VLM COMMODITIES
CT Options Analytics
CT — Cotton
KC — Coffee
SB — Sugar
CC — Cocoa
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Futures settled
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Options settled
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ATM Implied Vol
—
—
ATM Straddle
—
—
IV Change
—
—
IV Percentile
—
5yr Lo
5yr Hi
Skew (25Δ)
—
—
C/P OI Ratio
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—
Vol Smile
Trade Analyzer
Vol Surface
Skew History
Straddles
TODAY
+YEST
+1WK
SMILE
IV CHG
Strikes:
–
📷 PNG
Top 15 Strikes by IV Change
📷 PNG
Trade Builder
Client Reference:
#
Type
Expiry
Strike
C/P
L/S
Lots
Entry Px
OTMF
+ Option Leg
+ Futures Leg
Advanced — Forward Overrides
Risk-free rate:
%
Scenario P&L (¢/lb)
TODAY
AT EXPIRY
Net Position Greeks
Add legs to see Greeks
Δ NEUTRALISE
Target Δ:
—
Add as Leg
Time Decay — DTE
Today
DTE: —
Expiry
Per-Leg Greeks
#
Description
Δ
Γ
Θ/day
Vega/pt
IV
📷 PNG
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Vol Surface — Today
Expiry
10Δ Put
15Δ Put
25Δ Put
35Δ Put
ATM
35Δ Call
25Δ Call
15Δ Call
10Δ Call
HV10
HV30
HV60
HV90
25Δ Skew — Current (Put IV − Call IV)
Multi-Expiry Vol Smile
STRIKE
MONEYNESS
SKEW HISTORY
📷 PNG
ATM IV
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10Δ — Call vs Put
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25Δ — Call vs Put
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35Δ — Call vs Put
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Client Reference
Expiry
Overlay
TODAY
+DOD
+WOW
GENERATE PNG
Breakeven = Strike × Vol / √252
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Straddles
Contract
Strike
Value
ATM Vol
% CHG on Day
Settlement
Change
DTE
Expiration
Breakeven
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