Apparatuses, methods and systems for a volatility expiration index platform

Number of patents in Portfolio can not be more than 2000

United States of America Patent

PATENT NO 10026128
APP PUB NO 20120041891A1
SERIAL NO

13207049

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ATTORNEY / AGENT: (SPONSORED)

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Abstract

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The APPARATUSES, METHODS AND SYSTEMS FOR A VOLATILITY EXPIRATION INDEX PLATFORM (“VEIP”) transforms user and market data inputs via VEIP components into Vol Ex Index publication and Vol Ex Index instrument communications outputs. A current reference security price may be determined for a reference security. A plurality of option strike prices may be derived from the current reference security price. Implied volatility and delta may be determined for options associated with each derived option strike price and used to calculate a delta-weighted implied volatility for each derived option strike price. A weighting for each derived option strike price may be determined and used along with the delta-weighted implied volatilities to calculate a volatility expiration index value for the reference security. Using the volatility expiration index value, a volatility expiration index financial instrument may be generated and introduced into a financial instrument exchange market.

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Patent Owner(s)

Patent OwnerAddress
NYSE GROUP INC11 WALL STREET NEW YORK NY 10005

International Classification(s)

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Babel, Michael G Oceanside, US 1 8
Heebner, Thomas E Summit, US 1 8

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7.5 Year Payment $3600.00 $1800.00 $900.00 Jan 17, 2026
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