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Page Revision: 2016/08/04 11:14

1. Offset Centering of Sheet: Offset the centering of the sheet by a number of strikes for this month when clicking the 'center the sheet' button on the option sheet window.
2. Allow Manual DTE:Allow the DTE for this month to be set manually. This overrides any other DTE calculation for this month.
   • The back color of the DTE turns green on the sheet

   Also Known As:

   • DTE = Days to expiration.
   • DTE = Days to expiry.
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3. Manual DTE: Set the DTE manually.
4. Upside: Set the amount of change for the upside skew to evaluate different skew risks .
   • Upside Skew = strikes above the floated base futures price

   Example: value of .001

   • Upside Skew Risk $ = the profit or loss in dollars if the skew changes by .001
   • Upside Skew Risk Delta = the change in delta if the skew changes by .001
   • Upside Skew Risk Vega$ = the change in vega if the skew changes by .001
5. Downside: Set the amount of change for the downside skew to evaluate different skew risks.
   • Downside Skew = strikes below the floated base futures price.

   Example: value of .0005

   • Downside Skew Risk $ = the profit or loss in dollars if the skew changes by .0005
   • Downside Skew Risk Delta = the change in delta if the skew changes by .0005
   • Downside Skew Risk Vega$ = the change in vega if the skew changes by .0005
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