Option Workshop, version 16.10.1227

In this update, we’ve added several improvements:

• Changes in the Positions manager:

  • Copying a strategy with all fills
  • A new Mnns (moneyness) column that shows the option status: in the money, at the money, out of the money
  • A new Risks tab. Now the tab shows only the total number of underlying contracts to be settled if in the money options expire right now. In the next updates, we plan to add more useful information about strategy in this tab

• Changes in the Charts form:

  • The ability to bind the Charts form with the active (selected) strategy in the Positions manager. The form will show a chart for the currently selected strategy in the Position manager
  • The ability to display the P&L chart taking the commission for the fills into account

• In the Option Desk, the bid and ask cells are now highlighted if the best bid/ask price is higher/lower than the theoretical price.

• In the new version, you can add contracts to the market maker by dragging a position or a strategy into the market maker setting form.

You can read more about these and other changes in this article.

We prepared a major update for Option Workshop. Many new features have been added to help our users trade efficiently.

There are two new tabs in the Positions manager:

• Orders – contains orders that are linked to selected strategy. On this form, you can place or cancel orders, and shift orders one step up or down from the midmarket price.
• Notes – contains text comments about the selected strategy. You can write comments on any strategy. Notes are displayed when you hover the cursor over the strategy name.

In the new version, you can change the position’s opening price, set the commission for the exchange/underlying assets/option series/futures, display the IV curves for several pricing models simultaneously, etc. We will discuss these and other features in this article.

In the new version of Option Workshop we have improved the fill manager’s functionality: improved working with several fills simultaneously, added new features and fixed some bugs. Also there are minor changes in strategies charts and templates. The details are below.

Fill manager

First of all we have improved its ability to work with several fills and added an ability to:

• drag several fills simultaneously to a target strategy,
• select a range of fills in the table by holding the Shift key.

In our new version, we have added several improvements by request from our users, and fixed some interface bugs, the DDE export bugs etc. The new version can already be downloaded from our website or through the update system.