TERMINAL / GUIDE
Options analytics
Explore the listed chain by underlying, strike and expiry.
06 / 14Options analytics
Interactive interface · ArcDelta dataOpening the workspace…
Start here
- 01Choose an underlying from the actually available chain catalog.
- 02Filter expiries and strike range.
- 03Compare overview, strike, surface and flow panels with chain readiness.
Inputs
Normalized listed option contracts, OI, quotes, IV and greeks supplied through ArcDelta.
General limitations
Read the source timestamp and venue coverage. No data is different from zero; stale observations must not be read as current.
- Calculation
- Contracts are grouped by strike, call/put and expiry. Put/call OI divides put open interest by call open interest in comparable normalized units.
Put/Call OI = Σ OI_put / Σ OI_call - Reading & controls
- Read the expiry filter before interpreting aggregate OI. A missing call denominator makes the ratio unavailable.
- Limitations
- A catalog of assets does not imply that options exist for each asset. Chain analytics require validated state; stale and resyncing chains may be withheld.
- Calculation
- ATM IV is taken around the expiry forward; 25Δ skew is put IV at −0.25 delta minus call IV at +0.25 delta, interpolated only with usable bracketing quotes. Term structure repeats this by expiry.
25Δ skew = IV_put(−0.25) − IV_call(+0.25) - Reading & controls
- Compare expiries and inspect quote coverage. IV values are percentages; skew is an IV difference in percentage points.
- Limitations
- Implied volatility is a pricing input, not realized future volatility. Sparse quotes can leave ATM or skew unavailable.