images/contents.gifimages/index.gifimages/prev1.gifimages/next1.gif

Parameters

The implied volatility study enables you to create four implied volatility study lines.

The Implied Volatility study is unique in that it is the only Aspen Systems study with multiple parameters. The parameters you can change depend on the instrument you display in the active chart window. When you use the Implied Volatility study, Aspen Systems generates applicable parameters based on the type of instrument you are analyzing. There are two sets of Implied Volatility parameters, one for options, and another for underlying instruments.

Topics:

Implied Volatility Parameters for Options

Implied Volatility Parameters for Underlying Instruments