NewMark Risk has recently released an article on valuing options. In the article, NewMark provides practical differences in pricing options and their impact. The article examines two signals, Put-Call Volume Ratio and IV Spread, using data from both SpiderRock and EDI. The results of the signals from both datasets can be seen in the image below.
![datdata](https://www.spiderrock.net/wp-content/uploads/2023/01/datdata.jpg)
As this article shows, SpiderRock’s Options Close Mark dataset can be used to value options and create different signals. For more, read the article here: NewMarkRisk – Options Derived Analytics | NewMarkRisk