Option Skew and price compression for stocks and indexes - tickerized by Trading Volatility
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Verified 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 |
Data Dictionary
| 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
Geography
History
Volume
| 1,150 | Securities |
Pricing
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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 Tabular Data 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 Tabular Data 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., Gamma Exposure (GEX) measurement of US stocks and options by Trading Volatility, and Stock Market Sentiment Data: Historical tick-by-tick sentiment data, real-time updates, and market indices globally. 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.
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