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Index

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.MODIFY
Global Parameters
.OPARAM
How do I change the interest rate?

A

Adjust field
Global Parameters
The Date Adjust Method
Adjusting Option Quotes
Adjusting Option Quotes
Applying Option Parameters
Applying Option Parameters

B

Basic Options Overview
Basic Options Overview
Buy/Sell Accounting Codes
Buy/Sell Accounting Codes

C

C. extender
The C. Extender
changing options prices
How do I change options prices?
changing the volatility on an option
How do I change the volatility on an individual option?
Contents
Contents

D

Days field
Global Parameters
Decimal Precision in Quote Codes
Decimal Precision in Quote Codes
Delta
Delta

E

e
e
edit box
Edit Mode
Editing Values with an Edit Box
Edit Cells On/Off selection
Edit Mode
edit mode
Edit Mode
Adjusting Option Quotes
Edit Mode
editing quote values
Editing Values with a Quote Code Menu
Editing Values with a Quote Code Menu
Editing Values with a Quote Code Menu
Editing Values with an Edit Box
Editing Values with an Edit Box
Expiration Codes
Expiration Codes
Expiration Maintenance
Expiration Maintenance
Expiration Rules
Expiration Rules
Expire Adjust field
The Expiration Adjust Method
Global Parameters
The Date Adjust Method

F

forecasting option performance
How do I change options prices?

G

Gamma
Gamma
Global Option Parameters menu
Scope
How do I change the interest rate?
Adjusting Option Quotes
Global Parameters
Global Parameters
Global Parameters

H

How do I change an option BATE at the option level?
How do I change an option BATE at the option level?
How do I change options prices?
How do I change options prices?
How do I change the interest rate?
How do I change the interest rate?
How do I change the option BATEs at the underlying instrument level?
How do I change the option BATEs at the underlying instrument level?
How do I change the option's price?
How do I change the option's price?
How do I change the time to expiration?
How do I change the time to expiration?
How do I change the underlying price?
How do I change the underlying price?
How do I change the volatility on an individual option?
How do I change the volatility on an individual option?
How do I change the volatility on the underlying?
How do I change the volatility on the underlying?
How do I lock the volatility?
How do I lock the volatility?

I

Implied Vlty Update field
Global Parameters
implied volatility
Pricing Codes
Implied Volatility Formula
Implied Volatility Formula
Implied Volatility Parameters for Options
Implied Volatility Parameters for Options
Implied Volatility Parameters for Underlying Instruments
Implied Volatility Parameters for Underlying Instruments
Implied Volatility Study
Implied Volatility Study
implied volatility update method
Global Parameters
Instrument Information Codes
Instrument Information Codes
Interest field
How do I change the interest rate?
Global Parameters
Interest menu
Global Parameters
interest rate
Global Parameters
Interest Rate Codes
Interest Rate Codes
interest rate:changing
How do I change the interest rate?
Interest Rates
Interest Rates

L

levels, option parameter:global
How do I change the interest rate?
ln
ln
Locked Values
Locked Values
locking a value
Locked Values
locking the volatility
How do I lock the volatility?

M

Macros and Wildcards
Macros and Wildcards
menus:Global Option Parameters:days
Global Parameters
menus:Global Option Parameters:Pricing Model
Global Parameters
menus:Obate
Global Parameters
menus:quote code
Edit Mode
Editing Values with a Quote Code Menu
menus:Quote Menu
The Expiration Adjust Method
Quote Parameters
How do I change the volatility on the underlying?
Edit Mode
How do I lock the volatility?
menus:Quote Option Parameters
Quote Parameters
The Date Adjust Method
menus:Volatility Type
Global Parameters
menus:Year Type
Global Parameters

N

N(x)
N(x)
N'(x)
N'(x)

O

OBATE
Pricing Codes
OBATE field
Applying Option Parameters
Pricing Codes
On Foreign Currency Options
On Foreign Currency Options
On Futures Options
On Futures Options
On Index Options
On Index Options
option bate
Global Parameters
Option Bate field
Global Parameters
Option Quote Codes
Option Quote Codes
Options Pricing Models
Options Pricing Models
options quote codes:ASKDELTA
Volatility Codes
options quote codes:ASKIVLTY
Volatility Codes
options quote codes:BASE
Pricing Codes
options quote codes:BIDDELTA
Volatility Codes
options quote codes:BIDIVLTY
Volatility Codes
options quote codes:DADJUST
Expiration Codes
options quote codes:DELTA
Theoretical Pricing Codes
options quote codes:EXPIRE
Expiration Codes
options quote codes:FRATE
Interest Rate Codes
options quote codes:FRHO
Theoretical Pricing Codes
options quote codes:GAMMA
Theoretical Pricing Codes
options quote codes:IVLTY
Volatility Codes
options quote codes:MID
Pricing Codes
options quote codes:OFFSET
Pricing Codes
options quote codes:OPRICE
Pricing Codes
options quote codes:OTYPE
Instrument Information Codes
options quote codes:PRICEn
Buy/Sell Accounting Codes
options quote codes:QTYn
Buy/Sell Accounting Codes
options quote codes:RATE
Interest Rate Codes
options quote codes:RHO
Theoretical Pricing Codes
options quote codes:STRIKE
Pricing Codes
options quote codes:THEOR
Theoretical Pricing Codes
options quote codes:THEOR1
Theoretical Pricing Codes
options quote codes:THETA
Theoretical Pricing Codes
options quote codes:UBATE
Pricing Codes
options quote codes:UPRICE
Pricing Codes
options quote codes:VEGA
Theoretical Pricing Codes
options quote codes:VLTY
Volatility Codes
options quote codes:XADJUST
Expiration Codes
options quote codes:XDAYS
Expiration Codes
options quote codes:XHOURS
Expiration Codes
options quote codes:XMINS
Expiration Codes
options quote codes:XMONTH
Expiration Codes
options quote codes:XTIME
Expiration Codes
options quote codes:XYEARS
Expiration Codes
options quote codes:YDAYS
Expiration Codes
options quote codes:YEAR
Expiration Codes
options quote codes:YIELD
Interest Rate Codes
options quote codes:YRHO
Theoretical Pricing Codes

P

P. extender
The P. Extender
Parameters
Parameters
parameters menus
Adjusting Option Quotes
The Parameters Menus
parameters:applying
Applying Option Parameters
parameters:quote
Quote Parameters
Pricing Codes
Pricing Codes

Q

quote code menus
Edit Mode
quote codes
Option Quote Codes
quote codes:ASKDELTA
Volatility Codes
quote codes:ASKIVLTY
Volatility Codes
quote codes:BASE
Pricing Codes
quote codes:BIDDELTA
Volatility Codes
quote codes:BIDIVLTY
Volatility Codes
quote codes:DADJUST
Expiration Codes
quote codes:DELTA
Theoretical Pricing Codes
quote codes:EXPIRE
Expiration Codes
quote codes:FRATE
Interest Rate Codes
quote codes:FRHO
Theoretical Pricing Codes
quote codes:GAMMA
Theoretical Pricing Codes
quote codes:IVLTY
Volatility Codes
quote codes:MID
Pricing Codes
quote codes:OFFSET
Pricing Codes
quote codes:OPRICE
Pricing Codes
quote codes:OTYPE
Instrument Information Codes
quote codes:PRICEn
Buy/Sell Accounting Codes
quote codes:QTYn
Buy/Sell Accounting Codes
quote codes:RATE
Interest Rate Codes
quote codes:RHO
Theoretical Pricing Codes
quote codes:STRIKE
Pricing Codes
quote codes:THEOR
Theoretical Pricing Codes
quote codes:THEOR1
Theoretical Pricing Codes
quote codes:THETA
Theoretical Pricing Codes
quote codes:UBATE
Pricing Codes
quote codes:UPRICE
Pricing Codes
quote codes:VEGA
Theoretical Pricing Codes
quote codes:VLTY
Volatility Codes
quote codes:XADJUST
Expiration Codes
quote codes:XDAYS
Expiration Codes
quote codes:XHOURS
Expiration Codes
quote codes:XMINS
Expiration Codes
quote codes:XMONTH
Expiration Codes
quote codes:XTIME
Expiration Codes
quote codes:XYEARS
Expiration Codes
quote codes:YDAYS
Expiration Codes
quote codes:YEAR
Expiration Codes
quote codes:YIELD
Interest Rate Codes
quote codes:YRHO
Theoretical Pricing Codes
Quote Menu
The Date Adjust Method
Quote Option Parameters menu
Adjusting Option Quotes
The Parameters Menus
The Date Adjust Method
Quote Parameters
Quote Parameters
Quotes
Quotes
Quotes:adjusting option quotes
Adjusting Option Quotes
Quotes:options quote codes
Option Quote Codes
Quotes:scope
Scope

R

r
r
Rho
Rho
rx
rx

S

S
S
Scope
Scope
Scope field
The Parameters Menus
Setting Up a Long Straddle
Setting Up a Long Straddle
Setting up an Options Portfolio in a Quote Window
Setting up an Options Portfolio in a Quote Window
Strike Maintenance
Strike Maintenance
Strike Price
Strike Price

T

t
t
The .MODIFY Command
The .MODIFY Command
The Black/Scholes' Model
The Black/Scholes' Model
The C. Extender
The C. Extender
The Date Adjust Method
The Date Adjust Method
The Expiration Adjust Method
The Expiration Adjust Method
The Option Expansion Macro (@)
The Option Expansion Macro (@)
The P. Extender
The P. Extender
The Parameters Menus
The Parameters Menus
The Quotes Menu
The Quotes Menu
The U. Extender
The U. Extender
Theoretical Pricing Codes
Theoretical Pricing Codes
Theta
Theta
Time to Expiration
Time to Expiration
time to expiration:changing
How do I change the time to expiration?
time to expiration:date adjust method
The Date Adjust Method
time to expiration:expiration adjust method
The Expiration Adjust Method

U

U
U
U. extender
The U. Extender
UBATE field
Pricing Codes
underlying
Global Parameters
Underlying Bate field
Global Parameters
Underlying menu
Global Parameters
Underlying Price
Underlying Price
underlying price:changing
How do I change the underlying price?
unlocking a value
Unlocking a Value
Unlocking a Value
UPRICE field
How do I change the underlying price?
Using Quote Code Extenders
Using Quote Code Extenders

V

v
v
Vega
Vega
VLTY field
How do I change the volatility on the underlying?
Volatility
Volatility
Volatility Codes
Volatility Codes
volatility type
Global Parameters
Volatility Type field
Global Parameters
volatility:changing the underlying
How do I change the volatility on the underlying?

W

Wildcards
Wildcards

X

x
x
Xadjust field
Applying Option Parameters
The Date Adjust Method
The Expiration Adjust Method
Xdays field
The Expiration Adjust Method
The Date Adjust Method

Y

year type
Global Parameters
Year Type field
Global Parameters