Option Workshop blog #release

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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   volatility-chart positions release delta-hedger main-site


Friday, 15 June 2018

Option Workshop, version 18.6.1727

Subscription rotation

The main feature we've added in this version is an ability to “rotate” market data subscriptions. The problem which we were trying to solve is the limitation on a number of instruments, for which market data you can subscribe simultaneously. In Interactive Brokers TWS this limit is very low, only 100 instruments. CQG limit is about 400, IQ Feed - 500. You buy an extension for this limits, but it is not cheap.

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   ib interactivebrokers cqg telegram release delta-hedger main-site


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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   charting fills iv pl positions release volatility main-site new-feature


Monday, 03 April 2017

Release fix, 17.4.1457

We’ve released a small update, which includes only two bug-fixes:

  • The program sometimes hangs when user try to change position price through the Set price button;
  • The program ignores the first line of a CSV file with volatility curve.
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   bug-fix iv release


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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   fills interface options-desk pl positions release trading-strategy volatility main-site new-feature


Monday, 19 December 2016

Option Workshop, version 16.12.1329

In the new version we have unified the format of the options series codes. Now, the codes are displayed in a unified format for all elements in the interface.

Also we have made minor changes in the what-if scenarios functionality, exchange visibility configuration window and accounts visibility configuration window.

The description of these and other changes can be found in this article.

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   accounts exchange interface pl release main-site


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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   black black-scholes cox-ross-rubinstein iv positions release volatility main-site new-feature


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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   positions release