[New] Option Monitor Sheet | Weekly Release 6/11/21


[NEW] Added SPX options for macro traders interested in equity/vol exposure. Traders can monitor and analyze opportunities in the newly added Option Monitor sheet


In the Market Monitor Panel (Top Table) traders have the overview of the Vol market, including Implied Vol, Realized Vol, Implied-Realized Vol Spread, Skew, and Forward Vol.

Note: Traders must press the “Refresh” button to refresh the specific options / strikes chosen for calculation when spot moves significantly.

In the Option Strip Panel (Bottom Table) traders can look into a specific Listed Expiry of interest.

Expiries can be selected using the “Expiry” dropdown box above the panel. The Bid/Ask price is pulled from Bloomberg, which is used to calculate Implied Vol, probability of the option being ITM, and standard Greeks.


By default, RiskVal displays a few strikes across the strip, but traders can override the “Px Strike” column to see any other strike of interest. Market Prices and Implied Vols can also be overwritten manually.

Note: Traders must press the “Refresh” button to refresh the specific options / strikes chosen for calculation when spot moves significantly.

To access Index Monitor Detail Info table, traders can hit “Show Details” button.

Additional details are available upon request, please contact Support@riskval.com.