Page History: 4.3.4 - 10 May 2014
Compare Page Revisions
Page Revision: 2014/05/06 16:33
Enhancements to Professional Options functionality:
Solver
- New Greeks and OEs added : Configurable from main properties.
- Request For Quote (RFQ) : RFQ a strategy at the CME by clicking the RFQ button
- User Defined Spread (UDS) : If strategy already exists the theoretical background color will be green
- If not green press the RFQ button to create a UDS
- View and trade strategy’s market directly from the theoretical price, bid price, bid size, offer price and offer size.
- Heat Map based on theoretical value: appears on the bid price, bid size, offer price and offer size.
Option Strategies window (Save tab & RFQ tab)
- New Greeks and OEs added : Configurable from main properties.
- Right Click: RFQ, send to solver, save, pit trade, trade
- View and trade strategy’s market directly from the theoretical price, bid price, bid size, offer price and offer size.
- Heat Map
- Appears on the bid price, bid size, offer price and offer size (based on theoretical value)
- Appears on the Last Trade, Last Trade Volume, Last Trade Total Traded Volume (TTV) and Last Trade Time.
- New RFQ tab
- Sortable running list of RFQs
Analyzer
- Added: Slide profit and loss (analyze the P&L at multiple futures prices), expiration delta, slide interval (in ticks and in price).
- Hedge delta: Right click on the delta in a contract report and contract month report to open a contract window . The delta’s amount will automatically populate the quantity.
- Configurable views : Configure what rows/columns to see from the main properties, and quickly change between them on the analyzer
- Right Click menu
- Send leg to solver on inventory and trade list
- Click Trading: Right click in the slide report, inventory and trade list to open the corresponding option/futures contract window
- Access model management on month slide, inventory and trade list
- Resize Columns
- Window Properties
- Apply different inventory types: All, current, and previous
- Apply a stress test: Stress the volatility, days to expiry and slide increments
- Toggle weighted greeks: The weighting can be configured in the model manager.
Global Options setting
- New Options Settings hierarchy: From the main properties, now find General, click trading, and heat map formats
- General settings
- Enable helpful information that appears when hovering over controls.
- Globally adjust days to expiry (DTE)
- Set decimal places
- Set the static futures visible price levels
- Click trading settings
- Set default quantities for options and futures
- Price prompt levels for options and futures.
- View Only
- Heat map formats
- Settings and formats for heat map on bid, offer and last trade.