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The Advanced Optionalysis package contains the following features:
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Includes Theoretical Price, Delta, Gamma, Theta, Vega, and Rho. These values are calculated using the Black Scholes option pricing model. All options quotes are adjustable for forecasting option performance.
Adjust pricing model inputs for "what if" analysis at the quote window, underlying instrument, and individual option levels.
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Chart historical and implied volatility for underlying instruments in any time frame from ticks to weekly.
Chart implied volatility for individual options in any time frame.
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