Using Bloomberg's OV screen, estimate the equilibrium price on a selected call and put currency futures. For
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Using Bloomberg's OV screen, estimate the equilibrium price on a selected call and put currency futures. For information on how to find options from the SECF and CTM screens and how to upload the futures options,
- To find currency futures on SECF, click "Currencies" from the "Category" dropdown and then select "Active Futures" from the "futr" tab. Use OMON on the currency futures screen (Currency Futures Ticker < Curncy>) to find the currency futures options.
- Load the option: Option Ticker
- Enter OV.
- On OV screen, determine the Black OPM price. Select Bloomberg's implied volatility, historical, or provide your own volatility estimate.
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