IBEX analysis – 27 april 2014

Daily IBEX35 (arrows show IDNR4 candles):
esp35may14daily

ATM implied volatility on different expiry dates
volaimplicita

Underlying price (left axis, in €) and ATM implied volatility (right axis, in %) june exp.
volaimplicitagiugnoesottostante

Open interest may
oimaggio

Open interest all expiries
oituttelescadenze

Cumulative probability function of open interest (credits to AZ13 on www.optionclub.it) may
ripartizionemaggio27apr

Cumulative probability function of open interest (credits to AZ13 su www.optionclub.it) may and june
ripartizionemaggiogiugno27aprile

Open interest delta Thu 24 Apr – Fri 25 Apr on May exp
differenzialeoiatmmaggio27aprile

Open interest delta Fri 18 Apr – Fri 25 on May & June exp
differenzialeoimaggiogiunounasettimana

Open interest delta Fri 18 Apr – Fri 25 Apr all exp
differenzialeoituttelescadenzeunasettimana

 

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