Implied Volatility Smile Dashboards

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 volume columns are heat mapped. The histogram bar charts are implied volatility and open interest by strike price for calls and puts. You can hover your mouse over the histogram bars and a tooltip will open. You can enter a wildcard, such as "?1" or a month with a two-digit year, such as Z15.

Make sure to lower your Excel RealTimeData (RTD) throttle to 50 milliseconds or lower. Learn how to do that here.

Requires CQG Integrated Client or CQG QTrader.


Microsoft Excel is a registered trademark of Microsoft Corporation in the United States and/or other countries.