Using QuikStrike Historical ATM Vol Charts

In wake of Monday’s USDA report, the CME Group tweeted a QuikStrike ATM Vol History graph to showcase lower volatility in the March contract for Corn. Viewing this chart in QuikStrike takes a few simple steps.

In a prior blog post, we outlined the features of the History section in QuikStrike. Navigating to the Volatility and Skew → ATM Charts page will allow you to view ATM volatility history (1,3,6,9 and 12 month periods), as well as the corresponding Future Price for each date.

ATM Volatility History

 

As you can see in the image above, the ATM volatility history chart gives you the opportunity to view the ATM volatility/future price and the corresponding date (going back as far as 12 months). You can also get a feel for the average ATM volatility and future price for a particular expiration over the selected time period at the bottom of the page.

While we navigated to the History section of QuikStrike to create this graph, you can also access this information (via an Expiration Popup) by clicking on the expiration in the title bar (or any other place where the expiration is a link in QuikStrike). After you click the expiration, you will see the third tab from the left is ATM Vol History (as shown in the image below).

OZCH5 popup

Once you click the ATM Vol History tab, you can view the exact same chart as the Volatility and Skew → ATM Charts page in the History section of QuikStrike without navigating to a new page. The Expiration Popup (shown in the image above) also includes Vol Summary, Option Settles, Open Interest, Pricing Sheets and Futures tabs for the selected expiration.

We want our users take advantage of all the ways to view vol history in QuikStrike. Let us know what you think about this chart, and the rest of the Volatility and Skew history pages. Get in touch with us via email, Twitter or post a comment below. Thanks for checking out our blog!

Check Out The Latest Futures Options Roundtable

Are you looking for some light listening to help you through the trading day? We’ve got just what you need!

Nick has become a regular on the Futures Options Roundtable presented by The Options Insider. Below is a breakdown of the panel discussion in the latest podcast:

Ags:

  • Corn: Corn futures continued to slump to a 50-month low as waning prospects for frost damage this week
  • Wheat/Soybeans: Unusual activity, hot strikes and large open interest changes.

Energy:

  • Crude Oil:  Taking it on the chin as ISIS “crisis” fails to impact production.
  • Nat Gas: Unusual activity, hot strikes and large open interest changes.

Metals:

  • Gold: Gold futures rebounded from an eight-month low on signs of increased demand for bars and jewelry in India.
  • Silver: Silver futures for December delivery rose 0.1 percent to $18.62 an ounce.
  • Platinum: On the New York Mercantile Exchange, platinum futures for October delivery fell 0.5 percent to $1,363.50 an ounce

Forex:

  • Currencies: The US dollar making a strong move. The price of the UK pound amid Scottish independence fury.

Listen to the player above to hear what Nick and the rest of the panel has to say about the recent happenings in the world of futures and options.

Nick Discusses Oil, Metals, Ags With Futures Options Roundtable

Joining the Futures Options Roundtable has become a regular occurrence for our CEO Nick Howard. In the latest edition, the group, led by Mark Longo, founder of The Options Insider Inc., covered a wide range of topics, including:

  • The fluctuating Crude and Brent Crude Oil markets
  • The recent events in the Metals markets
  • How the weather conditions in the Midwest are affecting Corn output

Interested in what the panel had to say? Here’s the link to the full podcast: http://traffic.libsyn.com/radionetwork/FOR13.mp3.

Don’t forget to let us know your thoughts on Nick’s insights and the Futures Options Roundtable.

Our CEO Nick Howard joins The Futures Options Roundtable once again…

“One thing that I think the people out there that are trading options might forget now is that the CME has the weeklies that are listed. The weeklies are going to tend to give you a pretty good idea of what people are thinking in the short term.”

This was one of many insights from Nick during the hour-long podcast hosted by Mark Longo, founder of The Options Insider. The rest of panel included Matthew Bradbard, vice president of managed futures and alternatives at RCM Asset Management, Dan Collins, editor-in-chief of Futures Magazine, Dan Cook, director of business development at Nadex and Jeff Lewandowski, analyst at Protean Trading.

Brent-crude-vol-skewDuring this edition of The Futures Options Roundtable, the panel discussed the Commodity Sturm Ung Drang Grand Marketplace, most notably volatility in the crude oil/energy markets, the affects of the recent situation in Iraq on the oil markets and the changing volatility of gold in past months. Longo rounded out the conversation by prompting his guests with a series of questions from his listeners.

To listen to the entire podcast, follow this link: ow.ly/z0Lww.