Do you offer any information on how to use your Option Sheets?

Modified on 2013/04/26 08:08 by Rob Rrickson (CTS) — Categorized as: Uncategorized

Yes. This is currently in Beta and will be available soon Please contact [email protected] if you have an questions.

1. Go to Main CTS toolbar and from the drop down Select Option Sheet

2. Then Choose you Contract (via 2 methods)

a. Using the Search (i.e. For E-mini S&P Type the commodity code ES ) then select contract

b. Select from the Tree

c. Please Note

i. When you select your Contract and an option sheet is created the following happen automatically

1. All Months are brought in automatically

a. If a new month is added by the exchange it is also added automatically even after the sheet has been created

2. All Strike are brought in automatically

a. If a new Strikes are added by the exchange it is also added automatically even after the sheet has been created

3. All Expiration Dates are added automatically

4. The correct Futures are automatically associated with correct Options Contract

a. In addition the exchange implied futures prices can also be used for the sheets price (sheet price is used to calculate theoretical values)

3. Then Press The Volatility Management Button

4. Two methods to setup the Volatility

a. Note: About Groups

i. Group of Months

1. It is a collection of All months for the contract contained under the Group’s Name

2. When a Group is created it contains all the months

a. You can change/edit the volatility information for any month in the group by selecting ‘Edit Month(s) in this Group’ and choose the month you want to change its volatility information.

b. You can rename a group by typing over that groups name

b. If you want to create a New grouping of months

c. If you already have a group of volatilities already setup for this contract

5. If you like another window to see another month simultaneously then just repeat the process