SPX probability Grids

by smollner
SPX probability Grids

This spreadsheet depicts the accuracy of the SPX Index options markets in predicting the closing price of the index on options expiration. The heatmap on the top shows green when the index trades above the predicted range and red when it trades below the predicted range. The graphics below describe this data in other ways for different analytical purposes. The primary use of the data was to see if premium buying v. selling strategies would work in the index options market.

image of username smollner Flag of United States Geneva, United States

About Me

Excel specialist with significant background in finance and capital markets. I enjoy spreadsheet development and design in an effort to efficiently process data and display it in an easily digestible format for key decision makers and senior leadership. I also have experience in data mining and manipulation to draw usable and actionable conclusions. I am a beliver in graphical representation of data in order to visualize results. Advanced skills in excel include: complex formula creation, dynamic dashboards, intelligent calculators, V/H Lookup, Index(Match)(Match), Conditional Formatting, Data Validation Boxes, Pivot Tables (including calculated fields and slicers).

$50 USD/hr