The Implied Volatility Viewer, introduced in release 951, has been enhanced to include:
To open the Implied Volatility Viewer, from the New Window drop down select Options Analysis and then Interactive Analytics, then select Implied Volatility Viewer.
The Contract Description now includes additional bond ratings in addition to Moody ratings. Bond rating subscribers will see all available ratings laid out in a row separated by a slash (/) in the Contract Description field and if the field is added, in the Bond Rating field. Hold your mouse over the description to see a list of rating provider: rating, for example MOODY: AA3, FITCH: A+. The Fitch and S&P ratings are also now included along with Moody as filters in the US Corporate and US Municipal Bonds scanners.
To see all bond ratings, you must subscribe to "Bond Ratings" in the fixed income area of the North America Market Data page. Log into Account Management and select Manage Account>Trade Configuration>Market Data. This single subscription includes all available bond ratings.
A new comprehensive chart study, Correlation Coefficient, has been added to our charts. The Correlation Coefficient (PPMCC) measures the linear correlation or dependence between two variables, in this case between two securities, in an attempt to show how closely the securities are related to each other. The value is positive when both securities move in the same direction (either up or down) and negative when they move in opposite directions.
To use the Correlation Coefficient, from within a chart click Edit>Studies and in the Comprehensive Studies section select the indicator.