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Page History: Option Sheet Views

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Page Revision: 2016/07/05 14:43

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Creating and managing views is located in the global properties. There are 5 preset views provided and they cannot be edited. There is also one default view that can be edited. To add the views simply click in the value area to bring up the list of views. left click on each one you want to add then click ok to add it.



clicking on Number (1) you will bring up the below window. This is helpful because it allows you to copy and edit a pre-set view.

When you click on the default or copied view (2) it will bring up a menu that will allow you to add or remove the below options to your view. Once your view is created to your liking click here to see how to toggle and select your view on your Option Sheet.

Default

• View Name:This is name of the view.
• Clear All: Clear out everything in this view.
• Select All:Select everything for this view.

Inventory

• Call & Put Net: Show the Call and Put Inventory on the sheet.
• Strike Net: Show the Strike's Inventory on the sheet

Theoreticals

• Call & Put: Show the Call and Put Price on the sheet.
• Straddle: Show the Straddle Price on the sheet.

Electronic Options

• Working Orders: Show the working orders on the sheet on a call strike and put strike basis.
• Bid/Offer Prices:Show the bid and offer prices on sheet.
• Bid/Offer Volatility:Show the bid and offer volatility on sheet.
• Bid/Offer Size: Show the bid and offer size on sheet.
• Edge:Edge for the bid is the difference between the theoretical price and bid price.

Details:

• Edge for the bid is the difference between the theoretical price and bid price.
• Edge for the offer is the difference between the theoretical price and offer price.
• Negative edge can be turn on or off in the Formats All Sheets tab.


• Last Trade:Show the Last Trade Price on the sheet.
• Last Traded(Over/Under):Show the last trade price over or under the theoretical price on the sheet.
• Last Trade Diff(Over/Under):Show the difference of last trade price from the theoretical price and placed over or under the theoretical price on the sheet.
• Last Traded Volume: Show the last traded volume for the option on the sheet.

Analytics

• Call & Put Deltas:Show the call and put deltas on the sheet.
• Volatility:Show the current volatility values on the sheet.
• Definition of Volatility = The measure of future's movement for 1 standard deviation.


• Vega:Show the vega values on the sheet.
• Definition of Vega = The change to the options extrinsic value (time premium) given a 1% change to volatility.


• Vega Dollars: Show the vega dollars values on the sheet.
• Definition of Vega dollars = The change to the options extrinsic value (time premium) given a 1% change to volatility
• OEV: Show the OEV values on the sheet.

Definition:

• OEV = (Vega based option equivalence) Equivalent number of ATM (at the money) options based on Vega. This expresses vega in terms of number of ATM options.

Example:

• If your OEV is equal to -5.8 means it is equivalent to being short 5.8 at the money options in terms of vega. Buying 5.8 atm options would flatten the vega risk.
• Gamma: Show the gamma values on the sheet.
• Definition of Gamma = The change to the delta given a chnage to the future's price.
• OEG: Show the OEG values on the sheet.
• Definition:OEG = (Gamma based option equivalence) Equivalent number of ATM (at the money) options based on Gamma. This expresses gamma in terms of number of ATM options.
• Theta:Show the theta values on the sheet.
• Definition of Theta = The change to the options extrinsic value (time premium) given a 1 day change to days to expiry.
• Theta Dollars: Show the theta dollars values on the sheet.
• Definition of Theta = The change to the options extrinsic value (time premium) given a 1 day change to days to expiry.
• OET:
• Slope Premium:
• Strike Distance %
• Strike StDev DTE:
• Strike stDev:

Settlement Information

• Theo at Fut Settle:
• Vol at Fut Settle:
• Settle's Vol:
• Settle's Vol - Vol at Fut Settle
• Settle - Theo at Fut Settle:
• Settle - Theo
• Settlement Price:

Market Information

• Net Change:
• Total Volume:
• Open Interest:
• Open Interest Net Change:

Miscellaneous

• Strike:
• Second Strike:
• Separator:

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