Model Navigator

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.