Page History: Fit
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Page Revision: 2017/01/18 13:55
- Refresh Market Data: Click to refresh the market data.
- Fit Electronic: Click to fit to the electronic market. Electronic = Volatility to equal mid-market price of an option. Computed using midpoint bid/offer data from each options market and midpoint bid/offer data from the underlying futures market. An implied electronic market volatility is computed for each strike price with a bid and offer (one sided markets are ignored).
- Fit Settles: Click to fit to the settlement. Settles = Volatility to equal the settlement price of an option. Using option settlement price in conjunction with the futures settlement price, a settlement volatility is computed for each strike price with a posted settlement.
Note: If you want to exclude Electronic or Settlement values below a certain value, refer to the “Min Ticks Fit” setting.
- Adapt To Electronic: Click to adapt to the electronic market.
- Adapt To Settles: Click to adapt to the settlement.