Do
you want the flexibility of setting your own volatility
skew?
Now you can with
OptionVue 6 - Professional Edition. With an easy-to-use graphical
interface, you can manually set the volatility skew
to where you feel is most appropriate.
The expiration
graphs for each month desired must first be selected by checking
the appropriate boxes. The selected curves can then
be set to the calculated implied volatities as they exist in
the market place or to OptionVue 6's proprietary
curve-fit Variable Volatility model.
Individual strikes
can be adjusted
by dragging a specific strike (represented by circles) to a new
location, or values may be entered directly into the spreadsheet
cells.
A "quick-fill"
feature provides additional flexibility as it allows you to insert
the "at-the-money" implied
volatility and the desired skew. Using those inputs, OptionVue 6
will calculate and plot the appropriate values.
Whichever
method is chosen, the calculated implied volatility as it exists
in the marketplace can be overlaid by selecting the "Show
Implied" button. This is a great point of reference.
Test
Drive the OptionVue 6 - Professional Edition today and Trade
with the competitive edge!
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