Modify pricing assumptions and include them in the model price calculation using this sophisticated option model pricing tool.
As part of our Price/Risk analytics suite, the Option Analytics Window lets option traders visualize changes in an option's price with respect to unit changes in Greek values.
The Option Analytics Window includes the following features:
Create interactive curves to see at a glance how changing volatility assumptions, stepping closer to expiration and adjusting the price of the underlying, impacts the value of an option line
Specify close values by increasing or decreasing the implied volatility, and reducing the time to expiry
Create dynamic curves based on different date scenarios
Modify the strike prices, expiries and exchanges using easily accessible controls
View Greeks and Put+Call P&L curves together or separately