Show on Chart

Modified on 2016/08/04 08:48 by Rob Rrickson (CTS) — Categorized as: Uncategorized

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  1. Enable Selected Strike: Enable the ability to select which strike's detailed information to display.
  2. Strike Selected: The strike that was selected to display the detailed strike information .
  3. Base Skew Price: Show the base price and floated base price on the volatility chart.
  4. Theoretical Vol Points: Show each theoretical volatility point on the theoretical skew. Each point is represneted as a black circle.
  5. Original Theoretical Skew: how the theoretical skew prior to being manipulated. This allows the ability to see the differences in the adjusted skew and the original skew.
      *This is represented by dots.
  6. Electronic Market Vol Points: Display the fair value volatlity of the current electronic market place.
  7. Settlement Vol Points: Display the settlement volatlity.
      *This is represented by solid orange dots.
      *Only out of the money options with a settlement will be represented.