nikolai-alexander.com

Research and tools

Market analytics and quantitative research

Quantitative studies of financial markets and free research tools for market analysis.

Explore OptionsCone GitHub

Project

OptionsCone

Probability, premium and positioning heatmaps for any stock with options, drawn on the price chart.

PythonWindows
  • Touch and expiry probabilities, implied volatility, open interest, spreads and time value
  • Implied vs realized: what the market prices against what the stock actually did
Website
Implied volatilityBroadcom (AVGO), implied volatility per contract as a heatmap. Implied vs realizedBroadcom (AVGO), implied minus realized touch probability: blue where the market prices a higher probability, red where lower. Premium per unit riskBroadcom (AVGO), premium relative to realized risk.