microsoft Excel® dashboard scans the options on the Eurodollar futures market for volume and ranks the traded volume for each expiry out to three years. The scan covers options traded ten strikes above and below the at-the money option. Then... more

Thom Hartle
Apr 07, 2017
Updated: Sep 14, 2018

This Microsoft Excel® dashboard scans the options on soybeans, wheat, and corn (Globex) futures markets for volume. It displays strikes ranked by the volume traded for each expiry listed. The scan covers options traded ten strikes above... more

Thom Hartle
Oct 30, 2017
Updated: Sep 14, 2018

This Microsoft Excel® dashboard scans options on the E-mini S&P 500 futures market using the CQG RTD Toolkit for volume and displays strikes ranked by the volume traded for each listed expiry. The scan covers options traded 15 strikes above... more