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Underlying Security

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In options trading, an underlying security is the security that must be delivered in case a call or put option is exercised.

For example, If Google call options are exercised, the corresponding number of Google stock shares must be purchased. Google stock is the underlying security of Google options.

Some options, Index options for example, do not have underlying securities; they are settled in cash.


Objects: Underlying Security
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Implied Volatility Data
by Caleb, uploaded several months ago

...underlying security and is measured using the annualized standard deviation. The implied volatility on the other hand is the market expectation of the future volatility and is derived from the different stock's options.

This downloader stores the data in a custom database "iv" and also gets the following values:
iv: Implied volatility
hv20:...
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 Downloader 
Basic
Polarized Fractal Efficiency
by MikeMM, uploaded several months ago

...underlying security is trending up, while a value below zero indicators that the security is trending down.

Besides the above rule of thumb, the Polarized Fractal Efficiency indicator also measures the strength of the trend. The higher the indicator value the stronger the trend is. This means that a value of...
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 Indicator 
Basic
Variance Ratio - Trading Indicator
by Brian Brown, uploaded several months ago

...underlying security.

The trading indicator gets three parameters, which are a price series, a lookback period (to calculate return) and another period to use when calculating standard deviations.

Example: ...
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 Indicator 
Basic
McGinley Dynamic Indicator
by The trader, uploaded several months ago

...underlying security changes.

Instead of a lookback period such as the ones you can find in moving averages, McGinley Dynamic indicator replaces it by a constant number that defines how closely the indicator tracks the stock or security. McGinley Dynamic adjusts itself depending on the speed and volatility of the market...
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 Indicator 
Basic
Keltner Channel Breakout Strategy
by Brian Brown, uploaded several months ago

...underlying security close price becomes lower than the middle band of the Keltner channel or when the position is stopped by the 20% trailing stop.

The maximum number of positions of the trading system is 10. With a bandwidth value of three (parameter of the Keltner channel), the annual return of...
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 Trading System 
Basic
S&P CNX Nifty Index Futures
by The trader, uploaded several months ago

...underlying security is the S&P CNX Nifty. Historical data for the underlying index can be found here: 386, and intraday data can be downloaded using 749.

S&P CNX Nifty futures contracts have a maximum of 3-month trading cycle, which are the near month, the next month and the far month. These...
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 Downloader 
Basic
ETF Holdings - Exchange Traded Funds Securities List
by The trader, uploaded several months ago

...underlying security.
In order to get a complete list of each ETF holding over time, this trading object downloads, for iShares ETF, historical data of ETF holdings. The data is stored in a custom database "etf_holdings1" in a field called "holdings". After data is downloaded for all our Exchange Traded Funds,...
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 Downloader 
Basic
VIX FIX: Volatility Measure by Larry Richard Williams
by The trader, uploaded several months ago

...underlying security while a low VIX Fix value indicates a low volatility in the underlying security. There are several ways to use the Williams VIX Fix in a trading strategy. You can for example apply the Bollinger Bands or the stochastic indicator on the VIX Fix for stocks or indices...
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 Indicator 
Basic
Commodity Selection Index
by Brian Brown, uploaded several months ago

...underlying security, the margin value is the margin requirement of the futures contract and finally the commission value should be equal to the commission amount of the futures contract. All these parameters as well as the period must be passed as parameters to the commodity selection index function. The lookback...
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 Indicator 
Basic
Bear Put Spread
by bug man, uploaded several months ago

...underlying security with a lower premium. The strategy results in a net debit (Premium of the purchased option minus the premium of the sold option).

The bear put spread is created by simultaneously buying a put option on a particular stock and writing or selling a put option on the same...
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 Downloader 
Basic
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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.