System and method for presenting option data using animated 3-dimensional graphical display

摘要

System juxtaposes filtered and analyzed option data in a three-dimensional dynamic graph, which is displayed, for example, on a computer display terminal to the option trader. The option trader views the selectively filtered option data presented by the system in a way that reveals trends, risk and pricing over time. System is further capable of sequentially displaying (playing) hundreds of images of graphical option data representation to create an animation of dynamics of options volatility over time. In a real time trading environment, using these vast amounts of information presented in easily comprehendible form, such as reviewing years of historical records in a matter of seconds, a trader can quickly recognize various market opportunities. Further advantage of comes from the fact that the option trader gradually learns to recognize the significance of the various shapes and patterns of the displayed information and use them to execute profitable trades.

主权项

1. A computerized system comprising:
a communication interface configured to couple the computerized system to a network; a processing unit configured to obtain option data, to filter the obtained option data in accordance with filtering criteria, and to generate graphical representation of the filtered option data for display to a use; and a storage unit, wherein the processing unit obtains the option data from a remote data provider using the communication interface or causes the option data to be retrieved from the storage unit and causes the graphical representation of the filtered option data to be displayed to the user; wherein the graphical representation of the filtered option data comprises interposed volatility data for a plurality of option contracts; and wherein the filtering criteria comprises at least selecting out of the money options and excluding options with no bids; wherein the system is configured to play a skew chart movie representing historical changes in skew charts over a selected time period, and wherein each frame in the movie represents a skew chart from a specific day during the selected time period, wherein the graphical representation of the filtered option data comprises a three-dimensional chart of option volatility as a function of at least one of an option strike price or a time to expiration of the plurality of option contracts.