Option Trader for IA

Display the Model Price, Implied Volatilities and Greeks risk measures on the main Option Trader window.

To display IA columns

1. Click the Configure icon.

2. Select Option Chains.

3. In the Option Chains Columns section, scroll through the available columns and check:

• Model (displays the model price)

• Imp Vol. (displays the implied volatilities)

• Delta

• Gamma

• Vega

• Theta

4. Click OK. These columns are now displayed on the Option Trader screen.

NOTES:

• You can choose to view volatilities in either daily or annual percentage terms. On the Trading page menus, use the Configure menu, select Misc and then select Volatility Units. Choose Daily or Yearly.

• The implied volatility is based on the average of the best bid and offer for an option.

• The implied volatility calculation is non-linear and may not converge for low vega options. In such cases, Interactive Analytics will not provide an implied volatility estimate.

Understanding model price colors

Model prices are displayed in color to help you see at a glance where they fall in relation to the bid and ask prices. The color bar below shows the range within which model prices may fall. Model price colors update with the underlying last price.

Note:  Implied volatilities (in the Imp. Vol column) are always displayed in either pink or white. If either the Model or Imp Vol(%) values are displayed in white, it means you haven't the  model hasn't calculated any prices or implied volatilities.

Note that you can also display the Model and Imp Vol columns on your trading screen using the Layout manager.

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