Patents by Inventor Scott Charles Larison

Scott Charles Larison has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • METHOD AND APPARATUS FOR IMPROVED ELECTRONIC TRADING
    Publication number: 20190279299
    Abstract: A method and apparatus for outputting data that represents the change in value of an options premium that would have resulted if the options traded in a direct linear volume relationship with its underlying security is provided. Input values utilized include a delta value, a gamma value, a value-weighted average price of an underlying stock, a reference price of the underlying stock, and an original order premium value.
    Type: Application
    Filed: October 9, 2018
    Publication date: September 12, 2019
    Applicant: ITG Software Solutions, Inc.
    Inventors: David Walter Mortimer, Scott Charles Larison
  • METHOD AND APPARATUS FOR IMPROVED ELECTRONIC TRADING
    Publication number: 20140372278
    Abstract: A method and apparatus for outputting data that represents the change in value of an options premium that would have resulted if the options traded in a direct linear volume relationship with its underlying security is provided. Input values utilized include a delta value, a gamma value, a value-weighted average price of an underlying stock, a reference price of the underlying stock, and an original order premium value.
    Type: Application
    Filed: June 2, 2014
    Publication date: December 18, 2014
    Applicant: ITG Software Solutions, Inc.
    Inventors: David Walter MORTIMER, Scott Charles Larison
  • Method and apparatus for improved electronic trading
    Patent number: 8744952
    Abstract: A method and apparatus for outputting data that represents the change in value of an options premium that would have resulted if the options traded in a direct linear volume relationship with its underlying security is provided. Input values utilized include a delta value, a gamma value, a value-weighted average price of an underlying stock, a reference price of the underlying stock, and an original order premium value.
    Type: Grant
    Filed: October 3, 2008
    Date of Patent: June 3, 2014
    Assignee: ITG Software Solutions, Inc.
    Inventors: David Walter Mortimer, Scott Charles Larison
  • Method and apparatus for improved electronic trading
    Publication number: 20090094151
    Abstract: A method and apparatus for outputting data that represents the change in value of an options premium that would have resulted if the options traded in a direct linear volume relationship with its underlying security is provided. Input values utilized include a delta value, a gamma value, a value-weighted average price of an underlying stock, a reference price of the underlying stock, and an original order premium value.
    Type: Application
    Filed: October 3, 2008
    Publication date: April 9, 2009
    Inventors: David Walter Mortimer, Scott Charles Larison