Many traders find that it is useful to be able to set the skew for a portfolio or accounts. Market Makers need to set the Implied volatility and make adjustments to it in a quick concise manner. Two types of Implied Volatility tables have been designed to increase the efficiency of analyzing risk and making markets. The Skew program uses a quadratic formula to create a skew for a specific instrument and term. Using a mathematical model to create the skew provides an unbiased skew for multiple markets without spending time manually inputting the Implied volatility values or parameters. The Implied Volatility table is a user-friendly Volatility application in which the skew can be custom tailored for each instrument and/or term. The shape of the skew is important in simulating and projecting the theoretical values of an option.

These tables can be used in the following programs: Strategist, SCOTS, Position Analyzer, Simulations, VaR, Option Summary, and Option Analysis.

See the Implied Volatility Table
See the Implied Volatility Skew