ConvexValue Documentation

flow

The Flow module is a live table data based off options activity. It can serve as an options scanner and ranker, displaying unusual options activity.

flowchart

Live Chart displaying data based off options activity. You can choose from hundreds of parameters such as call and put buy and sell volume; delta, gamma, and other greeks activity; and proprietary algorithms and trading indicators.

flowsum

The flowsum module displays aggregate data based of options activity. It is broken down by expiration and calls and puts. Useful to understand gamma and delta expoure, buying volume, and unusual options activity.

grid

The grid module displays the change of a given option parameter for a given underlying across strikes and expirations. It allows you to see changes in options volatility, open interest, and more.

joy

The JOY module allows you to visualize a parameter on the options surface for a given underlying. It is a great way to display the volatility surface, options greeks (such as gamma, delta, vanna, etc.), as well as open positions and volume. You can use it to make trades based on gamma exposure, spotting unusual options flow and volume, changes in open interest, and much more.

map

MAP displays a simulation of future delta exposures. It captures gamma and charm effects in one visual. You can use it to understand buying and selling flows.

olay

The OLAY module allows you to visualize a parameter on the options surface for a given underlying - in an overlay line chart. It is a great way to display the volatility surface, options greeks (such as gamma, delta, vanna, etc.), as well as open positions and volume. You can use it to make trades based on gamma exposure, spotting unusual options flow and volume, changes in open interest, and much more.

opt

Table of option contracts. Can serve as an options scanner and ranker for unusual options activity.

skew

Displays the volatility skew for the selected underlying. Useful to understand whether put or call premium is relative to each other.

stks

Displays options parameters aggregated by strikes. Useful to display gamma exposure, volume, buys and sells, and other parameters by strike.

tas

Log of trades (Time and Sales). It lets you filter and scan for unusual options trades, sweeps, identify bullish and bearish flow, and more.

terms

Displays the current Implied Volatility Term Structure along with historical watermarks to understand where volatility is relative to the past.