ALPHACataso
Open interest, the volatility surface, expected range, positioning and spread pricing for COMEX gold — read straight from CME's settlement files and computed here. No terminal subscription, no SSO.
Every account is verified before it can sign in. Nothing here is reachable without one.
Every listed strike with settlement, implied volatility solved from it, and delta, gamma, vega and theta from Black-76 — priced off the futures contract these options are actually written on.
Open interest and the volatility smile on one canvas, with the 1/2/3 SD expected range shaded behind. A wall outside 2 SD is a different proposition from the same wall inside 1 SD.
Strikes down, expirations across, heat-mapped. Session-on-session change, churn and volume — where positions were opened and closed, not just where they stand.
Move the underlying, shift the surface, change the days left, and the chain re-prices as you type. Set it back to settlement and it reproduces the exchange's marks to the decimal.
Verticals, straddles, butterflies, condors. Net debit, max profit and loss, breakevens and position Greeks, with a payoff diagram at expiry and today.
TradingView's own chart with every level computed here listed beside it, converted between futures and spot terms so a strike plots where it actually belongs.