Help Center Blog Open An Account

Gain Capital Futures OEC Trader Options Greek Addition


#1

Greeks and Theoretical prices are now available on the OEC platform in the Option Chain window:

Futures Options Greeks.jpg Click on image to enlarge.

By default, Greeks and Theoretical prices are turned off and need to be enabled after opening the Option Chain window. To do this, check the Greeks box in the upper right of the Option Chain window. Once checked, the Greeks and Theoretical pricing fields will become available.
Available Greeks:
Delta
Gamma
Vega
Theta
Rho
Market Implied Volatility
Theoretical Pricing Models:
Bjerksund Stensland (2002)

  • Dollar Index
  • Grains
  • Livestock
  • Metals
  • Softs

Barone-Adesi, Whaley

  • Oats

Black-Scholes

  • Currencies

Black (1976)

  • Energies
  • Financials
  • Indices

Thank you,
Optimus Futures
Discount Commodity Futures Broker | Optimus Futures | Trade Futures Online