Option Workshop blog #new-feature

Tuesday, 06 June 2017

Option Workshop, version 17.6.1515

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.

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Thursday, 23 March 2017

Option Workshop, version 17.3.1431

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.

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Monday, 05 December 2016

Option Workshop, version 16.12.1307

In our new version, we have changed the principle of pricing models setting. Now the model is defined as a pair of a computation model (Black, Black-Scholes or Cox-Ross-Rubinstein) and volatility model. You can create multiple models for each series of options and customize them in different ways.

In the volatility model settings, you can specify custom volatility values. Also, we have added a user-defined model line on volatility skew built from custom values in the pricing model settings.

Also, there are a few small changes in the positions table, technical support form, etc.

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Monday, 24 October 2016

Option Workshop, version 16.10.1227

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.
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Wednesday, 28 September 2016

Development plan of Option Workshop in October/November

After the release we have received some good suggestions for program improvement. Thank you for your response. Thus, the development plan of Option Workshop in October/November:

  1. Show the open interest volume in the Option Desk.
  2. Display the theoretical price in the Order book.
  3. Add the ability to change the option type of the modeled position.
  4. Add standard strategy templates.
  5. Add the ability to include an underlying asset to the strategies templates.
  6. Add the option to change the update rate of the data exported via DDE.
  7. Improve the volatility charts.
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Friday, 23 September 2016

What`s New in Option Workshop version 16.9

September is here and we have a whole new major update to talk about. There are several new features that have been added to Option Workshop to help our users trade as efficiently and effectively as possible. Without further ado, I’m going to talk about each of these feature, and what they allow.

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Thursday, 15 September 2016

Strategy Templates Syntax

Strategy templates enable our users to design custom options spread templates. These spread templates can then be applied to any option series using the Spread desk.

Creating a strategy template

To open the strategy templates manager window, click on the strategy templates icon in the main menu.

The new updated main menu
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