Totals of Buy, Sell, and Net Volume organized by...

• Trader Type (CTI)

• By Price (Strike for options)

• Time Frame (intraday, daily)

• Contract Month (specific, continuous, combined months)

• Volume Type (spread, non-spread, combined)

• Reporting type (electronic, open-outcry, combined)

Summarized Volume totals by contract month.  The following items are captured:

• Total Volume (pit, electronic, combined)

• Total Open Interest, and Open Interest Change

• Exchanges

• Give-ups

• Adjustments

Ten different views of the Commitment of traders report data.  Over 130 data items are available.  Data is organized as follows:

• Open Positions

• Changes in Commitments

• Percent of Open Interest by Trader Category

• Traders by Category

• Percent of Open Interest by Large Traders

• Put/Call ratio for all options
• Put/Call ratio using In-the-money options only
• Put/Call ratio using Out-of-the-money options only
• The above 3 dollar weighted using Strike Open Interest

Implied Volatility is calculated using the Black/Scholes, and Black model (for futures).  The following data is provided:

• Implied Volatility for each Strike price

• Greeks (Delta, Gamma, Vega, Theta, Rho) for each Strike

• Consolidate Implied Volatility by option month for Calls and Puts separately.

• Settlement's by Strike (Last, Previous, Open, High, Low, Life High and Low).
• Total Volume (pit, electronic, combined) by Strike
• Pain Strike™ Prices
• Total Open Interest/volume at Pain Strikes™
• Total Open Interest, and Open Interest Change by Strike
• Exchanges, Give-ups, Adjustments
• Total Volume/Open Interest for different option categories.

LDB® data available by trader type (CTI) along with the time brackets traded.  Market Profile® data is organized by:

• Price Quadrants (1,2,3,4)

• Opening price range

• Closing price range

• High Price

• Low Price

• Value Range