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-009 | Options bid-ask spread ranking Which contracts have lower trading friction? | US options | Bar | Catalogue #329 P2 | Sample |
| OPT-003 | Open interest by strike price At which prices is options open interest concentrated? | US options | Bar | Catalogue #392 P2 | Sample |
| OPT-007 | Unusual options activity scan Which contracts have unusually high volume relative to open interest? | US options | Bar | Catalogue #394 P2 | Sample |
| OPT-008 | Most active symbols in the options market Which US stocks attract the most options trading? | US options | Bar | Catalogue #395 P2 | Sample |
| OPT-011 | Open interest change ranking Which contracts have the largest increases and decreases in open interest? | US options | Bar | Catalogue #548 P3 | Sample |
| OPT-028 | Single-leg breakeven ranking Which contract needs the largest underlying move to break even? | US options | Bar | Catalogue #636 P3 | Sample |
| 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-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-018 | Time decay intensity Which contracts are most sensitive to daily time decay? | US options | Bar | Catalogue #752 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-032 | Gamma open interest distribution model Which strike prices carry the largest gamma sensitivity? | US options | Bar | Catalogue #852 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-044 | Deviation from vendor theoretical price How far apart are market quotes and the vendor's theoretical price? | US options | Bar | Catalogue #939 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.