Option Workshop blog #positions

Tuesday, 28 August 2018

Option Workshop, version 18.8.1744

New features

  • User parameters of volatility scew lines now can be marked as default to be used for all new charts
  • Application initialization speed improved
  • In the instrument tree it's now possible to see instruments, which doesn't have options
  • Option desk now after some time will be automatically scrolled to an ATM strike
  • Option desk now lets user to show 75 and 100 strikes
  • In delta hedger it's now possible to manualy set a value inside a range to which adjust the delta
  • Vertical line showing current price of an underlying asset added to the volatility scew chart
  • Now it is possible to remove all contracts from market-maker with single click
  • Now it is possible to scale number of contracts in positions, for all positions at once
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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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Friday, 30 December 2016

Weekend readings, 2016/12/30

Paul Krugman: And the Trade War Came

Corporate America is still in denial about the prospects for a global trade war, even though protectionism was a central theme of the Trump campaign. … The … relevant legislation gives the occupant of the White House remarkable leeway should he choose to go protectionist.

Looks like a trade war is here…read how to benefit from this here

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Tuesday, 20 December 2016

One Easy fix for traders getting stopped out too early or cutting profits too soon…

If you’ve traded actively for at least a few months or years, you’ll know all too often the agony that comes with getting stopped out of a position and immediately, the trade takes off. A similar but lesser form of agony is felt when a trade has hit your price target and you proudly sell your position. Except, it keeps going and going…

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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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Wednesday, 23 November 2016

Option Workshop, version 16.11.1273

Some users might encounter the following issues after installing Option Workshop update 16.11.1268:

  • incorrect notification display: the expiration of the license or a notification about available updates;
  • incorrect price range calculation for the Strategy charts;
  • an error with incorrect position type when moving positions.

We apologize for the inconvenience and have fixed these issues. You can download a new version 16.11.1273 on our website.

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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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