Page History: 4.3.75 - 20 Sep 2017
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Page Revision: 2017/09/20 15:45
Enhancements in this version:
New Settlement columns available in quote board¶
The quote board offers a new section of settlement-related columns. Columns that refer to "Session Settlement" use the most recent final settlement provided by the exchange. This typically relates to the prior trading session's settlement price. Columns that refer to "Held Settlement" use the most recent preliminary settlement provided by the exchange. This value will match the "Session Settlement" until the exchange provides a preliminary settlement price for the current trading session. "Settlement Change" refers to the difference between the "Held Settlement" and the "Session Settlement." To add these columns, click the properties button (1) in the upper left corner of the quote board, choose the "Columns" tab (2), and scroll down the the "Net Change & Settlement" section.
Added ability to open related option windows from futures charts and contract windows¶
From the new window dropdown of a contract window or a chart, users can now open an option board for related options. For example, from an E-mini S&P 500 futures chart a user can open an option board for standard, weekly, or end-of-month E-mini S&P 500 options. To do this, simply click the new window dropdown arrow (1) and choose the desired related product from the list (2).
Options Pro users have the ability to change the default window type to a contract window or an option sheet. This change can be made from the Options>General section (3) of the main properties in the "Opening Related Contracts" field (4).
Auto-Skew available for Options Pro users
We have added a new Auto-Skew feature that allows Options Pro users to see theoretical values and greeks for all options without having to manually build a volatility skew. This allows risk managers and traders alike to immediately value entire portfolios as well as individual options and spreads. Currently, the Auto-Skew is generated by fitting a smoothed curve to settlement-based implied volatility points. These volatility levels are then applied to every strike and work in tandem with live futures prices to determine real-time option greeks and theoretical values. Future releases will further enhance the accuracy of the Auto-Skew by adapting it to movements in electronic market volatility levels. Existing users should note that manual skew creation is not impacted by this feature and manual volatility skews will retain full functionality. Follow
this link for more information related to the Model Management window.
