Method and apparatus for improved electronic trading
US8744952B2 · kind B2 · utility
23Cited by
61References
16Claims
0Family size
Assignee
Inventors
Key dates
| Filing date | Oct 3, 2008 |
| Grant date | Jun 3, 2014 |
| Priority date | — |
| Expiry date | Nov 20, 2031 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/00
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A method and apparatus for outputting data that represents the change in value of an options premium that would have resulted if the options traded in a direct linear volume relationship with its underlying security is provided. Input values utilized include a delta value, a gamma value, a value-weighted average price of an underlying stock, a reference price of the underlying stock, and an original order premium value.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.