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Advanced Analytics

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BySupport Team
Table of Contents

Some strategies are more responsive to time decay and/or volatility than others. This platform has tools to help analyze these components.

  • Construct the position in the Option Chain table
  • Select the ‘Go Big’ icon on the P&L Graph
  • The Graph shows 3 data points: Current Day, Halfway point to Expiration Day & Expiration Day. The corresponding legend, immediately below the graph, follows the cursor slider along the graph.
  • The bottom of the screen contains a Calendar (Time) & Volatility Scale. Both can be manipulated to analyze the position.

Time: You can select a date to analyze as well as user stepper buttons to move day by day backward or forward.

Volatility: Use the volatility slider or enter a value in the entry box to see the impact of changes in volatility. The slider bar also displays the current (circle), average (gray), and 1 year high / low of implied volatility (orange portion of the slider) for easy reference.

The expanded graph's bottom bar: Volatility entry box and slider showing current and average values, and the Display Date picker with calendar and arrow buttons
Straddle P/L graph annotated: about ,130 at risk if the stock doesn't move by the halfway point, and over ,000 at risk on expiration if the stock does not move
P/L graph with the volatility lowered to 35.11: the legend shows the loss at each date if the stock doesn't move on the earnings date
P/L graph dated 6/1/17 (expiration 7/7/17) annotated: 5 at risk on the earnings date if the stock doesn't move