While I do not have OptionVue, I remain very interested in most work on "Volatility". In "http://www.optionvue.com/newrelease.htm", under "The New Volatility Skew Model", The following statement is made: 1) More accurate fair values and greeks in the Matrix, as these calculations will be based upon projected volatility numbers that are much closer to each option’s current MIV. Aren't the "greeks in the Matrix" for T+0 (not projected into future)? I thought the "greeks in the Matrix" (specifically IV) were the "option's current MIV"! Stated differently: "Using projections of volatility for Matrix values (IV->greeks) is illogical." <-- since there is nothing to project. I do understand and agree on projections for volatility for T+n, but projections for T+0 (not so much).