Category: Help

The Implied Vols page gives you a detailed live snapshot of intraday volatility moves whilst also offering an insight as to whether the current level of volatility is relatively cheap or expensive, not just when comparing implied vs realized but also how the current ratio sits Vs where it has been over the last 30 […]

The Structure Panel is the place where options structures are designed. Be it a simple Call/Put, a Vertical Spread Strip, a Condor Spread, or any number option combinations. This is the initial step in the deep dive analysis of your option structure. When a structure is built, it can then be analyzed historically via a […]

The Heat Map Heat Map is a forward looking tool to show how a structure performs with respect to time elapsing and future movement. Some structures monetize quickly with respect to futures movement and some don’t monetize much at all until very near expiration. It is important to know the intricacies of the path rather […]

The Volume and Open Interest page (Vol/OI) is a very useful tool in analyzing where Open Interest is targeting, whether it is adding or decreasing, and most importantly it shows how Customers (and vice versa the market making community) are positioned. Upon clicking the Vol/OI button, you are sent to the default Open Interest by […]

To see an equity, ETF or futures chart, click on the Underlying chart button on the toolbar. Click on the "BUILD UNDERLYING CHART" button in the middle of the page The two chart types are actual historical for an expiry or constant maturity which, specific to futures, displays a chart with the same DTE for […]

Leviathan uses the World’s Most Powerful HTML5 Charting solution that works seamlessly on any platform – web, desktop, tablet, mobile, utilizing 100+ technical analysis indicators, trading tools, and unique features. To view a chart you may either create one via STRUCTURE, where a "Line Chart" BUTTON will appear in the toolbar above the Greeks or […]

RANKING: Ranking gives you the ability to analyze current volatilities across multiple expirations and even products and compare them to where they have been across different timeframes in either percentile or Z-score (for a description of percentile and Z-Score, go to https://www.leviathanfm.com/learning/general/percentiles-z-scores), then rank them from cheapest to most expensive. You can easily select the […]

BIG BOY SCENARIO ANALYZER You start off by selecting one of the green buttons (“build” will appear if you have none created) In this example we are using Apple and this is the first window that will pop up In the panel all the available expirations will appear , so this would represent the options […]