Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility product image in hero

Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility

Trading Volatility
No reviews yetBadge iconVerified Data Provider
#
Naive GEX
Skew-Adjusted GEX
SA-GEX/Volume
GEX Flip Point
Distance to Flip Point
Implied Volatility
Call Skew
GEX at Next Expiration
1 xxxxxxxxxx Xxxxxxxxx xxxxxx xxxxxxxxxx Xxxxx Xxxxxx Xxxxxxxxxx Xxxxxx
2 Xxxxxxxxx Xxxxxxxxxx xxxxxxxxx Xxxxxxxxx xxxxxxxxx Xxxxxxx xxxxxx Xxxxx
3 xxxxxxxxxx xxxxxx Xxxxxxxxxx xxxxxx Xxxxx Xxxxxx xxxxx xxxxxxxx
4 xxxxxxx Xxxxx Xxxxxxxx xxxxxxxxxx xxxxxx Xxxxxxxxx xxxxxx Xxxxxxxxx
5 Xxxxxxxxx xxxxxxxxxx Xxxxxx Xxxxx xxxxxx xxxxxxx xxxxxxx Xxxxx
6 xxxxxx Xxxxxxxxxx xxxxxxxx xxxxxx Xxxxx Xxxxxxx xxxxxx Xxxxxxxx
7 Xxxxxxx Xxxxx xxxxxx xxxxxxxxxx Xxxxx xxxxxxxxxx xxxxxxxxx Xxxxxxx
8 xxxxxxxx xxxxxxxx Xxxxxxxxxx Xxxxxxxx Xxxxxxxx xxxxxxxxx Xxxxxxxxxx Xxxxxx
9 Xxxxxxxxx xxxxx xxxxxxx xxxxxxxxx Xxxxxx Xxxxxxx Xxxxxxxxx xxxxxxxxx
10 xxxxxxxxx Xxxxx xxxxxxxx Xxxxxxx xxxxxxxxx Xxxxxxx xxxxx Xxxxxxx
... xxxxxxx Xxxxx xxxxxxxxxx Xxxxxxx Xxxxx xxxxxxxxxx Xxxxxx xxxxxx
Request Data Sample
Volume
1.15K
Securities
Avail. Formats
.json and .csv
File
Coverage
2
Countries
History
24
months

Data Dictionary

Product Attributes
Attribute Type Example Mapping
Naive GEX
+$51,425,632
Skew-Adjusted GEX
-$36,542,252
SA-GEX/Volume
-0.54
GEX Flip Point
$25.25
Distance to Flip Point
20%
Implied Volatility
53%
Call Skew
11.0
GEX at Next Expiration
$20,000,000

Description

Trading Volatility's daily measurements of options skew, price compression, and option put/call ratios for evaluation of sentiment within the U.S. equity options market. Our expanding data set currently consists of daily updates for over 1,100 securities from American stock exchanges. 
Our Skew data tracks the implied volatility across the spectrum of options and measures the Put and Call Deltas for options that are one standard deviation out-of-the-money. A stock with a positive Call Skew has option demand skewed toward calls, while a stock with a negative Call Skew has option demand skewed toward puts. Sentiment can be evaluated by comparing the Current Call Skew to the Average Call Skew. The Call Skew History chart tracks the "Call Skew", which is the delta of calls at One Standard Deviation above current stock price minus the delta of puts at One Standard Deviation below the current price with 30 days to expiration. The Skew chart displays the Implied Volatility (IV) and Delta for each Out-Of-The-Money put and call contract. Our website provides numerical, graphical, and historical views of all skew data in our database.  Additionally, our API access allows for easy download of csv files or import into Excel for further analysis and custom applications.

Country Coverage

North America (2)
Canada
United States of America

History

24 months of historical data

Volume

1,150 Securities

Pricing

Free sample available
Trading Volatility has not published pricing information for this product yet. You can request detailed pricing information below.

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Delivery

Methods
REST API
Frequency
daily
Format
.json
.csv

Use Cases

Categories

Related Products

85 countries covered
15 years of historical data
Receive up-to-date End-of-Day/Closing Futures and Options Price Data from exchanges worldwide. This product can be used by professionals in portfolio revalua...
36 Indicies
16 countries covered
28 years of historical data
Comprehensive database of historical option prices, implied volatility, and sensitivity calculations for the major indices. IvyDB GI provides data of the hig...
500K Inside Trades
USA covered
AnaChart enables users to assess inside traders profitability by comparing buy/sell actions to taking no action, with data segmented across one month, three ...
1M financial data points daily
100% Real time and Up-to-Date coverage
250 countries covered
Enhance your AI with real-time, LLM-agnostic RAG APIs for real-time market data from the world's leading exchanges like NASDAQ, NYSE, crypto markets & more. ...

Frequently asked questions

What is Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility?

Trading Volatility’s daily measurements of options skew, price compression, and option put/call ratios for evaluation of sentiment within the U.S. equity options market. Our expanding data set currently consists of daily updates for over 1,100 securities from American stock exchanges. 

What is Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility used for?

This product has 5 key use cases. Trading Volatility recommends using the data for Alpha Generation, Trading, Stock Selection, Portfolio Management, and Risk Analysis. Global businesses and organizations buy Proprietary Market Data from Trading Volatility to fuel their analytics and enrichment.

Who can use Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Proprietary Market Data. Get in touch with Trading Volatility to see what their data can do for your business and find out which integrations they provide.

How far back does the data in Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility go?

This product has 24 months of historical coverage. It can be delivered on a daily basis.

Which countries does Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility cover?

This product includes data covering 2 countries like USA and Canada. Trading Volatility is headquartered in United States of America.

How much does Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility cost?

Pricing information for Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility is available by getting in contact with Trading Volatility. Connect with Trading Volatility to get a quote and arrange custom pricing models based on your data requirements.

How can I get Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility?

Businesses can buy Proprietary Market Data from Trading Volatility and get the data via REST API. Depending on your data requirements and subscription budget, Trading Volatility can deliver this product in .json and .csv format.

What is the data quality of Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility?

You can compare and assess the data quality of Trading Volatility using Datarade’s data marketplace.

What are similar products to Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility?

This product has 3 related products. These alternatives include EDI Global End of Day/Closing Price Data for Derivatives Futures Price Data, Options Price Data Worldwide Exchanges History/Time Series avail., OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data, and Anachart Inside Trades Profitability NASDAQ & NYSE Over 500K Documented accessible Individual Trades with each Profit Calculated Over Time . You can compare the best Proprietary Market Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Pricing available upon request