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Options Analysis Preferences

Investor/RT can calculate the historical volatility of stock instruments and in turn can evaluate associated stock options to determine their theoretical value, implied volatility, and greeks. This preference window is the place where you specify the parameters for Investor/RT to use when calculating the historical volatility for stocks. The calculation is normally performed using 21 bars of daily historical data. The calculation is also based on the no-risk prevailing interest rate expressed in percent per year. Two methods for volatility calculation are supported--the extreme value method and the close to close method.