Options & Fixed Income

US-listed options, and individual government and corporate bonds.

72 report specifications in this section

Showing 25–48 of 72

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OPT-034	Stale option quotes list Which contracts have a last trade or bid/ask quote that is out of date?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.