desktop:vol_skew_controls

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desktop:vol_skew_controls [2023/12/22 19:53] – created robdesktop:vol_skew_controls [2025/03/19 12:18] (current) – rob
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 ====== Vol Skew Controls ====== ====== Vol Skew Controls ======
  
 +{{:desktop:mm-volskewcontrols.png|}}
  
-Image +====== Change All Vols ====== 
-Change All Vols: Left click in the value area to shift the Theoretical vol points vertically on the chart. +Left-click in the value area to shift the **Theoretical vol points** vertically on the chart.  
-Enable Pivot Point: Lets you choose a reference point for all the other adjustments instead of using the current futures price. +
-Upside: To change the upside vol points left click in the Value area to change the upside of the Theoretical vol points on the chart. +
-Downside: To change the upside vol points left click in the Value area to change the downside of the Theoretical vol points on the chart. +
-Tilt: Left click in the Value area to change the tilt of the Theoretical vol points on the chart. +
-Width: Left click in the Value area to change the width of the Theoretical vol points on the chart. +
-Shift: Left click in the Value area to shift the Theoretical vol points on the chart. +
-Increments: Left click in the value area to bring up a menu to edit the increments on the chart. (see image below)+
  
-Image +====== Enable Pivot Point ====== 
-Volatility Increment: Set the increment for the amount of volatility change for this month. +Lets you choose a **reference point** for all other adjustments instead of using the **current futures price**.  
-Details: +
-It is applied using the up and down arrows associated with volatility change. +
-The increment is applied to all strikes in the month. +
-Up Side Increment: Set the increment for the amount of up side strikes' volatility change for this month. +
-Details: +
-It is applied using the up and down arrows associated with volatility change. +
-The increment is applied to all strikes to the up side in the month. +
-Down Side Increment: Set the increment for the amount of down side strikes' volatility change for this month. +
-Details: +
-It is applied using the up and down arrows associated with volatility change. +
-The increment is applied to all strikes to the down side in the month. +
-Tilt Increment: Set the increment for the amount in volatility change to tilt the skew clockwise and counter clockwise for this month. +
-Details: +
-It is applied using the up and down arrows associated with increment change. +
-The increment is applied to all strikes in the month. +
-Width Increment: Set the increment for the amount in volatility change for increasing and decreasing the skew for this month. +
-Details: +
-It is applied using the up and down arrows associated with increment change. +
-The increment is applied to all strikes in the month.+
  
 +====== Upside ======
 +To change the **upside vol points**, left-click in the **Value area** to adjust the upside of the **Theoretical vol points** on the chart.  
 +
 +====== Downside ======
 +To change the **downside vol points**, left-click in the **Value area** to adjust the downside of the **Theoretical vol points** on the chart.  
 +
 +====== Tilt ======
 +Left-click in the **Value area** to change the **tilt** of the **Theoretical vol points** on the chart.  
 +
 +====== Width ======
 +Left-click in the **Value area** to change the **width** of the **Theoretical vol points** on the chart.  
 +
 +====== Shift ======
 +Left-click in the **Value area** to **shift** the **Theoretical vol points** on the chart.  
 +
 +====== Increments ======
 +Left-click in the **Value area** to bring up a menu to **edit the increments** on the chart.  
 +
 +{{:desktop:mm-incrementsmenu.png|}}
 +
 +====== Volatility Increment ======
 +Set the **increment** for the amount of **volatility change** for this month.  
 +
 +**Details:**  
 +  * It is applied using the **up and down arrows** associated with **volatility change**.  
 +  * The increment is applied to **all strikes** in the month.  
 +
 +====== Up Side Increment ======
 +Set the **increment** for the amount of **upside strikes' volatility change** for this month.  
 +
 +**Details:**  
 +  * It is applied using the **up and down arrows** associated with **volatility change**.  
 +  * The increment is applied to **all strikes to the upside** in the month.  
 +
 +====== Down Side Increment ======
 +Set the **increment** for the amount of **downside strikes' volatility change** for this month.  
 +
 +**Details:**  
 +  * It is applied using the **up and down arrows** associated with **volatility change**.  
 +  * The increment is applied to **all strikes to the downside** in the month.  
 +
 +====== Tilt Increment ======
 +Set the **increment** for the amount in **volatility change** to **tilt** the skew **clockwise** and **counterclockwise** for this month.  
 +
 +**Details:**  
 +  * It is applied using the **up and down arrows** associated with **increment change**.  
 +  * The increment is applied to **all strikes** in the month.  
 +
 +====== Width Increment ======
 +Set the **increment** for the amount in **volatility change** for **increasing** and **decreasing** the skew for this month.  
 +
 +**Details:**  
 +  * It is applied using the **up and down arrows** associated with **increment change**.  
 +  * The increment is applied to **all strikes** in the month.  
  
  • desktop/vol_skew_controls.1703274825.txt.gz
  • Last modified: 2023/12/22 19:53
  • by rob