Code
| Description
| Adjust
| Method
| App.
|
VLTY
| Volatility of the underlying used in the pricing model.
| Yes
| Edit
| O
|
IVLTY
| Implied volatility.
| Yes
| Edit
| O
|
ASKIVLTY
| Implied volatility of options ask
| Yes
| Edit
| O
|
ASKDELTA
| Delta at options Ask implied volatility
| Yes
| Edit
| O
|
BIDIVLTY
| Implied volatility of options bid.
| Yes
| Edit
| O
|
BIDDELTA
| Delta at options Bid implied volatility
| Yes
| Edit
| O
|
Setting
| Meaning
|
Option Only
| Implied volatility is updated only when the option trades. The implied
volatility is calculated using the underlying instruments price at the time that the option last traded (bid, ask, or trade).
|
Option or Underlying
| Implied volatility is updated when either the option or its underlying
instrument trades.
|
Option Price
| Underlying price
|
bid
| Underlying price at time of option bid.
|
ask
| Underlying price at time of option ask.
|
mid
| Mid point of underlying price at the time of the options last bid and the underlying price at the time of the options last ask.
|
previous
| Underlyings close on the previous day.
|
last
| Underlying price at the time of the last option price (bid, ask, or trade).
|
all others
| Underlying price at time of option trade.
|