Modify pricing assumptions and include them in the model price calculation using this sophisticated option model pricing tool.
Part of our Price/Risk analytics suite, the Model Navigator allows you to modify the pricing assumptions used to calculate option model prices and recalculate the model price.
The Model Navigator is a sophisticated option model calculation engine that offers the following benefits to options traders:
- Easily view an option’s structure.
- Edit interest rates, dividends, lending yield and implied volatilities.
- Adjust the underlying yield so that the stock lending rate can be reflected in the model calculation.
- Model prices display in a range of colors, letting you quickly see where they fall in relation to the current bid and ask prices.