At-a-Glance
Key Takeaways with Craig
Due to travel schedules today, we’ll be dedicating today’s InFocus to highlight a popular CME Group tool: The Options Calculator. This tool allows you to generate fair value prices and Greeks for any of CME Group’s options on futures contracts.
As seen at the top of the tool, you can customize the following input parameters:
Strike
Option type
Underlying futures price
Volatility
Days to expiration
Rate
The calculator gives you the option of eight different pricing models, although it defaults to the one most frequently used models for the selected product. Use the calculator to quickly modify the volatility of the underlying price to re-calculate the options value and associated Greeks.
If you click on the second tab on the right, a universal calculator is available for quick pricing of a generic option, allowing you to define your specific parameters. All inputs including strike, expiration, volatility, and model type can be easily adjusted.
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Neither futures trading nor swaps trading are suitable for all investors, and each involves the risk of loss. Due to the leveraged nature of futures trading and swaps trading, it is possible to lose more than the amount deposited in a position. Therefore, traders should not deposit more funds than they can afford to lose without negatively affecting their lifestyles. A trader cannot expect to profit on each trade, and should only devote a small amount of their available funds to each trade. All references to options refer to options on futures.
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