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Page History: Model Tab

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Page Revision: 2016/08/03 11:49


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    • Live Price Type: The live future's price that will be fed into the model to determine the theoretical values. This setting is shared by all option contracts of the same underlying contract.

      Details:

      Choose from:
      Mid = Midpoint of the bid and offer.
      Bid
      Offer
      Settlement
      Last
      Last within Bid/Offer Market
    • Model Type: The type of options model being used to calculate theoreticals.

      Details:

      Choose from:
      Binomial
      Black Scholes
      Whaley

      Comments:

      Binomial: Configure Steps and choose between American or European
    • Adjust DTE: Adjusts DTE for the selected series. Add or subtract time manually for all months for this series.

      Details:

      Adjust the number of DTE in order to increase or decrease the DTE.
      Positive = increases DTE.
      Negative = reduces DTE.
      DTE Display: If there is an adjustment to the DTE it will be followed by the amount of the adjustment in parenthesis.
      Option Sheets: The back color of the DTE turns green

      Comments:

      There is a global adjust DTE in the main window: This will change all adjust DTE simultaneously.
      A possible use is to take the weekend out earlier.

      Also Known As:

      DTE = Days to expiration.
      DTE = Days to expiry.
      Increases DTE = Adding time.
      Reduces DTE =Subtracting time.










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