发明名称 CENTERING OPTIONS ON STRIKE PRICE
摘要 Users of trading devices may use trading applications to buy and sell options for underlying tradeable objects. Options may be identified in market data that are related to underlying tradeable objects and may be grouped for providing relevant option information for each group of options to a user. The option information may include strike prices for a subset of the options for the underlying tradeable object, which may be displayed in a predefined range of strike prices. The predefined range of strike prices may be configurable to allow for a different predefined range of strike prices to be displayed in the user interface. The strike prices included in the predefined range of strike prices relatively closer to a target strike price for a given market than the other strike prices of the options within a group. Other option information may be displayed with the strike prices for each option.
申请公布号 US2017109821(A1) 申请公布日期 2017.04.20
申请号 US201514885489 申请日期 2015.10.16
申请人 TRADING TECHNOLOGIES INTERNATIONAL INC. 发明人 CARROLL Steven J.
分类号 G06Q40/04 主分类号 G06Q40/04
代理机构 代理人
主权项 1. A method for generating and displaying option information related to underlying tradeable objects, the method comprising: receiving, via an options manager, market data related to a futures contract tradeable at an electronic exchange; identifying, via the options manager, options in the market data that are related to the futures contract; grouping, via the options manager, the options into different groups, wherein each group of options is related to a different options contract expiry; processing, via the options manager, a group of options to determine a predefined range of strike prices to display via a user interface, wherein the processing further comprises: sorting the group of options by strike price;determining a target strike price between a highest and a lowest strike price related to the group of options;determine at least one center strike price related to the group of options based on the target strike price, wherein the at least one center strike price comprises a closest relative strike price to the target strike price of the options in the group of options;identifying an equal number of strike prices above and below the at least one center strike price for being included in the predefined range of strike prices to display, wherein the strike prices above the at least one center strike price are the closest relative strike prices above the at least one center strike price of the options within the group of options, and wherein the strike prices below the at least one center strike price are the closest relative strike prices below the at least one center strike price of the options within the group of options;including the at least one center strike price and the identified strike prices above and below the at least one center strike price in the predefined range of strike prices to display; and displaying, via the options manager, the predefined range of strike prices via the user interface.
地址 CHICAGO IL US