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Page History: Option Sheets Formats

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Page Revision: 2016/07/05 19:56


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Image

    General

  • Headers:

      Details:

    • Under descriptions length choose: none (hide), short, medium, or long.
    • Under Call/Put on left choose: placing a C for call or P for put on the left or right side of the description.
    • Under Use Call/Put Character choose use a symbol to represent the C (call) and P (put).
  • Zoom:

      Configure:

    • Press up and down arrows to adjust.
    • Type in the zoom rate.

      Details:

    • The format for percentages are in decimal form.
    • example: .65 = 65%, 1 = 100% .
    • zoom minimum is .60.
    • zoom maximum is 3.00.
  • Margins: The space between cell text and the border.

    Disable Percision

  • Theoretical Value: Disable the precision for the theoretical value on the option sheet.

    Toolbars

  • Month Selection Type: Choose between a pull down or a tab strip method to change the viewable month on the option sheet.
  • Future Toolbar: Choose how to configure the the futures toolbar.
  • Options Toolbar: Choose how to configure the options toolbar.

    Inventory

  • Call & Put: Formatting options for the call and put inventory.
  • Strike Net: Formatting options for the strike net inventory.

    Theoreticals

  • Format Individual Months:
    • CHECKED BOX:this allows each month to be formatted individually.
    • UNCHECKED BOX:this allows all months to be formatted the same.
  • Price: Formatting options for theoretical price.
  • Straddle: Formatting options for theoretical straddle price.
  • Delta: Formatting options for theoretical delta.

    Electronic Options

  • Working Orders: Formatting options for working orders.
  • Price: Formatting options for bid and offer price.
  • Volatility: Formatting options for bid and offer volatility.
  • Size: Formatting options for bid and offer size.
  • Edge: Formatting options for edge.

    Details:

    • Definition of Negative Edge = is when the bid difference or offer difference is less than the configured Edge Level (relative to the theoretical price).
    • Definition of Positive Edge = is when the bid difference or offer difference is greater than the Edge Level (relative to the theoretical price).
    • Definition of Edge for Bid = is the difference between the configured Edge Level (relative to the theoretical price) and bid price.
    • Definition of Edge for Offer = is the difference between the configured Edge Level (relative to the theoretical price) and offer price.
    • To set the edge levels = Press the Series button , in the Volatlity tab, in the Heap Map Edge Level group.
  • Show Negative Edge: Show the negative edge on the sheet.

    Details:

    • CHECKED BOX = shows both negative and positive edge.
    • UNCHECKED BOX = shows only positive edge.
    • Definition of Negative Edge = is when the bid difference or offer difference is less than the configured Edge Level (relative to the theoretical price).
    • Definition of Positive Edge = is when the bid difference or offer difference is greater than the Edge Level (relative to the theoretical price).
    • Definition of Edge for Bid = is the difference between the configured Edge Level (relative to the theoretical price) and bid price.
    • Definition of Edge for Offer = is the difference between the configured Edge Level (relative to the theoretical price) and offer price.
    • Last Trade:
    • Price Over or Under Theo:
    • Diff Over Under Theo:
    • Last Trade Volume:

      Analytics

    • Volatility:
    • Vega:
    • OEV
    • Gamma:
    • OEG:
    • Theta:
    • OET:
    • Slope Premium:

      Settlement Information

    • Theo at Fut Settle:
    • Theo Vol at Fut Settle:
    • Settle's Vol:
    • Settle's Vol-Theo Vol at Fut Settle:
    • Settle Theo at Fut Settle Over:
    • Settle Theo at Fut Settle Under
    • Settle- Theo Over Theo:
    • Settle- Theo Under Theo:
    • Settlement:

      Market Information

    • Net Change:
    • Total Trade:
    • Open Interest:
    • Open Interest Net Change:

      Miscellaneous

    • Strike:
    • Second Strike:
    • Seperator:

Trade how you want, where you want

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