SetupOptionPayoffSimulator.zip
SetupOptionPayoffSimulator.zip
WhatsApp Chat +39 3272347610 (chat directly with Tom, head of the G-Bot Algorithmic Trading Project).
OPS was developed as a plugin forG-BOT.
In that case, it automatically retrieves all the options traded by the program (which could be hundreds, with many orders each),
loads all the information such as strikes, bid, ask, quantities, multipliers and all orders for each layer and shows the current
real-time global payoff situation. Further, it allows the simulation of how new orders or option layers impact on the final PnL.
For this reason, OPS is extremely quick, simple, and has no limits on the number of options it can handle.
(It is just one of the hundreds of advanced features contained in G-Bot.)
I am making available this standalone version for anyone to enjoy, and provide possible suggestions or feature requests.
In this "stand-alone" version you will need to input option data yourself (strike, price, qty, mult).
But it is still a valuable tool to understand better options and simulate simple or complex scenarios.
If you do not have access to real-time tickdata, you can still easily get the prices online from several websites. For example:
https://www.barchart.com/futures/quotes/ES*0/options
https://www.cmegroup.com/markets/equities/sp/e-mini-sandp500.quotes.options.html
https://finance.yahoo.com/quote/%5ESPX/options/
https://bigcharts.marketwatch.com/quickchart/options.asp?symb=SPX
FOPs at work on G-BOT, helping printing $$$ perpetually:
Remember that if you have good capital, there is no approach more powerful and profitable than the one implemented in G-BOT, as you can
understand by using it directly yourself on your own machine and IB account.
If you are a capitalized investor/trader ready to understand and apply algorithmic trading with options, please visit the
G-Bot main site to create your own "investment bank" and maximize your return on capital.