Enhancements in this version:
Right Click Order for Details
Right click a working order in a contract window to open the Revise Orders window. This window now features a Details button (1) that allows you to see the full order details, including the original submit date and time.
Options Pro Click Trade Protection
Click trading from the price prompt method in the Option Sheet, Option Strategy Solver, and Option Strategy windows now offers price protection. If you click on a price that is worse than your theoretical value by an amount you choose, you will receive a warning before your order is placed. To set this, click the main properties button in the grey bar, click Options (1), then Click Trading (2), then check the Enable box under Price Prompt Trade Thru Theo Warning and set the Slippage amount (3). The slippage amount will prevent the warning box from getting triggered if the difference between the theoretical value and the clicked price is less than the slippage amount.
Portfolio Analysis Account Search
Changing accounts in the Portfolio Analysis window is now faster and easier. Simply click the account shown in the account dropdown (1) and start typing the account you would like to see. The dropdown list will switch to the first account matching what you're typing in real time, then just click the account you would like to switch to from the list (2).
New Portfolio Analysis Modes
Portfolio Analysis now features 3 different analysis modes: Default, Settlement, and Prelim Settlement. The Default mode runs the full position analysis in real time based on live markets. Settlement mode uses prior day inventory only, switches the underlying and options values to settlements, and switches the analysis series to the series used at the time of the settlement. Prelim Settlement mode uses the preliminary settlement values broadcast by the exchange in conjunction with the current analysis series and current inventory. To switch from one mode to another, click the properties button in the Portfolio Analysis, then under Analyzer Mode (1), click the dropdown menu (2) and choose the appropriate mode. Settlement and Prelim Settlement modes will add a yellow notification box to the top of the Portfolio Analysis window to remind you that you are not using live data for analysis.
New Columns and Nets in Portfolio Analysis¶
The Vertical Greeks Nets and Account Inventory tabs in Portfolio Analysis now provide expanded information. Vertical Greeks Nets now shows summaries for the net portfolio (1), summaries for each contract (2), and summaries for each contract month (3). In Settlement and Prelim Settlement modes, both Vertical Greeks Nets and Account Inventory can now show previous day inventory P&L (4), day trade P&L (5), and theoretical day P&L (6). Settlement and Prelim Settlement modes in these two tabs also show the net P&L difference (7) between settlement values and theoretical values based on underlying settlement data. This is typically referred to as that "add" that's necessary to reconcile the portfolio analysis with the statement. Net equity (8) values are also present in the Vertical Greeks Nets tab. The Net Equity value can be used to determine a running theoretical P&L.
