New functionality in Option Trading: Intrinsic / Time value

Hello Matej,

Thank you for your reply. We already have all requested features and a lot more. Let me give you a small explanation how to work with it. First of all you should add few paper positions, to do it activate Option chain tab and click to paper position cell on strike that you would like to analyze. Set the paper position quantity. Look at screenshot below:

Then, switch OptionMaster to Analyser tab. This tab contains time value and intrinsic value of your options portfolio. Analyser tab allows you to simulate time decay and volatility impact, to do it please use rigth side bar.

On sreenshot above, I simulated the situation when volatility increased by 5% and 3 days have passed. Green line now illustrates a time value of your options portfolio with these conditions.

Also, if you would like to build "Greeks" charts - simply change Chart type or add an overlay to existing chart.

Best regards, Artem

Thank you very much for answer Artem :D.

Small problem is it, that Time Value in %, is not very practical. Best is Time Value in absolute number.

(Theta is not the same as time value)

Hi Matej,

"Small problem is it, that Time Value in %, is not very practical. Best is Time Value in absolute number."

Time value and intrinsic value are calculated in absolute numbers, Theta and all other Greeks are calculated in absolute values too.

I think you were confused about simulations of What-if scenario, I will explain. By means of right sidebar you can simulate situations like: "What will be with my portfolio if volatility will increase or decrease for X%?" or "How much does my existing time value of portfolio will change after X days passed?" to make these calculations you should use right sidebar(look please at screenshot below)

T+ - number of day you want to simulate

Volatility, % - volatility impact

After you set these paramentrs, they are appled in Option pricing model, result of all these calculations is time value which is calculated in absolute number and already included conditions that you set. Take a look here: https://en.wikipedia.org/wiki/Black%E2%80%93Schole...