Option Analytics Module
Option analytics module provides additional opportunities for the QUIK WorkStation users — using of Option strategies developer and construction of volatility diagram.
The module consists of the software installed on the user’s computer and the license installed on the QUIK server. When the user connects to the server with the license «Strategy» item becomes active in the QUIK Workstation menu, and all users’ functions of this module become available.
For making a decision about opening a position at the options market, an investor in most cases has to estimate such a parameter as internal volatility. Graphical presentation of volatility distribution for an option with a definite date of expiration and dependent on strike is used as an instrument of volatility comparative analysis.The module allows prompt reacting to the prices disbalances and gives the opportunity to monitor the data for all strikes on one scale simultaneously due to the ‘volatility expression’ of options prices.
Option strategy generation
The module allows to analyze the strategies for simultaneous opening the positions with one-series options and an underlying instrument, to calculate all the required indicators for the aggregate position and to use the functionality of standard options calculator.
There is a possibility of graphical analysis of complex option position focused on its profitability depending on the price of underlying instrument, number of days till expiration or volatility. Changing the model parameters – the price of the base asset, volatility, a risk-free rate, the date of calculations – one can get the different scenarios of situation development.
Loading of strategy patterns
Developing of standard option strategies set is possible (various straddles, "butterflies" etc.). There is a possibility of loading a definite strategy using a pattern, and then filling it by parameters of selected instruments and their current market indicators.
Hardware and software requirements
The computer must meet requirements for the QUIK Workstation.
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