{"id":179893,"date":"2021-06-07T14:37:00","date_gmt":"2021-06-07T18:37:00","guid":{"rendered":"https:\/\/ibkrcampus.com\/glossary-terms\/model-navigator\/"},"modified":"2023-01-22T13:33:48","modified_gmt":"2023-01-22T18:33:48","slug":"model-navigator","status":"publish","type":"glossary-terms","link":"https:\/\/www.interactivebrokers.com\/campus\/glossary-terms\/model-navigator\/","title":{"rendered":"Model Navigator"},"content":{"rendered":"<p>TWS Price\/Risk Analytics tool which uses market data along with interest and dividend values to calculate implied volatilities and option model prices. Use the Model Navigator to modify pricing assumptions and recalculate the model price.  Note: Option model computation requires market data for both the option and its underlying. In the case of index options, the market data for the futures reference contract is also required.  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