Preview Chart Tool How can we help? Let us know what information would be helpful and we’ll get back to you soon as possible. [hubspot type=form portal=6598397 id=e315d99a-b94e-4c81-8418-0325da533ab5] Overview Our analytics framework provides a low latency and...
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The options markets and implied volatility can be rich sources of insight into market signals. Comparing historical data with current market signals can provide additional insights to help traders and investors understand market expectations as earnings events...
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Let’s take a walk down meme-ory lane. It is the end of January 2020 in Chicago, a month that averaged a relatively mild 34-degrees and not much snow (7.8 inches total). Meanwhile, 77,026 GameStop options were traded. The stock exhibited volatility by the standards of...
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In June, Cboe made it official: the exchange group confirmed global trading hours (GTH) for VIX and SPX options, which would make the products tradable nearly 24 hours a day, 5 days a week. And now, it’s live. (Note: All following times are in Eastern.) Those first...
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At SpiderRock, we often get questions about historical stock options closing prices. Knowing the methodology used to capture your closing prices is fundamentally part of the data analysis being performed. Unlike the underlying stocks, there is no official close for...
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As equity derivatives markets have grown in terms of volumes, products offered, number of exchanges, and technological sophistication, so too has the literature surrounding options pricing models and the challenges posed by quantifying that all-important variable:...
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