Guides
Build the tool, skip the code.
Step-by-step walkthroughs for turning a plain-English sentence into a live options analytics app.
Browse reproducible options screener templates →July 25, 2026
Building an earnings options dashboard: implied move and history
How to read the move an option chain prices into an earnings date, why implied volatility collapses afterwards regardless of direction, and how to compare the implied move with what previous prints delivered.
July 25, 2026
Fundamentals dashboards from a prompt: statements, sankeys and filings
Building financial-statement views, revenue-to-income sankey diagrams and filing-derived dashboards from plain English — plus the reporting-lag and restatement caveats that shape every one.
July 25, 2026
Gamma exposure by strike: how a GEX chart is built and what it assumes
How signed gamma by strike, call walls and put walls are computed from open interest, why the dealer-positioning step is a convention rather than data, and what daily open interest means for intraday levels.
July 25, 2026
Studying options history: what end-of-day data can and cannot answer
What end-of-day historical options aggregates support — position P&L paths, volume baselines, rules-based backtests — and the fill, survivorship and intraday limits that shape every conclusion.
July 25, 2026
Implied probability and expected move, read straight from the chain
How implied volatility and FMV estimates can produce a probability distribution and expected move, why FMV is not an executable quote, and why risk-neutral probabilities are not forecasts.
July 25, 2026
Payoff diagrams and option P&L: what the curves assume
How payoff at expiration differs from P&L before it, why FMV-based break-evens are estimates rather than executable prices, and how to add time and volatility as axes.
July 25, 2026
Building a single-stock research dashboard on one screen
Combining price action, option activity, volatility, fundamentals and news for one name — how to start from an open prompt, why per-panel cadence matters, and how to stay inside a rate limit.
July 25, 2026
Reading one ticker's option activity: what the chain does and doesn't say
Building a single-name option activity dashboard — call/put splits, strike concentration, premium weighting — and the interpretation limits of snapshot data with no per-trade attribution.
July 25, 2026
Turning a market view into an options structure
State a view with its constraints and let a screener propose the structures that fit — how to specify a view usefully, why four rankings disagree, and what liquidity filters are for.
July 25, 2026
Volatility skew and IV term structure: the two cuts of the surface
Why delta-referenced strikes beat fixed strikes for measuring skew, how to read a term structure that inverts, and the difference between the level of implied volatility and a percentile rank.
July 24, 2026
Options screener API with Python: a complete request
Call the cvforge Options Screener API from Python, compare volume with open interest server-side, handle limits, and turn the response into a typed research table.
July 24, 2026
Options volume vs open interest: what a screener can tell you
Understand the different clocks behind options volume and open interest, calculate Volume/OI safely, and avoid treating a descriptive snapshot ratio as a directional signal.
July 15, 2026
How to build an options screener with AI
Build a real U.S. options contract screener from an exact prompt, inspect the output fields, iterate on the controls, and understand the snapshot and plan limits.
July 15, 2026
Chart a live implied volatility surface from one sentence
Type 'show me the IV surface for SPX' and get a live, rotatable vol surface. Then make it yours: skew views, term structure, expiry filters.
July 15, 2026
See open interest by strike for any ticker — built from a prompt
Build a live open-interest-by-strike chart — call walls, put floors, and positioning at a glance — by describing it in plain English.
July 15, 2026
What is cvforge? Plain-English apps on live options data
cvforge turns a sentence like 'show me an IV surface for SPX' into a working desktop app connected to live US options data. Here's how it works and what people build with it.