An expiration chain is the table listing the different expirations for an
option market. It varies in total rows depending on the number of option
expirations listed on the instrument. The Table contains the following fields:
Expiration Chains
Field
| Function
|
Month
| Enables you to suppress and edit individual volatility values.
|
Dots
| Renders the respective option expiration using dots.
|
Line
| Renders the respective option expiration using a line.
|
Expiration Switch
| Toggles the display of the respective option expiration on and off. Set to
on, the option expiration plays a role in calculating the skew. Set to off, the
option expiration is ignored by the skew.
|
Xdays
| Displays the number of days to expiration.
|
Uprice
| Displays the price of the underlying instrument.
|
Base
| Enables you to enter a base for evaluating short term interest rate futures
(i.e., Eurodollars and Treasury Bills).
|