DECISION SUPPORT TOOLS
Greek Neutralizer
Track Trends. Enhance Trades.
FEATURES
ODIN™ Greek Neutralizer calculates
risk involved for the overall position
due to change in the price of the
underlying asset, its volatility and
time to expiration, on a continuous
basis. It not only provides online
Greek values like Delta, Gamma,
Theta, Vega, etc. but also helps in
neutralizing the Greeks for the
traded portfolio effectively.
•
Enables order entry based on volatility
•
•
Provides order placing facility directly
from Greek Neutralizer window
Enables online P&L Report and live
update of options DPR
•
Offers real-time calculation of implied
volatility (IV)
Offers Greek Market Watch with dynamic
column-based custom formulae
•
Provides real-time display of Delta,
Gamma, Vega and Rho values of the
entire portfolio
•
Enables ‘What-if’ analysis to compute
Delta, Gamma and Vega in different
market scenarios
•
Computes expense calculations with
expense report for all expiries
•
Calculates theoretical price from market
order entry
•
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Enables auto-pick of ‘at the money’ IV for
calculations
VALUE PROPOSITION
•
Greek monitoring and trading through a
single integrated application
•
Enables to view last half an hour average
in Greek Market Watch (Eq/Fut/Opt)
•
Provides real-time profit and loss (realized
& unrealized) and also simulated in price
and time
www.ftindia.com/greekneutralizer
FINANCIAL TECHNOLOGIES (INDIA) LTD.
FT Tower, CTS No. 256 & 257, Suren Road, Chakala, Andheri (East), Mumbai – 400 093, India.
T: +91 22 6686 1010 | F: +91 22 6686 1050 | [email protected] | www.ftindia.com