OptionVue version 8.54 started shipping April 19, 2019.
In the Matrix, it is now possible to include a related ETF when working with certain indexes. For example, you can include the SPY with the $SPX, the IWM with the $RUT, or the QQQ with the $NDX. To do this, go into Define | Actuals and check this new checkbox. The related ETF will then be available in your Matrix, and you can enter positions in it. When analyzing positions that may include a position in the ETF, the price of the ETF will be modeled to move in exact proportion with the underlying index.
Price Chart Quick Symbol Switching
In the previous release, we added a new field in the upper left area of the Matrix that allows you to type the symbol of another asset you want to switch to. Now, likewise, a new field in the upper left area of the Price Chart allows you to type the symbol of another asset you want to switch to.
Convert Trades only for Options or Puts
You may recall that that it is possible to click here in the Matrix and cause the matrix to consider only calls or only puts in its computations and analysis. Now, we made it so the Convert Trades operation pays attention to this setting as well, allowing you to convert only the call trades or only the put trades.
Type Column Enhancements
In Define Options, we made the Type column display more meaningful expiration types.
T.Log General Import Feature
For importing trade records from any source other than TOS – got several improvements. Most importantly, the user can now select certain trades to be imported and others not. Also, if the file being imported contains a “line format spec” as its first line (a textual line showing the order of fields; e.g. “Date,Time,Symbol,Desc,Qty,Price,Commis,Net”), the program now does a fairly good job of interpreting this and using it to set up the field order prior to importing data. Plus, a few bugs were fixed.
Graphic Analysis Enhancement
In Graphic Analysis, in the line legend, when displaying dates (rather than T+n or DTE numbers) the font size was increased for better readability.
General Maintenance Items
- An instability in the skew curve fitting algorithm could occasionally produce odd bends in the performance lines in Graphic Analysis. This was never a problem with asset that have plenty of strikes, but could appear when fewer than 5 strikes were available that the program was able to derive IV numbers from, and only in the extremely short-term nearby expiration. We were able to prevent this instability.
- When importing trades from TOS, the ES Monday and Wednesday options were not importing with the proper (converted) symbols. This problem was solved. In addition, we made it so all (rather than none) of the trades are selected for importing, by default.
- When exporting the Graphic Analysis data to a .csv file, the first parameter of each line (the price of the underlying) was wrong. We fixed this.
- VIX weekly options, when defined in the Matrix, were not being priced from any of our sources. Now they work ok.