Abstract: A method, computer program product, and client computer for defining an order execution delay period, such that the order execution delay period defines a maximum delay between an option order placement time and an option order execution time. An order option is received for a particular option, thus defining the option order placement time. A market trend for the particular option is determined and, if a favorable market trend is determined, the option order execution time is delayed for at least a portion of the order execution delay period.

Abstract: A method, computer program product, and client computer for defining a differential price amount. An option sell order is received for a first quantity of options at a first price. A second quantity of options, which is less than the first quantity of options, is sought for purchase at the first price. A third quantity of options is sought for purchase at a second price, which is less than the first price.

Abstract: A method, computer program product, and client computer for defining a differential price amount. An option buy order is received for a first quantity of options at a first price. A second quantity of options, which is less than the first quantity of options, is available for purchase at the first price and a third quantity of options is available for purchase at a second price, which is greater than the first price.

Abstract: A method, computer program product, and client computer for processing, for each of the plurality of option sets, a group of initial data points, such that each initial data point includes a strike price coordinate and a volatility coordinate. A best-fit curve is generated, on a single Cartesian plane and for each of the plurality of option sets, that is based, at least in part, upon two or more of the initial data points included within the respective group. Each best-fit curve defines a plurality of best-fit data points. Each best-fit data point includes a strike price coordinate and a volatility coordinate.

Abstract: A method, computer program product, and client computer for allowing a user to modify one or more best-fit data points included within a first best-fit curve to define one or more modified best-fit data points. The first best-fit curve defines a volatility of an option, with respect to a strike price, for a first chronological period. A reference point along the first best-fit curve is determined. A Cartesian offset, with respect to the reference point, is determined for each of the modified best-fit data points.

Abstract: A method, computer program product, and client computer for processing a plurality of initial data points, such that each initial data point includes a strike price coordinate and a volatility coordinate. A best-fit curve is generated based, at least in part, upon two or more of the plurality of initial data points, such that the best-fit curve defines a plurality of best-fit data points. Each best-fit data point includes a strike price coordinate and a volatility coordinate. A user is allowed to graphically modify one or more of the best-fit data points to define one or more modified best-fit data points.

Abstract: A method, computer program product, and client computer for positioning one or more desktop objects within a graphical user interface of an option management system. A location identifier is associated with at least one of the one or more desktop objects, such that the location identifier defines the position of the at least one of the one or more desktop objects within the graphical user interface.