If you are an institution, click below to learn more about our offerings for RIAs, Hedge Funds, Compliance Officers and more.

Option Analytics

See how price and volatility changes affect an option's value and risk dimensions.


Options Analytics
Part our Price/Risk analytics suite, the Option Analytics Window lets option traders visualize changes in an option's price with respect to unit changes in Greek values.

The Option Analytics Window includes the following features:

  • Create interactive curves to see at a glance how changing volatility assumptions, stepping closer to expiration and adjusting the price of the underlying impacts the value of an option line.
  • Specify close values by increasing or decreasing the implied volatility, and reducing the time to expiry.
  • Create dynamic curves based on different date scenarios.
  • Modify the strike prices, expiries and exchanges using easily accessible controls.
  • View Greeks and Put+Call P&L curves together or separately.
Disclosures

  • Any symbols displayed are for illustrative purposes only and do not portray a recommendation.
  • Options involve risk and are not suitable for all investors. For information on the uses and risks of options, you can obtain a copy of the Options Clearing Corporation risk disclosure document titled Characteristics and Risks of Standardized Options by clicking here.
  • Interactive Brokers LLC is a member of NYSE, FINRA, SIPC

Pursuant to the Treasury Laws Amendment (Design and Distribution Obligations and Product Intervention Powers) Act 2019, Interactive Brokers Australia Pty. Ltd. has prepared the following target market determinations relating to certain financial products for which it is deemed to be the issuer. Our Target Market Determinations are located here: Target Market Determinations.

Product Disclosure Statements are also available for each of these products. You should carefully consider these Disclosures in deciding whether to acquire, or to continue to hold, the relevant financial product.