This Microsoft Excel® dashboard scans the options on the natural gas (Globex) futures market for volume and ranks the volume traded for each expiry out sixteen months. The scan covers options traded ten strikes above and below the at-the-money option. Then the top five strikes by traded volume are presented on the main display. The options are sorted by volume, not strikes. The options volume data is heat-mapped with the highest volume levels in bright green.
In addition, the bottom section displays the last quote, net change, and total contract volume for three years and six months of natural gas futures contracts. The volume data is heat-mapped using light blue for the highest volume.
