Is a
Patent attributes
Patent Jurisdiction
Patent Number
Patent Inventor Names
David Walter Mortimer0
Scott Charles Larison0
Date of Patent
June 3, 2014
Patent Application Number
12285394
Date Filed
October 3, 2008
Patent Citations Received
Patent Primary Examiner
Patent abstract
A method and apparatus for outputting data that represents the change in value of an options premium that would have resulted if the options traded in a direct linear volume relationship with its underlying security is provided. Input values utilized include a delta value, a gamma value, a value-weighted average price of an underlying stock, a reference price of the underlying stock, and an original order premium value.
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