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Enhancements to Professional Options functionality:

Solver
  • New Greeks and OEs added : Configurable from main properties.
  • Request For Quote (RFQ) : RFQ a strategy at the CME by clicking the RFQ button
  • User Defined Spread (UDS) : If strategy already exists the theoretical background color will be green
    • If not green press the RFQ button to create a UDS
  • View and trade strategy’s market directly from the theoretical price, bid price, bid size, offer price and offer size.
  • Heat Map based on theoretical value: appears on the bid price, bid size, offer price and offer size.

Option Strategies window (Save tab & RFQ tab)
  • New Greeks and OEs added : Configurable from main properties.
  • Right Click: RFQ, send to solver, save, pit trade, trade
  • View and trade strategy’s market directly from the theoretical price, bid price, bid size, offer price and offer size.
  • Heat Map
    • Appears on the bid price, bid size, offer price and offer size (based on theoretical value)
    • Appears on the Last Trade, Last Trade Volume, Last Trade Total Traded Volume (TTV) and Last Trade Time.
  • New RFQ tab
    • Sortable running list of RFQs

Analyzer
  • Added: Slide profit and loss (analyze the P&L at multiple futures prices), expiration delta, slide interval (in ticks and in price).
  • Hedge delta: Right click on the delta in a contract report and contract month report to open a contract window . The delta’s amount will automatically populate the quantity.
  • Configurable views : Configure what rows/columns to see from the main properties, and quickly change between them on the analyzer
  • Right Click menu
    • Send leg to solver on inventory and trade list
    • Click Trading: Right click in the slide report, inventory and trade list to open the corresponding option/futures contract window
    • Access model management on month slide, inventory and trade list
    • Resize Columns
  • Window Properties
    • Apply different inventory types: All, current, and previous
    • Apply a stress test: Stress the volatility, days to expiry and slide increments
    • Toggle weighted greeks: The weighting can be configured in the model manager.

Global Options setting
  • New Options Settings hierarchy: From the main properties, now find General, click trading, and heat map formats
  • General settings
    • Enable helpful information that appears when hovering over controls.
    • Globally adjust days to expiry (DTE)
    • Set decimal places
    • Set the static futures visible price levels
  • Click trading settings
    • Set default quantities for options and futures
    • Price prompt levels for options and futures.
    • View Only
  • Heat map formats
    • Settings and formats for heat map on bid, offer and last trade.

Option Board
The old Option Board has been updated to only show option strategies and is now called the Option Strategy Board.

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