| http://www.w3.org/ns/prov#value | - Black-Scholes formula related ???Greeks??? such as the delta, theta, etc. may also be included. [0065] As shown in FIG. 5, in another embodiment, the theoretical options volatilities 138 are plotted graphically on a graph where, one axis, such as the X-axis, represents the option's delta and where a second axis, such as the Y-axis, represents the implied volatility of the option represented by the
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