desktop:vol_skew_controls

Vol Skew Controls

Image

Change All Vols: 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 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 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.

  • desktop/vol_skew_controls.txt
  • Last modified: 2023/12/22 19:53
  • by rob