Free Analysis Tools

Welcome to Larry McMillan's Free Analysis Tools section, your destination for option trading resources including free option data and software to aide you in your option trading.

Calculators

Data

  • Free Volatility Data - Historical Volatility data, Implied Volatility data, and the Current Implied Volatility Percentile for all stock, index and futures options updated weekly

Charts

  • Weekly Charts - S&P 500 (SPX), CBOE Market Volatility Index (VIX), 21-Day Equity Only Put Call Ratio (PC21), and Weighted 21-Day Equity Only Put Call Ratio (PC21 w) charts updated each Friday