Vol Skew Controls
Modified on 2016/08/08 09:42 by Rob Rrickson (CTS) — Categorized as: Uncategorized
Change All Vols:
Left click in the value area to shift the Theoretical vol points vertically on the chart.
Enable Pivot Point:
Lets you choose a reference point for all the other adjustments instead of using the current futures price.
Upside:
To change the upside vol points left click in the Value area to change the upside of the Theoretical vol points on the chart.
Downside:
To change the upside vol points left click in the Value area to change the downside of the Theoretical vol points on the chart.
Tilt:
Left click in the Value area to change the tilt of the Theoretical vol points on the chart.
Width:
Left click in the Value area to change the width of the Theoretical vol points on the chart.
Shift:
Left click in the Value area to shift the Theoretical vol points on the chart.
Increments:
Left click in the value area to bring up a menu to edit the increments on the chart. (see image below)
Volatility Increment:
Set 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.
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.