|3. For those using QuoteVue, we re-constructed the interface to make use of batching whenever there is a need for more symbols
than the symbol limit (typically 1,000). So when a large Matrix is opened, i.e. the SPX with thousands of options, the program
eventually updates all of them, using 8 seconds per batch, and after that continually rotates through the batches as necessary.
Note that items of great interest, such as the underlying and any options in which there is a position, are included in every batch so
as to keep updating continuously.
4. When using IB or TOS for quotes and the user suspends quotes reception, the symbol count is released.
5. We made it so a blank side-by-side analysis can be opened when there is no position in the Matrix.
6. Everyplace in the program where there is a Trade ID selector, the selector grows wider automatically to accommodate large
7. When the T.Log is opened, the Trade ID selector will always show “Include All” and the T.Log will display all recorded
transactions. We decided that this is the best approach.
8. A new hotkey, Ctrl-O, does an instant data export according to the settings in File | Export.
9. We made the T.Log’s regular import feature (not the TOS import feature) able to import Trade ID’s.
10. In the Matrix, a new button was inserted in the upper right area of the options section that shifts the expirations all the way to the
|You're The Options Expert
|OptionVue version 8.23 started shipping June 8, 2017.
1. A Matrix format of 1x7 was added.
2. The option expiration dates displayed in the matrix headers are now the official expiration dates, rather than our own expiration
dates which were usually a day later. Likewise in the Define Options form, the Expirations table. So the expiration dates in
OptionVue should agree with most other sources and trading platforms.
|11. In the Matrix, if the currently defined strikes and expirations are not sufficient to cover your existing position, including all of its
legs, a warning message will appear:
1. When analyzing a position including both existing positions and trades, and the “T” button is down (to select trades only), the
Graham Dot in the Graphic Analysis would reflect gains/losses from the existing position even though it should not. This was
2. The Matrix’s Gain/Loss number could be incorrect when the Trade ID selector was set to ALL and a complex sequence of trades
had been opened and closed. This was corrected.
3. The RUT weeklys were not getting prices when using eSignal. This was fixed.
4. In the Define | AutoStrike area, users would sometimes see the number of standard options spontaneously jump to a higher
number immediately after making a change to any other field. This problem was fixed.
5. Several bugs were solved that were reported through the new error reporting system.
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.