The Cox-Ross-Rubinstein binomial option pricing model (CRR model) is a variation of the original Black-Scholes option pricing model. The model is popular because it considers the underlying instrument over a period of time, instead of just at one point in time. It does this by using a lattice-based model, which takes into account expected changes
Options
Strike Settings
All Settings selections are the same as for the ATM and Series displays. Make your selections as needed. Strike Buttons Settings You can customize the Strike display by Adding your own buttons and field combination. You may have a maximum of 12 buttons. If you already have 12 and you want to add another,
Option Window Templates
Options window templates let you design a format for Options that you can use for all of your options displays. To Save an Option Template: Customize your display. Click on your customized option window to make it the active window, and then select FILE/Save Option Template from the Main Menu Bar. In the dialog, under
Calculator View
The calculator views lets you do analysis based on your own input related to options changes. Your selections will change the options graph accordingly. To Open a Calculator View Window Select Calculator View from the OPTIONS menu Under Symbol Root, Enter the Root Symbol you want to analyze Click the OK button Customizing the Actual
Strategy View
The Strategy View allows you to create and view various options strategies – either standard industry strategy spreads or your own free-form strategies. To Open a Strategy View Window Select Strategy View from the OPTIONS menu on the Main Menu Bar Under Root Symbol, enter the Root Symbol you want to analyze Overview of colors:
Strike View
The Strike display shows all strike prices for all contract months that are trading under a specific symbol. Here are some tips that will make your access to options more efficient. To go to the full options Series display from the Strike view, double-click on the contract month at the top of the Strike View
RTD (Real Time Data) Linking Quotes
RTD offers an updated alternative to DDE linking to Excel spreadsheets. RTD offers the following advantages: Has Excel function-like syntax Puts the real-time data in a cell Can use cell references as part of the formula Updates in real time, frequency based on user configurations Is extremely efficient Is able to drive calculation; formulas based
DDE Linking Quotes
Linking Live Quote Data Into Excel You can link real-time prices from a quote sheet into an Excel spreadsheet. The linked prices will continue to update in real time. Note: ProphetX no longer uses DDE as the Default linking into Excel instead it uses RTD Linking. You can still use DDE but you will need
Options Format Excel Link
From either the Series or Strike view, you can select Format Excel Link from the right-click menu: Select the Link Type: The selection you make depends on whether the option is valid over time as At the Money changes, which curve gets used, and whether it matches or not. Fixed – If the selected strike
Linking Data From the Options Strike View
When linking from Options, you have the choice of doing standard DDE linking or the updated RTD linking. For additional information on the differences between RTD and DDE, go to RTD Linking and DDE Linking under Linking Quote Data to Spreadsheets. To select your preference: Select the Settings button () or File/Settings from the Main