H-Shares Index Options by Volume

This Microsoft Excel® dashboard scans the options on futures for the H-shares Index (HHI) and ranks the traded volume for each expiry out to nine expirations. The scan covers options traded ten strikes above and below the at-the-money option. The top ten strikes by traded volume are then presented on the main display. The options are sorted by volume, not strikes. The volume data is heat-mapped, with the highest volume levels highlighted bright green. The markets data display in the bottom right-hand corner allows you to enter in your own symbols.

The dashboard includes a bar chart that displays 100 bars. You can enter in the symbol, time frame, and the number of decimals in the prices.

In addition, you can adjust the clock in the top right-hand corner by adding or subtracting the number of hours relative to Chicago time.

Requires CQG Integrated Client or CQG QTrader, the CQG RTD Toolkit, data enablement for Hong Kong Futures Exchange, and Excel 2010 or higher.




Trading and investment carry a high level of risk, and CQG, Inc. does not make any recommendations for buying or selling any financial instruments. We offer educational information on ways to use our sophisticated CQG trading tools, but it is up to our customers and other readers to make their own trading and investment decisions or to consult with a registered investment advisor. The opinions expressed here are solely those of the author and do not reflect the opinions of CQG, Inc. or its affiliates.