Leaderboard

The K mean strike in the popup. That the usual notation in quant finance, and the underlying would be S for spot or F for forward. But i understand that it's not explicit. Here is the manual calculation : You can see that the straddle rv (straddle price / stock price) is increasing. To see the stock price, you could enable the "Show stock price change" in the Advanced Settings : The selected strike is always 10.0 because the only available strikes around the stock price (for that expiry) are : 5.0, 7.5, 10, 12.5, 15.