Valor View - Options Intelligence Report

• In-Depth Option Flow Analysis: Uncover the underlying signals in the options market with our detailed flow analysis, highlighting significant trades and shifts in the commodity options landscape
• Curated Trade Ideas: We present high-potential trade setups tailored to current market conditions, designed to help you harness the volatility and opportunities within the commodities sector
• Expert Market Commentary: Get our experts' perspectives on the latest events, vol & skew changes, and other catalysts affecting option prices and market dynamics
• Technical Outlook: A deep dive into commodity charts, showcasing key Open Interest levels, patterns, and indicators that could dictate the next big move in the markets
• Risk Management Strategies: Practical tips and strategies to help you manage risk effectively in your options trading journey
• Subscriber-Exclusive Offers: As a valued member of our community, you'll receive first access to our resources, and limited one-on-one consulting services
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Portfolio Analysis - Addon

Advanced Portfolio Analytics: Unveiling Risk and Performance Insights

• Strategic Risk Management: Elevate your investment strategy with our advanced Portfolio Value at Risk (VaR) analysis. Gain a clear understanding of potential risk exposure and make informed decisions to navigate market volatility confidently.
• Comprehensive Portfolio Valuation: Unlock the full potential of your investments with detailed portfolio valuation. Our analytics delve into the intricacies of your holdings, providing you with a granular view of asset performance and opportunities for optimization.
• In-Depth Greeks Analysis: Master your portfolio's dynamics with our thorough analysis of Greeks. Understand how sensitivity measures such as Delta, Gamma, Theta, Vega, and Rho impact your investments, enabling precise adjustments to your strategy in response to market movements.
• Optimization and Strategy Refinement: Armed with advanced analytics, including portfolio Greeks analysis, we empower investors to fine-tune their strategies. By understanding the sensitivity of your portfolio to various market factors, you can proactively adjust your positions to optimize performance, hedge risks effectively, and seize growth opportunities.
• Performance Attribution and Benchmarking: Beyond valuation and risk, our portfolio analysis extends to performance attribution, dissecting the sources of returns to quantify the impact of asset selection, allocation, and timing. Benchmarking against relevant indices and peers provides a relative performance perspective, highlighting areas of strength and pinpointing opportunities for improvement.

Historical Analysis - Addon

Comprehensive Historical Data Analysis for Informed Trading Strategies

• Rapid Historical Profitability Assessment: Instantly evaluate the potential profitability of your trading strategies by analyzing their performance through historical market conditions. Our back testing tools offer a swift, comprehensive review of how your approach would have fared in the past, allowing for refined decision-making.
• Deep-Dive Historical Analysis for Strategy Optimization: Delve into the nuances of your strategy's historical performance, assessing success probabilities, risk factors, and other critical metrics. Our advanced analytics empower you to fine-tune your strategies, ensuring they're optimized for both success and resilience.
• Extensive Options Trade Backtesting: With access to over fifteen years of data, backtest a vast array of options trades to uncover valuable insights. Our robust database supports the examination of strategies across different market cycles, providing a solid foundation for strategy validation.
• Comprehensive Risk Analysis Tools: Beyond simple backtesting, our platform enables detailed stress testing and risk analysis for any options strategy. Assess your strategy’s response to extreme market conditions, ensuring you’re prepared for volatility and uncertainty.
• Identify Market Opportunities with Volatility Analysis: Leverage our volatility surface, skew charts, and historical pricing data to identify undervalued or overpriced options. Our analytical tools help you pinpoint the most strategic opportunities in the options market, enhancing your trading edge.

Spread Matrix

Visualize and Analyze Calendar Spreads Across Expirations

• Calendar Spread Visualization: View spread prices across all expiration combinations in an intuitive matrix format, enabling quick identification of relative value opportunities
• Historical Spread Analysis: Track how calendar spreads have evolved over time with integrated charting, helping you spot seasonal patterns and mean-reversion setups
• Multi-Commodity Coverage: Analyze spread structures across natural gas, crude oil, and other energy commodities to find the most attractive trading opportunities
• Real-Time Updates: Spread values update continuously throughout the trading session, keeping your analysis current with market movements

Market Sentiment Agent

AI-Powered Market Intelligence and Sentiment Tracking

• Real-Time Sentiment Analysis: Our AI agent continuously monitors news, reports, and market data to provide an up-to-date sentiment score for energy commodities
• News & Event Integration: Aggregates and analyzes breaking news, EIA reports, OPEC announcements, and other market-moving events to surface actionable insights
• Contrarian Signal Detection: Identifies extreme sentiment readings that historically precede market reversals, helping you position ahead of the crowd
• Custom Alerts: Set up notifications for significant sentiment shifts across commodities and timeframes relevant to your trading strategy

Weather Forecasting

Energy-Focused Weather Analytics for Supply & Demand Insights

• Heating & Cooling Degree Days: Track HDD and CDD forecasts across major consuming regions to anticipate natural gas and power demand shifts before the market prices them in
• Multi-Model Comparison: Compare GFS, ECMWF, and other forecast models side-by-side, with deviation analysis to identify high-conviction weather plays
• Historical Weather Overlays: Compare current weather patterns against historical analogs to contextualize forecast data and identify supply/demand scenarios
• Regional Granularity: Drill down into specific regions and weather stations for localized analysis relevant to your trading positions and delivery points

Trade Scanner

Scan for Opportunities Across Strikes, Expirations, and Strategies

• Automated Opportunity Discovery: Scan the entire options landscape to identify mispriced options, attractive risk/reward setups, and high-probability trade structures
• Custom Screening Criteria: Define your own filters including delta ranges, implied volatility thresholds, spread widths, and profit targets to surface trades matching your style
• Strategy-Specific Scanning: Search for specific option strategies like vertical spreads, strangles, calendars, and butterflies ranked by expected value and probability of profit
• Historical Hit Rates: Each scanned opportunity includes historical backtesting metrics showing how similar setups have performed in the past