Options & Fixed Income
US-listed options, and individual government and corporate bonds.
72 report specifications in this section
| ID | Title and research question | Category | Chart | Priority | Data |
|---|---|---|---|---|---|
| OPT-038 | Open interest concentration by expiry Is a large share of options concentrated on the same expiry date? | US options | Bar | Catalogue #637 P3 | Sample |
| OPT-046 | Cost trap of far out-of-the-money options Do seemingly cheap options require an unreasonably large move? | US options | Scatter | Catalogue #638 P3 | Sample |
| OPT-048 | Protection period coverage calendar Which known announcement events would a held put cover? | US options | Calendar | Catalogue #639 P3 | Sample |
| OPT-005 | Volatility smile What shape does IV pricing take across strike prices? | US options | Line | Catalogue #653 P3 | Sample |
| OPT-006 | Volatility term structure How does IV differ between short-dated and long-dated options? | US options | Line | Catalogue #654 P3 | Sample |
| OPT-031 | Effective option leverage How large is the theoretical effect on an option of the same percentage move in the share price? | US options | Bar | Catalogue #655 P3 | Sample |
| OPT-043 | Share price and IV dual-scenario risk How might positions be affected if the share price and IV change together? | US options | Matrix | Catalogue #656 P3 | Sample |
| OPT-014 | Downside protection skew Is put protection more expensive than upside options? | US options | Line | Catalogue #751 P3 | Sample |
| OPT-018 | Time decay intensity Which contracts are most sensitive to daily time decay? | US options | Bar | Catalogue #752 P3 | Sample |
| OPT-025 | Iron condor range payoff Within what share price range does the range strategy profit? | US options | Line | Catalogue #753 P3 | Sample |
| OPT-037 | Volume and open interest change quadrant Does heavy trading come with rising or falling open interest? | US options | Scatter | Catalogue #776 P3 | Sample |
| OPT-034 | Stale option quotes list Which contracts have a last trade or bid/ask quote that is out of date? | US options | Table | Catalogue #781 P3 | Sample |
| OPT-041 | Option traded premium approximation comparison Roughly how large is the traded premium for calls versus puts? | US options | Bar | Catalogue #786 P3 | Sample |
| OPT-050 | Strategy fill assumption sensitivity How sensitive are strategy results to the midpoint fill assumption? | US options | Range | Catalogue #788 P3 | Sample |
| OPT-032 | Gamma open interest distribution model Which strike prices carry the largest gamma sensitivity? | US options | Bar | Catalogue #852 P4 | Sample |
| OPT-033 | Max pain hypothetical chart If expiry payouts are calculated using only current open interest, at which price is the total lowest? | US options | Line | Catalogue #853 P4 | Sample |
| OPT-042 | Daily option P&L sensitivity decomposition Which risk factors explain the price change from yesterday to today? | US options | Waterfall | Catalogue #854 P4 | Sample |
| OPT-035 | Spread by tenor and moneyness In which types of options is trading friction concentrated? | US options | Heatmap | Catalogue #897 P4 | Sample |
| OPT-015 | Risk reversal skew history How has the market's relative pricing of upside versus downside changed? | US options | Line | Catalogue #901 P4 | Sample |
| OPT-016 | Implied volatility surface How do tenor and moneyness jointly affect IV? | US options | Heatmap | Catalogue #902 P4 | Sample |
| OPT-039 | Redistribution of option positions across expiries Is open interest shifting from near-month to far-month expiries? | US options | Stacked bar | Catalogue #903 P4 | Sample |
| OPT-040 | Open interest premium valuation How large is each contract's open interest when valued at the current mid price? | US options | Bar | Catalogue #904 P4 | Sample |
| OPT-049 | Options coverage and usable chain report Do the symbols I want to research have enough history and contracts? | US options | Table | Catalogue #919 P4 | Sample |
| OPT-036 | Last trade price deviation from midpoint How large can the error be when valuing at the last trade? | US options | Scatter | Catalogue #928 P4 | Sample |
Priority is a planning estimate from the original specification workbook, not popularity or performance. Catalogue reports are ordered 1–1,000; product reports are ranked only within their own workbench.