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--- desktop:model_tab [2023/12/22 19:48] – created rob
+++ desktop:model_tab [2025/03/19 11:51] (current) – rob
@@ Line 1: / Line 1: @@
 ====== Model Tab ======
+{{:desktop:mm-modeltab.png|}}
-Click to enable email notifications for this page
+====== Live Price Type ======
-Image
+The live future's price that will be fed into the model to determine the theoretical values. This setting is shared by all option contracts of the same underlying contract.
-Live Price Type: The live future's price that will be fed into the model to determine the theoretical values. This setting is shared by all option contracts of the same underlying contract.
-Details:
+**Details:**
 Choose from:
-Mid = Midpoint of the bid and offer.
+  * **Mid** = Midpoint of the bid and offer.
-Bid
+  * **Bid**
-Offer
+  * **Offer**
-Settlement
+  * **Settlement**
-Last
+  * **Last**
-Last within Bid/Offer Market
+  * **Last within Bid/Offer Market**
-Model Type: The type of options model being used to calculate theoreticals.
-Details:
+====== Model Type ======
-Choose from:
+The type of options model being used to calculate theoreticals.
-Binomial
-Black Scholes
+**Details:**
-Whaley
+Choose from:
-Comments:
+  * **Binomial**
-Binomial: Configure Steps and choose between American or European
+  * **Black Scholes**
-Adjust DTE: Adjusts DTE for the selected series. Add or subtract time manually for all months for this series.
+  * **Whaley**
-Details:
-Adjust the number of DTE in order to increase or decrease the DTE.
+**Comments:**
-Positive = increases DTE.
+  * **Binomial**: Configure Steps and choose between American or European.
-Negative = reduces DTE.
-DTE Display: If there is an adjustment to the DTE it will be followed by the amount of the adjustment in parenthesis.
+====== Adjust DTE ======
-Option Sheets: The back color of the DTE turns green
+Adjusts DTE for the selected series. Add or subtract time manually for all months for this series.
-Comments:
-There is a global adjust DTE in the main window: This will change all adjust DTE simultaneously.
+**Details:**
-A possible use is to take the weekend out earlier.
+Adjust the number of DTE in order to increase or decrease the DTE.
-Also Known As:
+  * **Positive** = Increases DTE.
-DTE = Days to expiration.
+  * **Negative** = Reduces DTE.
-DTE = Days to expiry.
-Increases DTE = Adding time.
+====== DTE Display ======
-Reduces DTE =Subtracting time.
+If there is an adjustment to the DTE, it will be followed by the amount of the adjustment in parenthesis.
-Expiry Date Type:
-Details:
+====== Option Sheets ======
-Last Trade Date = DTE are 0 on the last day of trading.
+The background color of the DTE turns **green**.
-Settlement Date = DTE are 1 on the last day of trading.
-AKA for DTE:
+**Comments:**
-Days to expiration
+  * There is a global adjust DTE in the main window: This will change all adjust DTE simultaneously.
-Days to expiry
+  * A possible use is to take the weekend out earlier.
-DTE Calculation Type: Select how the DTE are to be calculated.
-Details:
+**Also Known As:**
-Calendar = Count every day from today until expiration, which includes weekends. This is also known as a 7 day week.
+  * **DTE** = Days to expiration.
-Week Days Only = Count every weekday between now and expiration, which excludes Saturday and Sunday.This is also known as a 5 day week.
+  * **DTE** = Days to expiry.
-AKA for DTE:
+  * **Increases DTE** = Adding time.
-Days to expiration
+  * **Reduces DTE** = Subtracting time.
-Days to expiry
-DTE Rate: Select the rate time is to be taken out.
+====== Expiry Date Type ======
-AKA for DTE:
+**Details:**
-Days to expiration
+  * **Last Trade Date** = DTE is **0** on the last day of trading.
-Days to expiry
+  * **Settlement Date** = DTE is **1** on the last day of trading.
-Interest Rate: Risk free interest rate.
-Interest Rate Type: Risk free interest rate type.
+**AKA for DTE:**
-Details:
+  * Days to expiration
-Continuous
+  * Days to expiry
-Annual
-Semi-Annual
+====== DTE Calculation Type ======
-Quarterly
+Select how the DTE are to be calculated.
-Monthly
-Cost of Carry: The cost of interest plus any additional costs. Always compounded.
+**Details:**
-Cost of Carry Rate Type The type of cost of carry rate that should be applied.
+  * **Calendar** = Count every day from today until expiration, which includes weekends. This is also known as a **7-day week**.
-Hedge Method (Delta): Select the method to be used for hedging. Generally if the float rate is not zero use iterative delta.
+  * **Week Days Only** = Count every weekday between now and expiration, which excludes Saturday and Sunday. This is also known as a **5-day week**.
+**AKA for DTE:**
+  * Days to expiration
+  * Days to expiry
+====== DTE Rate ======
+Select the rate at which time is to be taken out.
+**AKA for DTE:**
+  * Days to expiration
+  * Days to expiry
+====== Interest Rate ======
+Risk-free interest rate.
+====== Interest Rate Type ======
+Risk-free interest rate type.
+**Details:**
+  * **Continuous**
+  * **Annual**
+  * **Semi-Annual**
+  * **Quarterly**
+  * **Monthly**
+====== Cost of Carry ======
+The cost of interest plus any additional costs. Always compounded.
+====== Cost of Carry Rate Type ======
+The type of cost of carry rate that should be applied.
+====== Hedge Method (Delta) ======
+Select the method to be used for hedging. Generally, if the float rate is not zero, use **iterative delta**.