Index

.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