Cboe Silexx to update to latest version of implied volatilities, Greeks, theoretical prices
Effective October 2, 2023, Cboe Silexx, a multi-asset order execution management system (OEMS) that caters to the professional marketplace, will update to the latest version of implied volatilities, Greeks, and theoretical prices.
Upon the effective date, Cboe Silexx will update to v4, which uses a model-fitted volatility surface methodology with Greeks driven from theoretical prices. The prior version’s methodology was based on mid-point.
Cboe has recently announced further enhancements to Cboe Silexx.
Version 23.9 of Cboe Silexx enables users to leverage P2P routing (Silexx terminal to Silexx terminal) for FLEX orders. Clients enabled for P2P workflow will see the P2P route available within the FLEX order ticket.
Risk Radar users can now enjoy the ability to group their selected accounts together for the purpose of viewing netted positions across accounts.
FLEX users who trade DAC orders can now see the exchange stamped reference price come back on the order acknowledgement. Users can view this by adding field ‘DAC REF PRICE’ to their order trail pane.