February is the Month of Love

...love goes both ways...

the next 69 members

can secure a seat for as low as 49/mo.

The are ... seats remaining.

To secure your seat - click on any of the modules listed below.
Then Sign Up and the offer will be displayed.
Don't miss out!

ConvexValue offers options analytics.

We receive Live Data for all US Options and CME options-on-futures,
we process that data and generate over 100+ on-the-fly metrics,
and live-stream them directly to 'modules' on The ConvexValue Terminal.
With these modules you can create & share Dashboards where you uncover market opportunities.

What are Dashboards? They look like this, and are made of modules:

Dashboards in The ConvexValue Terminal

Modules

What are modules? Here is a breakdown:
Click on any module to secure your seat and start using ConvexValue!

3D Surface of Dealer Delta Projections

dx

3D Surface of Dealer Delta Projections

Ranking of Stocks by Options Premium. Displaying Options flow metrics.

flow

A live stock/futures table. In addition to standard metrics such as price and volume, you can choose from +100 options-derived parameters such as flowratio, deltas, volume of call/put buys/sells, volatility metrics, and more. Use it to monitor market health from an options perspective as well as to scan and rank for stocks by metrics such as bullish flow, or net call buying.

Stock Price Chart with Options Flow Metrics such as bullish and bearish flow.

flowchart

At first glance it look like just another live intraday chart. Look again. The flowchart module lets you chart in real-time any of our +100 parameters. You can see delta-hedging pressure, volume of call/put buys/sell, deltas, gammas, proprietary bullish/bearish indicators and more. It can offer intraday entry/exit signals and let you understand whether a rally or dump is running our of steam. This module alone can cover your membership cost.

Table of aggregate options metrics such as gamma exposure, delta exposure, volume, and open interest.

flowsum

A simple table that breaks down options aggregate metrics by expiration and call/put for a specific stock. It lets you see what expiration is holding more or less gamma, volume, trend, and more. Simple, but useful.

Visuals of options metrics change, such as gamma, delta, volume, open interest, and volatility.

grid

If you like heatmaps - then you'll love this module. It shows you the change a given parameter for a stock's option chain. It is often used to see where in the options surface there are changes in volatility or open interest.

Displays the implied probabilities for the selected underlying. Useful to understand the future probability distribution based on option prices.

ip

Ever wondered what the expected range is for a stock? The 'implied probabilities' estimates the probability ranges for a stock's movement in the future. It is a great way to help you choose strikes for strategies such as a spread, condor, straddle, strangle. If you are a swing or long-term trader it can help you gauge sentiment of where options are expecting the price of the stock to be in the future.

Visual of the options surface, displaying metrics such as gamma, delta, volume, open interest, and volatility.

joy

It 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. The intuitive visualization of this module lets you see exactly where in the options surface something is occuring with just a glance.

Chart that 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.

map

This module frequently predicts next-day closing price for SPX. One of the simplest and most powerful modules we have. This module by itself will likely pay for your membership within days. It creates a simulation for the next day on SPX taking into account dealer hedging requirements. It tells you at what prices and times you can expect buying or selling pressures and the exact path of least resistance for SPX market makers.

Chart of options metrics, displaying metrics such as gamma, delta, volume, open interest, and volatility.

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.

Options flow scanner and rankings for unusual volume, open interest, and more.

opt

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

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

skew

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

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

stks

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

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

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.

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

terms

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

With one of the remaining 69 seats,
you will join hundreds of ConvexValue members.
With The ConvexValue Terminal
you can create & share dashboards with these modules
and learn from the community.