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The 2 part program on selling SPX options by Karen which got a few of us here very interested will be doing a live show on Feb 11th, 7 PM CST. This will be the first show since the original was screened on Dec 28th 2012.
I think it's going to be difficult to find an automated, low-cost solution.
Some quote providers - CQG Q Trader and DTN ProphetX, for example - display ATM IV by options contract month in a separate box (cell) near the top of their option chain tables. If you mess around with their API, you can get that data into Excel and then manually or automatically update charts. That's an 'easy' example; I imagine with more time and effort, just about any quote provider that gives you futures prices and options chains and IV by strike (preferably bid/ask IV) can be used - you just need an API and some coding to determine the ATM IV or percent OTM IV strikes you want to extract.
If you want an options analysis program that automatically provides an intraday time series of ATM IV by contract month (a table and/or a chart) it gets expensive - in the neighborhood of several hundred dollars a month and up, way up.
Related to DataHogg's question above, there are some real-time or near real-time VIX and/or IV indicators for major commodity markets. Here's a snip from a free BarChart page (the symbols might be slightly different depending on quote provider). I like the BarChart format because it's free and easy to access on portable devices.
In descending order: corn, soybeans, chgo wheat, crude (WTI), crude (WTI), gold, gold, silver, vix (sp500), vix (nasdaq), vix (russell 2000) and then VIX-based quotes on specific crude oil futures months.
If you follow these or start to use them in trading, make sure you understand the methodology. There are a couple of ways of looking at gold and crude and and the silver IV indicator tracks the SLV ETF.
Feb is normally colder than Mar, and has more demand than Mar.
Feb prices are nearly always higher than Mar.
Mar is high versus Apr because of the lack of gas in storage fear, which doesn't mean that Feb can't trade at a premium to Mar.
SMCJB, thank for the explanation. Just that the Feb vs Mar is accelerating more than usual last couple of days. So that higher Feb demand surpasses Mar fear of gas in storage, right?
