Options data analysis -- need help

I have historical EOD data for 48 options contracts specific to a single commodities market -- exchange-traded.

So I have the following variables by trade date:

-Instrument type (put/call)
-first and final (expiry) trade date
-Premium price
-Strike price
-Underlying's price, volume, OI (on futures mkt)
-Total volume traded
-Open interest
-Greeks (delta, gamma, theta etc)
-Implied Volatility
-Historical Volatility of underlying

(I calc'd IV using black sholes to derive the theoretical price and wrote a goal seek macro to back out IV values.


So given the above data: what do I do with it? In terms of analysis, that is. What's the best way to determine when there was a mispricing by the market of either the underlying (itself) or options contract (premium) with the data I have?

What trends should I be looking for?

I'm a bit unclear on how to analyse the relationship between historical EOD data for options and the underlying (futures contracts), any suggestions or input?

I'm giving a presentation to the global head of energy commodity X (don't want to name the specific commodity or trading shop to ensure my identity remains anonymous, if you know either of the two I'd appreciate it if you would refrain from posting it -- what desk i work on and the shop i work at) and need to finish the analysis tonight (likely will pull an all-nighter) so any help or insight would be greatly appreciated.