Knowledgebase: IV change for strikes are not being displayed

Posted by Andy Mitchell (Import), Last modified by Andy Mitchell (Import) on 25 January 2011 07:58

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If you have a committed position, change the option chain column to IV Change and if no data shows up for the legs in the position then you need to check that the position snapshot (in the TradeLog) have valid entries.

In order to calculate the IV change for individual option legs, the software needs to have valid data in the underlying price field of the snapshot for the position. Check this by opening the TradeLog for the position, right mouse click on the first 'Comment' line and select 'Edit Snapshot...'. Make sure the underlying price is populated or enter a valid price for the underlying at the time of the trade and save the snapshot. Repeat this process for each Comment line in the position and then save the TradeLog.