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Glossary · Options

Modelled option chain

Option prices Cluenex calculates from the stock’s real end of day volatility data, rather than live quotes.

Why it matters

We have daily implied volatility, skew, volume and open interest for each stock. From these we rebuild a full chain with the Black-Scholes-Merton model so you can compare strategies on every stock.

How to read it

Real quotes differ by the bid and ask spread and by intraday moves. Always check your broker’s live chain before trading.

Related

Implied volatilityThe yearly volatility that today’s option prices imply. Higher IV means pricier options.SkewHow much more out of the money puts cost than calls, in volatility terms.LiquidityHow easily you can trade without moving the price, shown by tight bid and ask prices and real volume.

In the Cluenex app, this explanation opens next to every modelled option chain figure, with the live reading for the stock you are looking at. Open it in Cluenex