Interest rate can be adjusted
using the Settings panel in OptionStation Pro.OptionStation Pro
Rho measures the expected change in the price of an option due to a 1-percent change in the risk-free interest rate for the period of the option contract. Although Rho is not commonly used or referred to in most options trading materials, it still offers valuable information regarding the relationship between an options position and the risk-free interest rate money could earn.
Interest rate can be adjusted
using the Settings panel in OptionStation Pro.
In OptionStation Pro, the Position (Pos) Rho graph plots one or more curves of specified expiration dates with the underlying price on the X-axis and the position Rho value on the Y-axis. For a stock option, the position Rho would be the option Rho multiplied by size of the underlying position (i.e., x100 shares per contract for stocks).
The following graph shows the position Rho for a single Call at a strike price of 222. The vertical red line is the price point of the last traded stock price.
