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OptionVue version 8.50 started shipping December 14, 2018


1. Theta computations for index options should be more accurate now, as we now take into account the slight difference between the present value of component dividend yields from one day to the next.

Problem Fixes

1. In June of this year, we made a modification to the New Variable Volatility model to solve a problem that would occur only under rare circumstances. Turns out, this change degraded the accuracy of the curve fitting for all call options. The curve fit simply wasnt as tight and no one seemed to notice this until now. As a result, we undid the modification that was made back in June. This will affect the greeks, making them more accurate we would expect.

2. Also related to the New Variable Volatility model, we discovered an instability that would manifest itself at rare and unpredictable times. The program could sometimes produce a skew curve that was totally off the charts and as a result, the affected options would not be valued accurately in Graphic Analysis or in the Matrix. This problem was solved..

3. When importing futures trades from TOS, the Description field was getting an x instead of the month name. This was corrected. Also, When importing trades from TOS, it is ok to click the box to import all of todays trades and even if you already imported some trades earlier that same day, the program will smartly import only the newest trades.

4. When using eSignal for quotes, OptionVue was not able to obtain pricing on any futures expiring in the year 2020 or beyond. This was corrected.