# A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Option Price Change

Option Price Change Due To

The columns in this section allocate the change in the option price to the change in the underlying drivers. The change in the price of an option from the previous closing price is attributed to the change in: the stock price or index value, implied volatility, time, and other factors relative to the previous day’s close.

Each value represents the change in the option price as though only the selected variable had changed, and all other variables were held constant.

For example, selecting “Implied Volatility” will estimate the change in the option price that would have happened if only implied volatility had changed, and stock price and all other variables didn’t change.

Option Price Change Due To-Other

Other indicates the change in the option price that can be attributed to interest rate and other minor factors such as change in dividend yield. This effect is typically not material to the value of the option."

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