Guide:

- To find futures indexes on SECF, click "Fixed Income" from the "Category" dropdown and then click "futr" tab or click "opts." Use OMON on the futures screen to find the futures options.

- Select the options from the selected futures' OMON or CALL screen.

- Load the option: Option Ticker .

- Enter OVME.

a. On the OVME screen, determine the Black OPM price (select Black). Select Bloomberg's implied volatility, historical, or provide your own volatility estimate.

b. Using the OVME screen for the call and put options contracts, evaluate the prices of the call and put options for different futures prices. Click the "Scenario" tab and set the axis for option prices and underlying futures prices.