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.
In case you didn’t know, the CFA Institute allows its members to self-determine and report continuing education credits earned from external sources. CFA Institute members are encouraged to self-document such credits in their online CE tracker. CME Institute offers a variety of courses, webinars, and white papers to support your professional education.