Announcement

Collapse
No announcement yet.

Time and Implied Volatiltiy columns in option windows

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Time and Implied Volatiltiy columns in option windows

    The Time function refers to when the values were updated by ESignal (presumably).

    Given the emphasis on 'time', especially in TA, wouldn't it be sensible to include a 'time of last trade'?

    Is this important? The implied volatility column figures are redundant - IV is not uniform across strikes and expries in practise (and what do the figures - eg 841 for the Jun 3900 calls - refer to in the IV column? One standard deviation?)

    An investor may look at a quote, and because it appears 1 minute old, he could trade near the price. He's in the @#$! if he submits a market order.

    In the meantime, to establish the iv's of the last trades I'll have to refer to Eurex and cut-and-paste into Excel. Real-time? This is GMT (BST - one hour in the UK).

    Come on Guy's. It can't be difficult.

    Grant

  • #2
    Grant,

    You are correct, and I agree this is something we should have. I'll pass this suggestion along to our Product Development Team.

    Thanks.
    Regards,
    Jay F.
    Product Manager
    _____________________________________
    Have a suggestion to improve our products?
    Click Support --> Request a Feature in eSignal 11

    Comment


    • #3
      Volatility column figures

      Dear Jay,

      What do these figures refer to?

      Grant

      Comment


      • #4
        Hi Grant,

        You may want to read through the following FAQ regarding how to interpret the data in the Volatility columns. Thanks.

        Comment

        Working...
        X