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Option Anlysis has
the function of creating and evaluating strips. The design of the strip
may be set to use a strip price (value) or the at the market price (value).
Implied volatilities can be custmized on the screen or set to read the
IV Skews or IV Tables. The Strip calculator can use a market price of a standard exchange traded instrument with a spread value if needed.
The Spread Editor provides a table to enter price adjustments for each symbols term. This table then relates the difference to help price the at-the-money Strips more acurately.
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