Commands

Valor Commands Reference

Overview

This page provides usage syntax and examples for key commands available on Valor. These are accessible via ICE/Web/Excel (I/W/E). Optional parameters are in brackets []. Defaults apply if not specified. Parameters can be positional or named.

Commands

Command	Usage Example	Description	Available
`opquote`	opquote h 3c or v/f -1.25 p cso	Price any option quote quickly	I/W/E
`valg`	valg opquote \| valg h 3c	Get value and greeks for the trade	I/W/E
`strd`	strd code, [type] \| strd NG, bullets	Get straddles table, type: bullets/strips (default: bullets)	I/W/E
`seasp`	seasp opquote, [years] \| seasp m 4p, 1	Get seasonal price data, years: No of prior years (default: 5)	I/W
`seasv`	seasv opquote, [years], [lastDayAdder] \| seasv m 4p, 1, 10	Get seasonal volatility data. LastDayAdder: days to discard from start	I/W
`seasbe`	seasbe opquote, [years], [lastDayAdder] \| seasbe m 4p, 1, 5	Get seasonal breakeven data	I/W
`seasskew`	seasskew [opquote] \| seasskew h 3c	Get seasonal skew data	I/W
`skewch`	skewch [code] \| skewch NG	Get skew change heatmap for the day	I/W
`seasvalue`	seasvalue [opquote] \| seasvalue h 3c	Get seasonal value for the trade	I/W
`seasstrd`	seasstrd [opquote] \| seasstrd h 3c	Get seasonal straddle for the tenor	I/W
`seashist`	seashist [opquote] \| seashist h 3c	Get seasonal realized vol	I/W
`sims`	sims [opquote] [price] [vol] [time] \| sims h 3c,3,15	Trade simulation	I/W
`trdscan`	trdscan [code] [tenor] [targetPrice] [targetTime] \| trdscan NG,h,3,15	Trade Scanner	I/W
`toptrades`	toptrades code \| toptrades NG	Get top trades for the day	I/W
`hist`	hist [opquote] [days] \| hist h 3c,20	Get historical data for the trade	I/W
`getvol`	getvol code, [day] \| getvol NG	Get skews for given code and day	I/W/E

opquote h 3c                      → Get option quote quickly
valg h 3c                         → Get value and Greeks
strd NG, bullets                  → Get straddles table
seasp m 4p, 1                     → Seasonal price
seasv m 4p, 1, 10                 → Seasonal volatility
seasbe m 4p, 1, 5                 → Seasonal breakeven
seasskew h 3c                    → Seasonal skew
skewch NG                        → Skew change heatmap
seasvalue h 3c                   → Seasonal value
seasstrd h 3c                    → Seasonal straddle
seashist h 3c                    → Seasonal realized vol
sims h 3c,3,15                   → Trade simulation
trdscan NG,h,3,15                → Trade scanner
toptrades NG                     → Top trades
hist h 3c,20                     → Historical data
getvol NG                        → Skews for a code

Seasvg Command Details

Usage: seasvg opquote, outputs

Separate opquote and outputs with a comma.

Opquote Formats

Dollar strike: f 3/5 fence
Quick Delta: f 0.15c ds
Moneyness: F 1.5c ms

Output Columns

Price, Vol, Skew, Value, PNL, Delta, Vega, Theta, Gamma, TotalVol, StrikeG, CCStrike, PRV

Examples

seasvg fh 0.15c ds, value                 → Q1 15 delta call
seasvg fh 0.25/0.15cs ds, skew           → Skew spread
seasvg fh 0.5/1.5fence ms, skew          → Skew reversal
seasvg fh 0.5 strd ds, value             → ATM straddle
seasvg cal25 6.00c, totalvol             → Cal25 $6 call total vol

valgdtl Command

Usage: valgdtl ['m 3c'], ['price'] — Returns given columns for given trade.

Supported Columns

#	Column	Description
1	`price`	Option Price
2	`vol`	ATM Volatility
3	`delta`	Delta Greek
4	`vega`	Vega Greek
5	`theta`	Theta Greek
6	`gamma`	Gamma Greek
7	`value`	Premium / Option price
8	`pricedod`	Price day on day change
9	`pricewow`	Price week on week change
10	`pricemom`	Price month on month change
11	`voldod`	ATM Volatility day on day change
12	`volwow`	ATM Volatility week on week change
13	`volmom`	ATM Volatility month on month change
14	`deltadod`	Delta day on day change
15	`deltawow`	Delta week on week change
16	`deltamom`	Delta month on month change
17	`vegadod`	Vega day on day change
18	`vegawow`	Vega week on week change
19	`vegamom`	Vega month on month change
20	`thetadod`	Theta day on day change
21	`thetawow`	Theta week on week change
22	`thetamom`	Theta month on month change
23	`gammadod`	Gamma day on day change
24	`gammawow`	Gamma week on week change
25	`gammamom`	Gamma month on month change
26	`valuedod`	Option value day on day change
27	`valuewow`	Option value week on week change
28	`valuemom`	Option value month on month change
29	`totalvol`	Total volatility
30	`totalvoldod`	Total Volatility day on day change
31	`totalvolwow`	Total Volatility week on week change
32	`totalvolmom`	Total Volatility month on month change
33	`PNL`	Profit and loss
34	`skew`	Skew volatility for given QD
35	`skewdod`	Skew volatility day on day change
36	`skewwow`	Skew volatility week on week change
37	`skewmom`	Skew volatility month on month change
38	`trade`	Trade
39	`description`	Description of the trade
40	`tenor`	Trade tenor
41	`breakeven`	BreakEven
42	`histvol20d`	20 days historical volatility
43	`histvol30d`	30 days historical volatility
44	`30dmax`	30 day maximum value/premium
45	`30dmin`	30 day minimum value/premium
46	`annualrate`	Annual rate
47	`day`	Date