TOS greek differences Workstation vs. iPhone App

Discussion in 'Online Brokers' started by Brooks, Sep 6, 2016.

  1. Brooks

    Brooks Well-Known Member

    I'm looking at the RUT 10/7/16 ex, 1300 call.

    Both my PC workstation and my iPhone TOS app agree that the Mark is 2.875.

    But the iPhone show the Delta as -13.5 while the Workstation shows -16.

    I'm waiting to hear from TOS, but curious if anyone else has run into this ...

  2. Brooks

    Brooks Well-Known Member

    I heard back from TOS and made the change below and things are now in sync. Apparently, the iPhone app defaults to 'Volatility smile approximation'.

    "In reviewing, it seems that this is tied to the fact that TOS and the mobile app are using two different implied volatility calculations. To adjust this, please make sure you're running the most up to date version of the app. Then, in the app go to more >> settings >> volatility calculation. Change this to individual implied volatility. Then, in your desktop please be sure you have your vol calculation set accordingly. Go to setup >> application settings >> calculations. From there, change the vol calculation to individual implied volatility if it is not already set this way. From there, you should see that these match between the two."

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