Differences
This shows you the differences between two versions of the page.
desktop:studies [2023/12/22 19:55] – created rob | desktop:studies [2025/03/19 12:22] (current) – rob | ||
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+ | ====== Show StDev ====== | ||
+ | Show the **standard deviation** on the chart. | ||
+ | |||
+ | ====== StdDev Rate ====== | ||
+ | Set the **standard deviation rate**. | ||
+ | * **1** = One standard deviation. | ||
+ | * **0.25** = 0.25 standard deviation (25% of a standard deviation). | ||
+ | |||
+ | ====== StDev Period ====== | ||
+ | Set the **time frame** for the standard deviation: | ||
+ | * **Daily** | ||
+ | * **Weekly** | ||
+ | * **Monthly** | ||
+ | * **Quarterly** | ||
+ | * **Bi-Annually** | ||
+ | * **Annually** | ||
+ | |||
+ | ====== StdDev Iterations ====== | ||
+ | Set the **number of standard deviations** to show on the chart. | ||
+ | |||
+ | ====== Show Vol Histogram ====== | ||
+ | Shows a **histogram** of over and under-valued options. | ||
+ | |||
+ | ====== Vol Histogram Type ====== | ||
+ | Set the **comparison type** for the histogram: | ||
+ | * **Theoretical Volatility vs Market Volatility** | ||
+ | * **Theoretical Volatility vs Settlement Volatility** | ||
+ | * **Market Volatility vs Settlement Volatility** | ||
- | Show StDev: Show the standard deviation on the chart. | ||
- | StdDev Rate: Set the standard deviation rate. | ||
- | 1 = one standard deviation. | ||
- | .25 = .25 standard deviation or 25 percent of a standard deviation. | ||
- | StDev Period: Set the time frame for the standard deviation. | ||
- | Daily | ||
- | Weekly | ||
- | Monthly | ||
- | Quarterly | ||
- | Bi-Annually | ||
- | Annually | ||
- | StdDev Iterations: Set the number of standard deviation to show on the chart. | ||
- | Show Vol Histogram: Shows a histogram of over and under valued options. | ||
- | Vol Histogram Type: Set the time frame for the standard deviation. | ||
- | Theoretical Volatility vs Market Volatility | ||
- | Theoretical Volatility vs Settlement Volatility | ||
- | Market Volatility vs Settlement Volatility |