Option Analytics  
  Liquidity Analyzer® calculates option statistics at both the strike price and option month levels.  For example, implied volatility for puts is calculated by strike price and is also consolidated using only the most active strikes.

In the example below, some of the option summary data is shown for Ten Year Note calls.  Notice implied volatility for both calls and puts is listed along with various put/call ratios.  Under the column "Put/Call Ratios $w" are put/call ratios weighted by using the option's open interest.

In the lower table are strike price statistics for the current day selected (1/13/05 Mar/2005 option month).  Volume, open interest, and standard greeks are listed for each strike.

 

 
   
  [Click here to enlarge]

 

 
     

NEW!!!

ORDER FLOW SPINES

 

Watch the net buy and sell volume at each price in the range of the major CBOT products

 

 
 

Home | Contact us | About us

© 2007 MDB Analytics, LLC. All rights reserved.  Terms and Conditions  Privacy