Patent ID: 8315938

Claim:
A system for option analysis, comprising: a processor configured to: receive a selection of a strategy to analyze for an underlying security; calculate a spectral map data for the strategy for the underlying security; and provide the spectral map data for the strategy to a display; cause the display to display a spectral map using the spectral map data, wherein the spectral map comprises a map of a value of the strategy at a plurality of times at a plurality of values of the underlying security, wherein the spectral map is superimposed over an underlying price chart, wherein the spectral map shows a potential future underlying investment price and one or more of the following: a profit or a loss, a delta, a gamma, a theta, a vega, or a rho for the strategy, wherein the delta comprises a delta-amount a price of the strategy moves given a $1 move in the underlying security, wherein gamma comprises a gamma-amount the delta moves given a $1 move in the underlying security, wherein the theta comprises a theta-amount the price of the strategy moves given 1 day of time elapsing, wherein the vega comprises a vega-amount the price of the strategy moves given a 1% move in a volatility, wherein a rho comprises a rho-amount price moves given a 1% move in a risk-free interest rate; and a memory coupled to the processor and configured to provide the processor with instructions.