See how price and volatility changes affect an option’s value and risk dimensions.
Part 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.