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
Aug 25, 2017
Updated: Nov 08, 2018

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... more

Thom Hartle
Oct 12, 2015
Updated: Oct 18, 2018

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

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
Sep 26, 2014
Updated: Sep 14, 2018

This Microsoft Excel® dashboard displays the first two months' expiries of the KOSPI 200 options. Last price, net change, percent net change, implied volatility using Black-Scholes, and today's and yesterday's volume data are automatically... more

Thom Hartle
Feb 02, 2015
Updated: Sep 14, 2018

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

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 30, 2015
Updated: Sep 14, 2018

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