01 / Filter the results
Column filters let the reader focus on a symbol, contract type, expiration, or other field.
Automation & reporting
From market data to a daily report.
A generated Excel workbook brings observations, calculated measures, and visual highlighting into a familiar format for review.
A practical deliverable
Detailed analysis. A familiar workspace.
This report combines contract details, pricing observations, volatility measures, and calendar context. Filters and conditional formatting help the reader work through the information.
The generated workbook
August 14, 2026 · Generated at 08:40:30
02 / Compare the measures
Market observations and calculated values sit together, making differences easier to inspect.
03 / Highlight differences
Conditional formatting in the BS IV column provides a visual cue for reviewing values.
Explore the report
Narrow the view without losing the context.
This browser preview uses values from the same saved workbook. Select a symbol or contract type to see a focused excerpt.
315Contract records
25Symbols represented
2Expiration dates
| Symbol | Type | Expiration | Strike ($) | Mid ($) | IV (%) | BS IV (%) | Delta |
|---|
Historical snapshot from August 14, 2026. Source values are preserved and rounded for display. This excerpt shows selected columns; calculations have not been rerun.
The work behind the worksheet
A consistent path from collection to review.
The reporting workflow brings captured market information into a structured workbook with a generation timestamp, defined columns, filters, and calculated measures. The output gives the reader a consistent starting point for each review.
Two ways to use the analysis
A report and an explorer serve different needs.
The Excel report makes detailed results available in a familiar working format. The butterfly explorer offers an interactive way to compare candidates and inspect the effect of different debit estimates.
Simplify recurring reporting
Which report takes too much work to prepare?
Talk with SOLLUS about bringing your inputs, calculations, and reporting steps into a more consistent workflow.