In order to estimate margins, the parameters can be used in combination with the Margin Estimator . Please note that the figures contained in this file are estimates. They are based on theoretical assumptions, so should not be used as a basis for making trading decisions. Dividend estimates Dividend estimates are an approximation, not a known figure. Dividend estimates will also change from time to time.
Volatility estimates Only one volatility estimate per class is provided.
This figure is a weekly, weighted approximation of implied volatility on all option orders in that class. No skew of any kind is taken into account. If you do not understand the implications of skew, you should not use these figures. Volatility estimates are based on historical data. In reality, implied volatility changes constantly and reflects a number of factors including an option's exercise price and time to expiry.