multiple symbols.
December 22, 2011
92.1, Various Revisions and Builds through 92.1.634
23345 Changed Quote Server (Data Feed) Names mentioned in Default Settings and “/V?”
Quote Server Picker list to mixed case to be more consistent.
24694 Fixed problem with bad headers in Risk Report (Aggregate matrix within Standard
Matrices section).
26239 Fixed problems with cThv/pThv calculations on Index positions when using LRHybrid
model.
27827 Fixed problem where implied volatilities weren't being set for new positions properly
based on your default volatility setting.
28014 Fixed problems with ATM option filter with symbols with multiple option classes that have the
same expiration date and option root (e.g. OIH) that were causing options to be excluded.
28612 Fixed bug where Shift + left mouse click on an Option Pane column to try to select two
columns would open an additional tab by the name “54”. Multiple columns should never be
able to be selected.
28809 Fixed problem where options with expiration dates prior to effective Trade Date would
incorrectly show Premium Over Parity – Premium Over Parity should be zero when
advancing past expiration
28868 Corrected some issues with how VRA calculates theta
29156 RA not setting to correct implied volatilities in SPX
29184 Trades in VX futures in a VIX position are becoming mismatched when switching away from
and back to the VIX tab with Unadvise Inactive Tabs turned on and using SpryWare.
29212 Set all implieds to same value when days = 0.
29214 Change RevThv and ConvThv to only reference Hedge Price.
29225 Use Black Scholes on puts with interest times probablility below .005 and no dividends or
negative int rates.
29236 On Expiry Date Switching AM expiry to PM displays Aivols as 0.1 constant values
29266 “File | Save" and "File | Save As" Menu displayed enabled for no symbol / position loaded on
MH.
29283 Put values are fluctuating with small volatility changes with large neg. stock rates
29290 AiVol calcs are giving far too high of numbers with 91.9.0.621
29292 Intraday decay being taken out of a postion causes greeks (theta mostly) to be calculated
incorrectly.
29309 Improper alignment for columns at “Actual Position" section of "Combos" section of
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