Theoretical OptValue (Indicator)
Input Information
Name | Expression | Default | Description |
RoundToFraction | TrueFalse | True | Round value to the nearest fraction (True) or use the raw decimal value (False). |
Market Synopsis
The Theoretical OptValue indicator plots the theoretical value, or model value, of the option based on the pricing and volatility models selected in OptionStation Analysis. The theoretical value is also referred to as the "fair" value of the option. This indicator may only be applied to the Options pane in an OptionStation Analysis window.
Plot Information
Number | Name | Default Color | Description |
Plot1 | Theoretical | Black | Plots the Theoretical Value for each option as a number. |
When applied to the Options pane in an OptionStation Analysis window, this indicator displays one value in a column of cells for each option.