Workspaces

Thom Hartle
Mar 30, 2015
Updated: Jan 29, 2020

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

Thom Hartle
Oct 09, 2014
Updated: Sep 14, 2018

This Microsoft Excel® dashboard displays current market data and five-minute, fifteen-minute, thirty-minute, and sixty-minute measurements of volatility. Volatility is defined as the upper twenty-period Bollinger Band minus the lower twenty-... more

Thom Hartle
Feb 02, 2015
Updated: Sep 14, 2018

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

Thom Hartle
Nov 30, 2015
Updated: Sep 14, 2018

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

Thom Hartle
Nov 30, 2015
Updated: Sep 14, 2018

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

Thom Hartle
Jan 02, 2018
Updated: Sep 14, 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