Index

.BOOK command The Option Books Menu
.VSKEW Volatility Skew

A

aggregate The Book Menu
Aggregate Mode Aggregate Mode
aggregate mode Aggregate Mode
aggregate selection The Option Books Menu
Applying a Skew Applying a Skew
Arranging Information in Strategies Arranging Information in Strategies

B

back loaded commissions Commissions
base The Base Volatility Menu The First Section Expiration Chains
base volatility The Base Volatility Menu
BATE Option Parameters
book The Book Menu
Book Menu Views Book Menu Views
book names Using Option Book Names
books Book Menu Views Defining a Book Option Books The Maximized Book Menu The Option Books Menu

C

Calculate Calculate
calls The Calls Toggle
cash deposits The Summary Dialog Box
cash withdrawals The Summary Dialog Box
Chart Parameters menu Strategy Parameters
chart type Y Axis;profit & loss total;profit & loss today;profit & loss market;market value;delta;gamma;theta;vega;rho;frho
Choosing a Different Skew Choosing a Different Skew
Choosing a Volatility Skew Choosing a Volatility Skew
Cloning Cloning
Cloning a Group Cloning a Group
Cloning a Strategy Cloning a Strategy
closed trades mode Closed Trades Mode Closed Trades Mode
closing a position Closing a Position Closing a Position
coarse cursor The Vlty Skew Menu
commission types Commissions
commissions Commissions The Summary Dialog Box The Book Menu Commissions
commissions calculations Commissions
Contents Contents
creating a strategy Creating a Strategy Creating a Strategy
Creating Slaves Creating Slaves
credits The Summary Dialog Box
cursor Cursor Cursor
cursor window Cursor Window Cursor Window
curve The Skew Curve Field

D

database skews The Vlty Skew Menu Database Skews
days Option Parameters
debits The Summary Dialog Box
define Defining a Book
Defining a Book Defining a Book
defining a position Opening a New Position
delete The Strategy Menu The Book Menu
deposits The Summary Dialog Box
dividend type The First Section
dollars The Book Menu
done The Book Menu The Strategy Menu
done selection The Option Books Menu
dots Expiration Chains The First Section
dragging Dragging and Dropping
Dragging and Dropping Dragging and Dropping
Dragging Points on Input Lines Dragging Points on Input Lines
Dragging Points on The Skew Curve Dragging Points on The Skew Curve
dropping Dragging and Dropping

E

editing a position Editing a Position Editing a Position
Editing a Skew Curve Editing a Skew Curve
Editing Group Menu Values Editing Group Menu Values
Editing the Curve Editing the Curve
Editing the Skew Curve in the Chart Editing the Skew Curve in the Chart
Editing Volatility Skew Parameters Editing Volatility Skew Parameters
example The Examples Window The Syntax Window
expiration The Month Field Expiration Chains Option Parameters The Expiration Switch The First Section
Expiration Chains Expiration Chains
extend The Extend Toggle The First Section

F

Filter Filter
fine cursor The Vlty Skew Menu
Fine/Coarse Cursor Fine/Coarse Cursor
frate X Axis
front loaded commissions Commissions

G

Global Parameters Global Parameters
Group Menus Group Menus
group mode The Group Mode and Group Menu
group names Using Option Book Names
Group Parameters Group Parameters
Group Parameters menu Group Parameters
grouping information Grouping Information in Strategies
Grouping Information in Strategies Grouping Information in Strategies

H

half & half commissions Commissions
half and half commissions Commissions

I

initial equity The Summary Dialog Box

L

line The First Section Expiration Chains
Locked Values Locked Values

M

main menu selection The Option Books Menu
maximize The Book Menu
maximized The Maximized Book Menu The Maximized Mode
Maximizing the Group Menu Maximizing the Group Menu
menu The Group Mode and Group Menu
Menu Selections Menu Selections
menus The Vlty Skew Menu The Strategy Menu The Option Chart Menu
menus:Strategy Parameters Strategy Labels
minimize The Book Menu
minimized The Strategy Menu
Modifying Your Skew in View Mode Modifying Your Skew in View Mode
month Expiration Chains
months The First Section
Multiple-Group Strategies Multiple-Group Strategies

N

name The Skew Name
net liquidating value The Summary Dialog Box
new book Defining a Book
new book selection The Option Books Menu
new position Opening a New Position The Strategy Menu
new strategy Creating a Strategy The Book Menu
no commission Commissions

O

open position profit and loss The Summary Dialog Box
open trade equity The Summary Dialog Box
open trades mode Open Trades Mode Open Trades Mode
Opening a New Position Opening a New Position
option book selections The Option Books Menu
Option Books Option Books
option chart selection The Option Books Menu
Option Chart Studies Option Chart Studies
Option Chart Tables Option Chart Tables
Option Parameter Menus Option Parameter Menus
Option Parameters Option Parameters
Options Chart Parameters menu Strategy Parameters
Options Charts Options Charts
options charts:attributes Options Charts
options charts:attributes:chart type Y Axis;profit & loss total;profit & loss today;profit & loss market;market value;delta;gamma;theta;vega;rho;frho
options charts:attributes:cursor Cursor
options charts:attributes:cursor window Cursor Window
options charts:attributes:strategy labels Strategy Labels
options charts:attributes:X axis X Axis
options charts:attributes:Y axis Y Axis;profit & loss total;profit & loss today;profit & loss market;market value;delta;gamma;theta;vega;rho;frho
options charts:X axis X Axis
options charts:Y axis Y Axis;profit & loss total;profit & loss today;profit & loss market;market value;delta;gamma;theta;vega;rho;frho
Options Fields in the Group Menu Options Fields in the Group Menu

P

p&l total The Book Menu
p&l total mode The Strategy Menu
parameters Skew Parameters The Vlty Skew Menu
points The Points Field Points
position Editing a Position The Examples Window The Syntax Window Closing a Position
position mode The Strategy Menu The Position Mode
price X Axis
pricing model Option Parameters
profit & loss mode The Profit & Loss Modes
profit and loss mode The Profit & Loss Modes
puts The Puts Toggle

R

rate X Axis
realized profit and loss The Summary Dialog Box
Rescaling a Volatility Skew Rescaling a Volatility Skew
rollover The Rollover Toggle The First Section

S

scope Option Parameters
Selections in the Group Menu Selections in the Group Menu
skew Volatility Skew The Skew Curve Field
Skew Curve Skew Curve
skew name The First Section
Skew Parameters Skew Parameters
Slave Strategies Slave Strategies
sort Arranging Information in Strategies Grouping Information in Strategies The Strategy Menu The Book Menu Sorting Strategies
sorting Grouping Information in Strategies Sorting Strategies Arranging Information in Strategies
Sorting Strategies Sorting Strategies
Splitting Option Charts Splitting Option Charts
spread The Spread Type Menu
strategy Grouping Information in Strategies Sorting Strategies Transaction Mode Open Trades Mode Aggregate Mode Strategy Menu Views The Group Mode and Group Menu Creating a Strategy Arranging Information in Strategies Closed Trades Mode The Strategy Menu The Profit & Loss Modes Opening a New Position The Position Mode The Maximized Mode
strategy labels Strategy Labels Strategy Labels
Strategy Menu Views Strategy Menu Views
Strategy Menus Strategy Menus
strategy names Using Option Book Names
Strategy Parameters Strategy Parameters
Strategy Parameters menu Strategy Parameters
summary The Book Menu
syntax The Syntax Window The Examples Window

T

table Option Chart Tables
tabular profit & loss Option Chart Tables
Terms Terms
The Base Volatility Menu The Base Volatility Menu
The Book Menu The Book Menu
The Calculate Toggle The Calculate Toggle
The Calls Toggle The Calls Toggle
The Examples Window The Examples Window
The Expiration Switch The Expiration Switch
The Extend Toggle The Extend Toggle
The Filter Toggle The Filter Toggle
The First Section The First Section
The Group Mode and Group Menu The Group Mode and Group Menu
The Maximized Book Menu The Maximized Book Menu
The Maximized Mode The Maximized Mode
The Month Field The Month Field
The Option Books Menu The Option Books Menu
The Option Chart Menu The Option Chart Menu
The P&L Today Book Menu The P&L Today Book Menu
The Points Field The Points Field
The Position Mode The Position Mode
The Profit & Loss Modes The Profit & Loss Modes
The Puts Toggle The Puts Toggle
The Rescaling Menu The Rescaling Menu
The Rollover Toggle The Rollover Toggle
The Second Section The Second Section
The Skew Curve Field The Skew Curve Field
The Skew Name The Skew Name
The Skew Volatility Matrix The Skew Volatility Matrix
The Slave Strategies Menu The Slave Strategies Menu
The Spread Type Menu The Spread Type Menu
The Strategy Menu The Strategy Menu
The Summary Dialog Box The Summary Dialog Box
The Symbol Field The Symbol Field
The Syntax Window The Syntax Window
The Table Menu The Table Menu
The Vlty Skew Menu The Vlty Skew Menu
tilde Aggregate Mode
time X Axis
transaction Closing a Position Editing a Position The Examples Window The Syntax Window
transaction mode Transaction Mode Transaction Mode
transactions view The Strategy Menu

U

Underlying Instrument Fields in the Group Menu Underlying Instrument Fields in the Group Menu
Unlocking a Value Unlocking a Value
uprice Expiration Chains The First Section
Using Option Book Names Using Option Book Names

V

Viewing a Skew Viewing a Skew
views The Profit & Loss Modes Open Trades Mode Transaction Mode The Position Mode The Maximized Mode Aggregate Mode Closed Trades Mode Strategy Menu Views The P&L Today Book Menu The Group Mode and Group Menu
Vlty Skew menu The Vlty Skew Menu
volatility The Base Volatility Menu Volatility Skew X Axis
Volatility Skew Volatility Skew

W

withdrawals The Summary Dialog Box

X

X Axis X Axis
xdate Expiration Chains
xdays The First Section

Y

Y Axis Y Axis;profit & loss total;profit & loss today;profit & loss market;market value;delta;gamma;theta;vega;rho;frho
year type Option Parameters
yield The First Section X Axis