IV Override
Implied volatilites of the last, bid, ask or theoretical can be overridden using the skew or volatility table to calculate the theoreteical values for each strike as the market changes. This gives the Market Maker the ability to create his own spreads from his own volatilities. Results of the overrides use the source for the Bid and Ask Implied volatiilty tables or the Skew and calculate the Bid\Ask Premium values. As the market price changes the premium values will adjust automatically. Back to Override setup