OptionVue Version 8.57 is available January 24, 2020

Enhancements

  1. In the BlockTrades window, we added a feature that allows you to see consolidated numbers for all of the options for one stock or ETF. It is a window that can be opened within the BlockTrades window by double-clicking on one of the option symbols. You must double-click on the left portion of the option symbol, where you see the stock symbol itself (see Figure 1). This pulls together data regarding the options of one particular stock – options data that has accumulated within the BlockTrades window. The data is consolidated by strike, and the strikes are listed in descending order, much as they are in the OptionVue Matrix if you are using the default setting (see Figure 2).

It is important to keep a few things in mind as you use the new “consolidated numbers” popup window:

  • Asset file(s) associated with the stocks (or ETFs) you are watching in the Block Trades window should contain fresh data (as of today) and have “All Strikes” selected in AutoStrike.
  • Only trade records that hit the bid or ask are taken into account. (Any trades that do not hit the bid or ask are not included because there is no way of knowing if the trade was a purchase or a sale.)
  • Further narrowing the field, if the option in which the trade occurred is not covered by the Matrix or has a delta of nearly zero, then it is not included.

Figure 1

Figure 2

  1. The capacity of the BlockTrades window was increased to 5,000 lines.
  2. When using “Store to log file”, the program now stores to a subfolder called “Block Trade Logs”, off of the OptionVue main folder.
  3. The Quotes Display can now display two new column parameters: IV (30-day implied volatility) and SV (statistical volatility). Important: OptionVue pulls these numbers from the historical data files – the same files that are the basis for price charts. In order for the numbers in the Quotes Display to be accurate, it will be necessary to update the historical data files on a regular basis. This can be scheduled to happen on a regular basis just by opening Tools: Schedule Events: New Event: Update price chart files, and setting appropriate parameters to your preference.
  4. In the Define Options window, the program now highlights the strikes and expirations in which you have a current position. (See Figure 3)

Figure 3

  1. In the Matrix, if multiple Trade ID’s are being used, then when you open the Trade ID’s dropdown, there is a new Sort button available which, when clicked, causes the listed Trades ID’s to be sorted alphabetically.
  2. We made the Reports area remember the user’s choice of Strategy and Class for the duration of the time OptionVue is open.
  3. We accommodated the new Wednesday weeklys in the ZB (30-year Treas.) options, both with QuoteVue and with IB. (TOS does not carry these weeklys at this time.)
  4. We added a new qualifier in OpScan. You may now indicate that you want to exclude any stocks that are announcing earnings within the next X days.
  5. In Graphic Analysis, we made it easy to quickly center the graph horizontally around a certain price (for the underlying). Just right-click on a spot in the graph that you want to become the center, and a pop-up appears with that price filled in. Then, just click the OK button.

General Maintenance

  1. We improved the way that the Matrix would open in BackTrader mode, in terms of what strikes are in view at first. Many times, the at-the-money strike would not be in view at first, and the user would be compelled to shift the strikes until the Matrix was displaying the strikes of interest. Now, when entering BackTrader mode, or when jumping from one date to another in BackTrader mode, the initial range of strikes in view should be close to the money.
  2. We found it best to get away from writing any information to the system Registry each time OptionVue was started because of the message that would pop up (on some computers) saying, “Allow this program to change your system settings?” (Or other words to that effect.).
  3. In the Price Chart window, we made it so the wand, when visible, can be moved left or right by pressing the left arrow or right arrow keys.
  4. Previously, constant elasticity of volatility (CEV) was included in EIOIO. This has subsequently been removed.

 

New Default Settings (please note these will not override your current saved default preferences)

  • Settings: Default Models: Slippage is now None
  • Home: Info: Account Information: Securities Commissions: Schedule is now $0 (based on the new pricing structure most brokers have adopted)
  • Home: Matrix: Matrix Volty Model is now EIOIO
  • Settings: Default AutoStrike: ITM Extent is now small and OTM Extent is now Medium for both Calls and Puts, Strike Intervals is now Display All Strikes, Include Weeklys if available is now checked
  • Settings: Default Matrix Format in the Options section is now Cell Size 1×5 and the last column is now Delta
  • Settings: Preferences: Graphic Analysis: Graphics Analysis Legend now Displays Dates, Auto Highlights to Start is now T+0, and Persist T+0 line snap to Graham dot is now checked
  • Settings: Preferences: Fonts: Smallest Font is now 8 Point
  • Settings: Preferences: Volty Chart: Volty Chart Percentile Period is now 2.0 years
  • Home: Matrix: Matrix Preferences for Matrix shading is now turned on by default
  • Home: Reports: Report Formats: Realized G/L the % Gain/Loss is now checked by default