The This Week in Options, or TWiO, report provides current option data and compares it to changes from the prior week.
Information includes changes in each expiration’s at-the-money strike, underlying futures price, open interest and volume.
Additionally, changes in at-the-money and 25 Delta risk reversal volatilities, along with put/call ratios, are displayed.
The report can be customized to view additional expirations and toggled to view changes during the select week or month.
TWiO provides traders a detailed snapshot of weekly option markets.