Determining Option Strike Price Listing Range
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United States of America Patent
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Issued Date -
Nov 19, 2015
app pub date -
May 16, 2014
filing date -
May 16, 2014
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Abstract
A computer system may calculate an option strike price listing range using a volatility value. The volatility value may be determined based on market value data that corresponds to an optioned transaction type and that include multiple market values. Option class definition data may be generated and stored based on the calculated option strike price listing range.
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