Locating Volatility Charts

Locating Volatility Charts

 

Using previous day closing data, our volatility charts are located in two places, on the Basic Options page of our website and in the Advanced Historical Data service.

First for our complimentary Basic Options volatility charts:

Find the Basic Options section located about two-thirds of the way down the home page under the heading "Basic analytical tools." Click on Read more

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This opens a page describing the Basic Options service. At the bottom of the page on the left side click on Basis Options Page now

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After opening the page enter the symbol where indicated (the default symbol SPX is already entered).Next, scroll down to the Volatility Chart heading located on the right side of the page near the bottom.Here's the chart image.

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Click on the small chart image to open a new enlarged data table along with the volatility chart for the last year displaying both the implied volatility and the historical volatility of the underlying symbol as well as the options volume with the ability to change the periods and the option types, with the default set for

With 17 trading days until February expiration, the day-weighted premium between February and March allocated 85% to February and 15% to March, for a premium, of 10.45%, at the bottom edge of the bullish green zone vs. 21.59%, for week the ending January 17. Although the entire futures curve advanced, the VIX advanced faster narrowing the spread. IV Index Mean. For example,

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Subscribers to Advanced Historical Data will find it listed under Analytical Tools with two links, the first in the left margin listed as Historical Data Charts

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Then a second link is included in the list of subscribed services under the heading Open My Tools that displays your subscribed services.

Open My Tools appears after clicking on the Dashboard image in the left margin followed by clicking on the white flashing > symbol at the right.

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Here is an image for Open My Tools listing many available services including Historical Data Charts at the red arrow.

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This open a more comprehensive data chart that includes tabs at the top for Historical Volatility using both the annual rate of change and range methods, Correlation and Beta as well as Skew & Kurtosis including charts.

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A one-year volatility chart will be located under the three data tables along with the price chart of the underlying, with the default set for the S&P 500 Index.  The “Charting options” section near the top of the page provides the ability to change the “Period” from 1 year to five alternatives including “All Data.” In addition, changing the “Term” from the standard 30D (30 Day) will display seven alternatives for both shorter and long-term analysis.

Further the charting alternatives include the ability to view the implied volatility of the Call and Put separately, together or as the Mean, the default. The same alternatives are available for the Options Volume and OI, or Open Interest.

While the default settings will display the Historical Volatility and IVIndex vs Price chart, clicking on Options Volume an Open Interest will also produce the volume chart.  In addition, the Stock Volume Chart is available along with four other chart alternatives.See below.

The image below has the Options Volume and Open Interest box checked.

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First the data table

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Then the volatility chart displaying both the IV Mean and the annual rate of change Historical Volatility followed by the price chart. 

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Next Options Volume and Open Interest

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While the charts display a wealth of useful information they are especially helpful for individual stocks near quarterly reporting dates as the implied volatility rises and then declines after reporting.

This is also the page where to find the alternative Historical Volatility calculated using the often mentioned and more accurate range method.

Click on the tab at the top.table

This opens up a whole new world of analytical data alternatives including the range historical volatility at the red arrow and their 52-week Low and Hi ranges.

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In addition to the volatility charts several other alternative charts are available by clicking on the boxes shown above. Give them a try.

All of this analytical data and charting capability is included with Advanced Historical Data.

 

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