Shifting an Asian-based Option’s Volatility Surface

You can shift the volatility surface for Asian-based options.

What are the advantages of shifting the volatility surface in this way?

This lets you use SuperDerivatives' market data to calculate the option but also lets you profit from an increased margin by changing the ATM volatility spread.

You can shift it in the:

Single Option page for an Asian, Asian strategy, Asian strip and Asian strip strategy. You do this using the Market Vol fields in the Results area.

Portfolio page for an Asian and an Asian strip using the Vol (Shift) field.

The single arrow increases/decreases the volatility surface in increments of 0.10; the double arrow (which appears only in the Single Option page) increases/decreases the volatility surface in increments of 0.25.