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DV01, Yield and the Deliverable Basket

QuikStrike now displays the current and settle values for yield and DV01 (dollar value of a basis point) on the Futures Information page. The four callout boxes on the following graphic highlight the new treasury specific information. The DV01 has always been a “behind the scenes” number in QuikStrike. However, now that we are calculating this […]

QuikStrike Feature Review

Get Acclimated with Product Properties in QuikStrike

QuikStrike puts a lot of information at your fingertips, and it’s important to know exactly what you’re viewing. Navigate to the QS.EDU tab and click the Contract Specs → Product Properties page to find tick data and scaling factors for an entire product group at a glance. The Product Properties page also includes: name of […]

Common Spreads Graph

View All Common Spreads on the Strike Detail Sheet

If you’ve read the blog post about our Standard Pricing Sheet, it’s time to try out our Strike Detail Sheet. Now that you know how to find call, put and straddle prices, view Greek values associated with those positions and manipulate inputs in a theoretical pricing model, you can apply that knowledge on this more […]

QuikStrike Historical

Using QuikStrike Historical ATM Vol Charts

Calmer corn markets ahead? Volatility for March contract fell following Monday’s USDA report. @quikstrike1 pic.twitter.com/M2nAmU7HAv — CMEGroup (@CMEGroup) January 13, 2015 In wake of Monday’s USDA report, the CME Group tweeted a QuikStrike ATM Vol History graph to showcase lower volatility in the March contract for Corn. Viewing this chart in QuikStrike takes a few […]