Skip to main content

What’s new in this this version:

  • The implied offset can be calculated and displayed for all option expires in Metro.
  • The offsets can be updated automatically as the implied offset changes.
  • The first Underlying Offset Controller did not have the ability to manage offset for multiple exchange symbols with a common underlying. This was problematic in regards to weekly, daily, and end-of month futures.

Relevant examples include weekly and monthly gold options (OG, OG1, OG2, etc.) all priced off of Gold (GC) futures and daily S&P index options (E1A, E1C, EW1, E2A, E2C, EW2,  etc.) all linked to the E-Mini (ES) future.

Note that this widget is not meant to replace Trade Sheets or Metro Product portfolio settings, but instead extend its functionality.

More About Exegy

Related Resources

Exegy Enhances Iceberg Order Detection Tool with Intraday Data

St. Louis, New York – Feb 29th, 2024 – Exegy, a leading provider of market data and trading technology for the capital markets, today announces the addition of intraday signals…

Building Success, Buying Excellence

4 factors to consider when upgrading trading infrastructure When it comes to building out and upgrading trading infrastructure, firms must decide whether they’re looking for a custom-built, in-house solution or…

Yesterday’s Infrastructure is Today’s Financial Loss

3 Ways Market Data as a Service can Protect Your Business With baseline market volatility increasing, traditional market data infrastructure systems are being pushed to their limits. Exegy’s combination of…