NEX (NEX) Price History & Volatility Data
The Price History feature shows historical prices for stocks, indexes, ETFs, and options.
- Trade Date - date the security last traded.
- Last Price - the last trade price.
- Theoretical Price - price derived using the historical volatility of the underlying stock or index.
- Charted Price - the split between the bid and ask.
For options, the Greeks can be charted along with the option price. The chart uses the split between the bid and the ask as the price.
The following Greeks can be charted:
- Delta - how much the option price will change for each move in the underlying.
- Gamma - the rate at which the optipon price changes as delta changes
- Vega - how the option prices changes relative to volatility
- Rho - how much the option price will change when the interest rate changes
- Theta - the rate at which the option price declines as time passes
The history of implied volatility shows how expensive options were over the selected price history. This is useful for determining the relative price of options, and can be help decide when to buy an option (when it's cheap), or sell an option (when it's expensive).