CQG IC offers these options applications:
QTrader offers these options applications:
See Symbology for specifics about options symbol formatting. Strike prices must be formatted exactly as shown on the Options Window.
Search CQG’s Workspaces for options Excel dashboards, such as Option Put Call Ratios and Volume by Month.
This table identifies the outputs you can expect on each options application:
|
Application |
Displays |
Inputs |
Outputs |
|
Options Monitor |
calls and puts |
symbol
|
•Identifies underlying price, days until expiration, expiration date, volatility, implied volatility shift, and interest rate •Lists 40+ data points (price, volume, Greeks, volatility, net change, time, etc.) by strike price |
|
Options Window |
calls or puts |
symbol
|
•Identifies underlying price, days until expiration, expiration date, volatility, implied volatility shift, interest rate •Lists by strike price: price, net change, time, underlying price, theoretical value, implied volatility, Delta, Gamma, Theta, Vega, volume, open interest, Rho, theoretical price value, volatility curve value |
|
Options Graph |
calls and/or puts |
symbol
|
•Charts volume/open interest, tick volume, theoretical price value, Delta, Gamma, Theta, Vega, or implied volatility against strike price |
|
Options Calculator |
calls or puts |
symbol option strike model WhatIf (optional) |
•Identifies premium, Delta, Gamma, Vega, Theta, Rho •Charts premium, Delta, Gamma, Vega, Theta, Rho based on underlying price, days to expiry, interest rate, and volatility with second curve for WhatIf (optional) •Charts implied volatility against strike price (Vol.Skew) |
|
Strategy Analysis |
calls or puts |
symbol strategy model chart axes limits range parameters trade details WhatIf (optional) |
•Identifies Greeks, Cost, TradeTimes, VolumeOI, Underlying •Charts P&L, Delta, Gamma, Theta, Vega, Rho against underlying price •Charts time value against days to expiration •Lists by strike price: entry values for today’s date and expiry and values for Greeks, provides days until expiration (Table tab) |
|
Volatility Workshop |
calls or puts |
symbol option approximation parameters modification parameters |
•Charts implied volatility by strike price |