the volatility & greeks view presents theoretical information based on and calculated using the black-scholes option pricing model. the table shows end-of-day options with a different set of information for the options trader to help them monitor and analyze their risk. calls “in the money” are highlighted:
in-the-money – puts: the strike price is greater than the last price in-the-money – call: the strike price is less than the last price
Reading: Bitcoin options expiry dates 2022
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For the expiration date of the selected options, the information that appears at the top of the page includes:
- Option Expiration: the last day an option can be exercised, or the date an option contract ends. also includes the number of days until options expire (this includes weekends and holidays).
- Implied Volatility – The overall implied volatility for all options for this contract futures.
- option point price value: The intrinsic dollar value of an option point. To calculate an option premium in US dollars, multiply the current option price by the point value of the option contract. (note: the point value will differ depending on the underlying product).
fields displayed in futures volatility & the Greek view includes:
- Strike: The price at which an option buyer can buy or sell the underlying commodity futures contract, regardless of its current price.
- Implied volatility – Implied volatility can help traders determine if options are fairly priced, undervalued, or overvalued. therefore, it can help traders make decisions about the price of options and whether it is a good time to buy or sell options. Implied volatility is determined mathematically by using current option prices in a formula that also includes standard volatility (which is based on historical data). the resulting number helps traders determine whether or not an option’s premium is “fair.” it is also a measure of investors’ predictions about the future volatility of the underlying stock.
- delta – delta measures the sensitivity of the theoretical value of an option to a change in the price of the underlying asset. typically represented as a number between negative one and one, it indicates how much an option’s value should change when the price of the underlying stock rises by one dollar.
- gamma – gamma measures the rate of change in the delta for each one point increase in the underlying asset. it is a valuable tool to help you forecast changes in an option’s delta or an overall position. gamma will be higher for at-the-money options and progressively lower for in-of-the-money options. unlike delta, gamma is always positive for both calls and puts.
- theta – theta is a measure of an option’s decay time, the dollar amount that an option will lose each day due to the passage of time. For at-the-money options, theta increases as the option approaches expiration. for in- and out-of-the-money options, theta decreases as the option approaches expiration.
- vega – vega measures the sensitivity of an option’s price to changes in volatility. a change in volatility will affect both calls and puts in the same way. an increase in volatility will increase the prices of all options on an asset, and a decrease in volatility causes all options to decrease in value.
- bias iv – (volatility implied bias) the difference between the volatility of a specific out-of-the-money option and the volatility of the at-the-money option.
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registered bar chart members can set a preference for how this page is displayed.
- select the number of strikes you want
- 5 strikes +/-
- near the money (10 strikes +/-)
- 20 warnings +/-
- 50 notices +/-
- all notices
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