FOPs IV charts and light questions

C

CBC

Hey ET traders.

Any idea where I can get the IV charts for the major future contracts? The only place I know is bloomberg terminal, which ain't exactly free now is it :).

I'm not exactly familiar on the IV of say GC for example. We all know ES sits around the 12-25 mark.

Secondly, if the MM are guessing the future IV, exactly how does CME workout the correct settlement prices / IV. Are they getting this information from what the MM are pricing the options?
 
CBC said:
Hey ET traders.

Any idea where I can get the IV charts for the major future contracts? The only place I know is bloomberg terminal, which ain't exactly free now is it :).

I'm not exactly familiar on the IV of say GC for example. We all know ES sits around the 12-25 mark.

Secondly, if the MM are guessing the future IV, exactly how does CME workout the correct settlement prices / IV. Are they getting this information from what the MM are pricing the options?
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If you have access to the option prices, and the underlying, you can calculate it yourself. It's a good idea to because when you control the pricing engine you can tweak it to find opportunities.
 
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Thanks for your replies.

What was getting at is I wanted to know what the lower and upper end of the range was in general, I'm trying to get out of doing a lot of homework.

If I see the charts then life is all to easy, otherwise I will have to go back and start crunching numbers.... I might see if I can find som1 with a bloomberg terminal.
 
CBC said:
Thanks for your replies.

What was getting at is I wanted to know what the lower and upper end of the range was in general, I'm trying to get out of doing a lot of homework.

If I see the charts then life is all to easy, otherwise I will have to go back and start crunching numbers.... I might see if I can find som1 with a bloomberg terminal.
More...
The IV is going to be the same on anything that tracks the same underlying, i.e. SPX or SPY for ES, so if you have access to IV on those you've got IV for the FOPs. May or may not help you depending which FOPs you're looking at.
 
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So its not possible to learn what
Robert Morse said:
Try ivolatility.com
Ivol is calculated from the bid/ask average
The CME does not do that, The trading platform or whatever service you use does the calculations
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Hi,

Do you think using historical volatility study , such as HLVolatility study in TOS would give an approximation of what near the money options Vol's were trading at in a given time of price of underlying in the past ? thnx
 
ETFoption said:
So its not possible to learn what


Hi,

Do you think using historical volatility study , such as HLVolatility study in TOS would give an approximation of what near the money options Vol's were trading at in a given time of price of underlying in the past ? thnx
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Hey ETF,

Are you saying you can see historical volatility in TOS of the major FOPs?
 
no sir was just wondering how the function works you have to use thinkback in conjunction with HLvolatility study pain in the a@@
 
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