公开(公告)号：US08538849B2

公开(公告)日：2013-09-17

申请号：US13190655

申请日：2011-07-26

申请人： Michael Schmanske ,  Maneesh Deshpande ,  Rohit Bhatia ,  Yidong Ding ,  Pankaj Khandelwal

发明人： Michael Schmanske ,  Maneesh Deshpande ,  Rohit Bhatia ,  Yidong Ding ,  Pankaj Khandelwal

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/06

摘要： An exemplary aspect comprises receiving data related to an underlying asset; calculating values corresponding to near-term implied volatility and realized volatility for the underlying asset; and transmitting data sufficient to describe an index based on a difference between the values corresponding to the near-term implied volatility and the realized volatility for the underlying asset. Another exemplary aspect comprises receiving electronic data related to an underlying asset; calculating data sufficient to describe a plurality of call options and a plurality of put options related to the underlying asset and written on a first settlement date; crediting an account with proceeds from selling the call and put options; and debiting the account to settle one or more of the options that are in-the-money on a second settlement date. Other aspects are apparent from the description and claims.

摘要翻译： 示例性方面包括接收与标的资产相关的数据; 计算相应资产的近期隐含波动率和实现波动率的值; 并且基于与短期隐含波动率相对应的值与标的资产的实现波动率之间的差异来传送足以描述指数的数据。 另一示例性方面包括接收与标的资产相关的电子数据; 计算足以描述多个看涨期权的数据和与相关资产相关并在第一结算日期写入的多个看跌期权; 记入销售电话和放置期权的收益; 并借记帐户以在第二个结算日期结算一个或多个在货币中的期权。 从描述和权利要求中，其它方面是显而易见的。

公开(公告)号：US20120023036A1

公开(公告)日：2012-01-26

申请号：US13190655

申请日：2011-07-26

申请人： MICHAEL SCHMANSKE ,  Maneesh Deshpande ,  Rohit Bhatia ,  Yidong Ding ,  Pankaj Khandelwal

发明人： MICHAEL SCHMANSKE ,  Maneesh Deshpande ,  Rohit Bhatia ,  Yidong Ding ,  Pankaj Khandelwal

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/06

摘要： An exemplary aspect comprises receiving data related to an underlying asset; calculating values corresponding to near-term implied volatility and realized volatility for the underlying asset; and transmitting data sufficient to describe an index based on a difference between the values corresponding to the near-term implied volatility and the realized volatility for the underlying asset. Another exemplary aspect comprises receiving electronic data related to an underlying asset; calculating data sufficient to describe a plurality of call options and a plurality of put options related to the underlying asset and written on a first settlement date; crediting an account with proceeds from selling the call and put options; and debiting the account to settle one or more of the options that are in-the-money on a second settlement date. Other aspects are apparent from the description and claims.

摘要翻译： 示例性方面包括接收与标的资产相关的数据; 计算相应资产的近期隐含波动率和实现波动率的值; 并且基于与短期隐含波动率相对应的值与标的资产的实现波动率之间的差异来传送足以描述指数的数据。 另一示例性方面包括接收与标的资产相关的电子数据; 计算足以描述多个看涨期权的数据和与相关资产相关并在第一结算日期写入的多个看跌期权; 记入销售电话和放置期权的收益; 并借记帐户以在第二个结算日期结算一个或多个在货币中的期权。 从描述和权利要求中，其它方面是显而易见的。