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Profile the Market

Market at Close Summary P.O.P. produces a complete summary of settlement prices with how much over "fair value" that each strike settles. Settlement prices from various exchanges can be downloaded into P.O.P. from the World Wide Web. Deltas, vegas, thetas, gammas, etc. for every option strike and month are also displayed. Historical vs. Market Volatility The two most popular ways to measure market volatility are to observe the daily changes in the underlying or to imply volatility from current option prices. Both methods are available for comparison.

Volatility Skews Examine graphs of the volatility skew for the current day and the previous day.