Option volatility automatic fitting method and system
An automatic fitting and volatility technology, which is applied in the fields of instruments, finance, and data processing applications, can solve problems such as reduction and option value reduction, and achieve the effect of liberating manual operations, low use threshold, and simple and clear parameters
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[0061] The present invention will be described in detail below in conjunction with the drawings and specific embodiments. Note that the following aspects described in conjunction with the drawings and specific embodiments are only exemplary, and should not be construed as limiting the protection scope of the present invention.
[0062] Figure 2A with 2B The process of an embodiment of the automatic fitting method for option volatility of the present invention is jointly shown. See also Figure 2A with 2B The implementation steps of the automatic fitting method of this embodiment are described in detail as follows.
[0063] Step S1: Select appropriate data from the given periodical weight series to form the implicit volatility sequence required by the fitting algorithm input.
[0064] First, select the contract. According to the different expectations of the underlying contract price change direction, an option series will be divided into two types: call options (CALL) and put optio...
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