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Page History: Vol Skew Controls

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Page Revision: 2016/08/03 13:59


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  1. Change All Vols: Left click in the value area to shift the vol points vertically on the chart.
  2. Enable Pivot Point: Set the maximum volatility to be shown on the chart.
  3. Upside: Left click in the Value area to change the upside of the vol points on the chart.
  4. Downside: Left click in the Value area to change the downside of the vol points on the chart.
  5. Tilt: Left click in the Value area to change the tilt of the vol points on the chart.
  6. Width: Left click in the Value area to change the width of the vol points on the chart.
  7. Shift: Left click in the Value area to shift the vol points on the chart.
  8. Increments: Left click in the value area to bring up a menu to edit the increments on the chart. (see image below)

    Image
  • Volatility Increment: et the increment for the amount of volatility change for this month.
    Details:
    • It is applied using the up and down arrows associated with volatility change.
    • The increment is applied to all strikes in the month.
  • Up Side Increment: Set the increment for the amount of up side strikes' volatility change for this month.
    Details:
    • It is applied using the up and down arrows associated with volatility change.
    • The increment is applied to all strikes to the up side in the month.
  • Down Side Increment: Set the increment for the amount of down side strikes' volatility change for this month.
    Details:
    • It is applied using the up and down arrows associated with volatility change.
    • The increment is applied to all strikes to the down side in the month.
  • Tilt Increment: Set the increment for the amount in volatility change to tilt the skew clockwise and counter clockwise for this month.
    Details:
    • It is applied using the up and down arrows associated with increment change.
    • The increment is applied to all strikes in the month.
    /li>
  • Width Increment: Set the increment for the amount in volatility change for increasing and decreasing the skew for this month.
    Details:
    • It is applied using the up and down arrows associated with increment change.
    • The increment is applied to all strikes in the month.




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