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 and below the at-the-money option. The options are sorted by volume, not strikes. The options volume data is heat-mapped by group with the highest call volume levels in bright green and the highest put volume levels in bright red.
A drop-down menu next to Symbol: allows you to choose the options series:
- E-mini S&P 500 Options
- E-mini S&P 500 Week 1 (Monday)
- E-mini S&P 500 Week 2 (Monday)
- E-mini S&P 500 Week 3 (Monday)
- E-mini S&P 500 Week 4 (Monday)
- E-mini S&P 500 Week 5 (Monday)
- E-mini S&P 500 Week 1 (Wednesday)
- E-mini S&P 500 Week 2 (Wednesday)
- E-mini S&P 500 Week 3 (Wednesday)
- E-mini S&P 500 Week 4 (Wednesday)
- E-mini S&P 500 Week 5 (Wednesday)
- E-mini S&P 500 EOM Options
- E-mini S&P 500 Week 1 (Friday)
- E-mini S&P 500 Week 2 (Friday)
- E-mini S&P 500 Week 3 (Friday)
- E-mini S&P 500 Week 4 (Friday)
When the underlying market crosses above or below a new at-the-money strike, the dashboard will repopulate using the new at-the-money strike. You may want to switch Excel from automatic to manual (Formula/Calculation Options) temporarily.
Two versions are available: one uses a black background and one uses a starry night background.
Requires CQG Integrated Client, CQG's Excel RTD add-in, data enablement for the CME E-mini, and Excel 2010 or higher.