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Volatility parameters and ETO Class Ranking

Volatility and Dividend estimates

Implied volatility and dividend estimates are now available via the ASX Margin Estimator on a per series basis. Select the option series that you would like estimates for.

ASX Clear SPAN Margin Parameters

In addition to the volatility and dividend estimates provided in the ASX Margin Estimator quick reference is available to ASX Clear SPAN Margin Parameters for all securities traded in the ETO market.


The use of the Dividend and Volatility Estimates is at your risk. It is not a substitute for professional advice and should not be relied on to make investment decisions, which should always be taken with the assistance of a licensed investment adviser.

No liability will be accepted for any loss or damage suffered as a consequence of any use or purported reliance on the Dividend and Volatility estimates in the ASX Margin Estimator.

Your attention is also drawn to the General Conditions which should be viewed in conjunction with this Disclaimer.

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