Analytics View
Click the Analytics button to open Option Analytics. The Theoretical Option Price Controls form is displayed with the following calculations displayed for your Option Chain based on the following default values:
• 20-Day Historic Volatility
• Volatility
• Stock Price
• Days until Expiry
• Interest Rate
You can use The Greeks option
Analytical values measuring the
change in value of an option due to a change in one of the variables of the
pricing model (underlying stock price, strike price, time to expiry, volatility,
risk-free interest rate, and dividends).
You can enter your own values for:
• Volatility
• Stock Price
• Days Until Expiry
• Interest Rate
If you enter new values, click Calculate to recalculate the table based on the values you enter.
To return to the Option Chain table view, click Hide Analytics.
Click a strike price to see all call and put options for that price.
