CME Futures are now available in OptionSmile Studio

Apr 12, 2018
Category: blogpost

We have adapted our platform to CME Futures and first 10 most optionable futures are now available for analysis:

CL CME Crude Oil Futures
ES CME E-mini S&P 500 Futures
GC CME Gold Futures
GE CME Eurodollar Futures
NG CME Natural Gas (Henry Hub) Futures
NQ CME E-mini NASDAQ-100 Futures
SI CME Silver Futures
ZC CME Corn Futures
ZN CME 10-Year T-Note Futures


All of them do not have the historical option prices yet, so it is possible to compare their Fair Values with real-time prices only.

Also, some futures are not associated with volatility indices and for those that have them, the actual history is significantly shorter than for the underlying security itself. For example, GC Gold Futures future has historical quotes since 1975 while the corresponding vol.index – GVZ – had started in the middle of 2008.

In this case, it is possible to use Historical Volatility indicator to filter volatility regimes instead.

The information provided on this Website is for informational purposes only and should not be considered as an investment advice. It is not intended to replace consultation with a qualified financial professional. Investing in options involves risk of potential loss exceeding the whole amount of money invested. No one should make any investment decision without first consulting his or her own financial advisor and conducting his or her own research and due diligence.