The ConvexValue Book

Apps


Apps

The Read Me section has a very important pre-requisite to this regarding the structure of all apps - App Control and App Body. I strongly recommend you take a look at that section first. Below is a quick overview of each of the apps.

Reminder: all apps can be configured both by command and by clicking on the ‘cog’ icon on the top right. When you click on the ‘cog’ icon on the top right you will see a list of all the ways you can configure the app (i.e all the ‘parameters’) along with a short description. If you don’t find the description on the app control panel helpful - reach out and I will improve it.

All the things you can do with a given app are detailed in the app control panel. Playing around is the best way to learn.


flow

Live Table of option underlying data. For reference on all the data parameters refer to the “underlying” section in the data page.


joy

Live “ridgeline” (aka joy) plot visualizing an option chain surface for a specified parameter. Expirations go from top to bottom, strike from left to right. Call are yellow, puts are blue. Horizontal bars reflect aggregates.

For reference on all the data parameters refer to the “option” section in the data page.


olay

Similar to ‘joy’ but displays specified parameter in an overlay chart instead of stacked.

For reference on all the data parameters refer to the “option” section in the data page.


stks

Similar to ‘joy’ but displays specified parameter vertically in strike aggregates.

For reference on all the data parameters refer to the “option” section in the data page.


tas

Table of options Time and Sales.

For reference on all the data parameters refer to the “tas” section in the data page.


terms

Visualization of Implied Volatility Term Structure along with historical watermarks.


flowchart

Live intraday chart of options-derived parameters and proprietary indicators for underlyings.

For reference on all the data parameters refer to the “underlying” section and “flowchart” section in the data page.


skew

Chart displaying call,put,ATM volatility along with skew measurements for a given underlying.


oich

Table displaying Open Interest changes by option contract.


opt

Live table displaying selected parameters for option contracts.

For reference on all the data parameters refer to the “option” section in the data page.


flowsum

Table displaying summaries for a variety of parameters for a given underlying. Broken down by expirations and call/put.


grid

Heatmap displaying change in an option parameter for a given underlying.

For reference on all the data parameters refer to the “option” section in the data page.