Volatility

Dec 09, 2022

CQG Product Specialist Stan Yabroff designed a CQG page for customers to track and analyze a market’s implied volatility and historical volatility. This post details the features and functionality of the CQG page.

The benefit of this CQG... more

Nov 30, 2022

As markets head into the final month of 2022, market participants continue to face uncertainty as the war in Ukraine continues, the Fed is battling the highest inflation in decades, gridlock in the US government is on the horizon in 2023, and... more

Jan 02, 2018

CQG offers an Implied Volatility (ImpVol) study that allows you to pull in historical implied volatility data onto a chart. ImpVol is not the implied volatility of one particular option. CQG uses the outright contract symbol from the... more

Dec 02, 2015

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

Nov 30, 2015

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

Nov 30, 2015

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

Oct 12, 2015

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

Oct 01, 2015

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

Mar 30, 2015

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

Feb 02, 2015

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