Historical volatility

TT stores the auto-fit volatility curve data at regular intervals. The bottom pane of the widget displays a graph of the at-the-money volatility for the current and previous trading sessions.

The ATM Volatility graph displays the at-the-money values for the period from 12:01 AM on the previous trading day to the present time.

1. Selected date and time
2. Date and time of the selection
3. Historical volatility curve for the selected time