Analysis Techniques & Strategies

Volatility Model Library

The volatility model determines the volatility used by the Pricing Model for an option's current and future theoretical values and its Greeks. It is the volatility applied to the underlying asset and its corresponding options in Position Analysis.

 

The following volatility models are available in OptionStation:

Implied on Ask

Implied on Bid

Implied on Close

Implied on Mid

Implied Weighted Avg

Series Imp Wght Avg

Statistical ExtVal

Statistical Std Dev

User Def Linear Skew

User Defined Fixed