OptionWorkshop blog #release

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.

6 June 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.

3 April 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.

23 March 2017

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.

19 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.

5 December 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.

23 November 2016

Option Workshop, version 16.11.1268

Release 16.11.1268 entirely devoted to fixing errors and improving the functionality of the program. We have corrected more than 30 issues: interface customization, the functionality of the Positions and Fills table, formatting of the data exported or copied from Option desk, etc. We thank you for your valuable feedback!

You can download our new version here.

21 November 2016

Option Workshop, version 16.11.1252

The main change of the new version is an ability to customize the line styles for the volatility skew: model lines and markers. Also we continue to improve the functionality of Option Workshop and fix some bugs.

7 November 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.

24 October 2016

Option Workshop, version 16.10.1194

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.

10 October 2016

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