Volatility History

You can save your volatility profiles from the Option Modeler and view them from the Volatility History window. Use this feature to judge the volatility change by saving a profile prior to close one day and comparing it with the profile just after open the following day. Or save profiles over a period of time to see trends in the volatility changes.

To save a volatility profile

1. On the Edit menu, select Save Current Model.

To view a historical profile

1. On the Edit menu, select Model History.

2. In the Model History window, highlight the timestamp of the profile you want to view. You can select as many profiles as you want.

3. In the Option Modeler, view the historical profile.

Note: The active profile is drawn in black. All historical profiles are drawn in gray. To see the timestamp for a profile in the Option Modeler-, hold your mouse cursor over a knot in the curve for a second, and the timestamp will be displayed for five seconds.

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