General
Modified on 2016/04/09 13:53 by Rob Rrickson (CTS) — Categorized as: Uncategorized
Settings
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Reference Price Feed:
When possible price feeds will be provided from related(reference) products which may be more active. For example when The Big SP does not trade electronically while it continues to trade in the pit. During these periods the price feed will be provided off the Emini SP.
Time
Change All DTE:
DTE= Days to Expiration. This amount will change every series “Adjust DTE” in order to increase or decrease DTE.
Possible Uses
* To take the weekend out early.
* Positive=increase DTE
* DTE Display If there is an adjustment to the DTE it will be followed by the amount in parenthesis
* Option Sheets: The back color of the DTE will be green.
Theoretical Value:
Make the Theoretical Value a tradeable tick. This reduces precision.
Vega:
Make the Vega a tradeable tick. This reduces precision.
Theta:
Make the Theta a tradeable tick. This reduces precision.
Decimal Places
Theoretical Value:
Set the amount of precision for Theoretical Value.
Vega:
Set the amount of precision for Vega in ticks.
Theta:
Set the amount of precision for Theta in ticks.
Volatility:
Delta:
Number of decimal places for the Delta.
Gamma:
Number of decimal places for the Gamma.
OEs:
Number of decimal places for all of the OEs(OEV, OEG, OET).
Static Futures
Price Levels:
Globally set the number of visible price levels for the static futures pop out form. A method to move the futures price statically or manually.