|You're The Options Expert
Enhancements coming soon
1. We put this off for a while as we took care of other needs, but now it’s time! We will work on the volatility skew model to see what
improvements can be made. One goal is to get a better curve fit so that fair values in the Matrix come closer to actual market
prices. Another goal is to develop a model that accurately anticipates changes in the shapes of the skew curves in response to
possible market moves. Don’t worry, the pricing model in the software now will be kept and given a name, perhaps “the golden
oldie”, and users will be allowed to switch between this and the new model. At the same time, we want to improve upon the current
volty skew graphics and add the ability to show IV skews of different dates, current and past.
2. Miscellaneous other improvements per customer input.
|OptionVue version 8.27 started shipping August 11, 2017.
1. A new checkbox called “Collapse Exps” appears in the Matrix in the upper right whenever your positions are such that one or
more expiration columns can be collapsed. Here is how it works: If you have positions in two or more separate expirations and
there are any intervening expirations which are void of positions, then the new checkbox will appear and you can click it to take
the intervening position-less expiration columns out of view. Behind the scenes, the program is still gathering quotes for those
out-of-sight options and using them in the modeling.
2. When working with super large Matrixes such as the $SPX, many processes were taking extra time just because of the large
number of options involved. By implementing a new search algorithm when working with the list of options symbols, we were
able to greatly reduce the time it takes to open a Matrix, switch to a different date in BackTrader mode, open Account Status,
and open Reports.
3. We made all of the currencies work properly again with TOS quotes. Also, we got the Mexican Peso matrix filling in properly
when using IB quotes, and we got the Mexican Peso working as well as any of the other six major currencies in terms of quotes,
margin requirements, etc.
1. A few customers were seeing an error notice immediately upon starting OptionVue. This problem was corrected.
2. $SPX and $RUT month-end options were often grayed out when in BackTrader mode prior to July 14, 2017. We were able to
fix this with a change on the server side on Aug 7, 2017. However, for customers storing to the local archive folder, it is important
to delete all files “C:\OpVue8\Archive\$SPX_<date>_ BKGND” and “C:\OpVue8\Archive\$RUT_<date>_ BKGND”.
3. When importing ES options trades from IB, the program was not filling in the “Asset File” field if the options were month-end
options. This was fixed.
4. In Reports | Realized G/L, the Trade ID selector was not working properly. Now it is.
5. When using R codes but not using Trade ID’s, the Account Status would not include open positions. This problem, which was
introduced in the previous release, was corrected.