The greeks view displays information about the so-called "Greeks" for the highlighted options contracts. You can choose the option pricing model that is used for calculating the greeks, and adapt the option model's input values volatility and interest rate. You can also customize font, colors and grid lines in the Options Matrix Properties dialog.

To change the option pricing model's input values (Volatility / Interest Rate)

▪       Right-click in the greeks view and select Properties.

▪       On the left side of the dialog, select Greeks.

▪       On the right side of the dialog, check Use custom values.

▪       Enter your custom values for Volatility and Interest rate.

▪       You can also change the default values for the number of Days per year that are used in calculations, and for the number of Tree Steps that are used in the Binomial options pricing model.

Note             The default value for volatility is determined by the field Volatility1Y of the underlying symbol.
The default value for the interest rate can be set under Tools > Options > General (see General Settings).

To change the option pricing model for calculating the greeks

▪       Right-click in the greeks view and select Properties.

▪       On the left side of the dialog, select Greeks.

▪       On the right side of the dialog, choose the option pricing model that should be used to calculate the greeks:

Black Scholes

This option pricing model is based on the Black-Scholes equation by Fischer Black and Myron Scholes (1973). When using this model, all option contracts are treated as if they could only be exercised on expiration in calculations ("European options").

Binomial (Cox-Ross-Rubinstein)

This option pricing model was developed by John Cox, Stephen Ross and Mark Rubinstein. It models the dynamics of the option's theoretical value for discrete time intervals over the option's life and takes into account the differences between American and European options.

To change the grid style of the greeks view

▪       Right-click in the greeks view and select Properties.

▪       On the left side of the dialog, select Greeks > Grid.

▪       On the right side of the dialog, change the grid style like you would in a price page.

For detailed instructions, see Changing the Grid Style.

To change font and colors of the greeks view

▪       Right-click in the greeks view and select Properties.

▪       On the left side of the dialog, select Greeks > Font.

▪       On the right side of the dialog, change font and colors like you would in a watch list.

For detailed instructions, see Changing Font and Colors.