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Platform for FOP selling with delta and IV
Started: by nocide Views / Replies:977 / 9
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Platform for FOP selling with delta and IV

  #1 (permalink)
Trading Apprentice
Bregenz Austria
 
Futures Experience: Intermediate
Platform: MT4, cTrader
Broker/Data: -
Favorite Futures: Currency Futures, Forex
 
Posts: 10 since Jul 2015
Thanks: 2 given, 4 received

Platform for FOP selling with delta and IV

Hi all,

I'm currently using TWS with Interactive brokers and mainly selling options on future.
Since IB requires higher margin than the exchanges, I consider to switch to another platform.

But I find it quite difficult to find a good platform for option selling. The most missed feature is
delta and implied volatility.

So I wanted to ask, what platform do you use and why?

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  #2 (permalink)
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  #3 (permalink)
Trading for Fun
St Paul, MN, USA
 
Futures Experience: Advanced
Platform: Abacus
Broker/Data: RJO, Interactive Brokers
Favorite Futures: Commodity Futures & Options
 
Posts: 189 since Jan 2014
Thanks: 108 given, 171 received



nocide View Post
Hi all,

But I find it quite difficult to find a good platform for option selling. The most missed feature is
delta and implied volatility.

So I wanted to ask, what platform do you use and why?

For a low cost solution, you might consider finding a broker/FCM that offers CGQ Q-Trader. I believe it costs $40/mo plus 25 cents per contract per side. To my knowledge, you won't get position management, stress test and margin what-if capabilities like those available through IB (primarily via IB Risk Navigator) but those might not be important to you.

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  #4 (permalink)
Trading Apprentice
Bregenz Austria
 
Futures Experience: Intermediate
Platform: MT4, cTrader
Broker/Data: -
Favorite Futures: Currency Futures, Forex
 
Posts: 10 since Jul 2015
Thanks: 2 given, 4 received

Ah ok, I will have a look.

You are with RJO? Are you using the Q-Trader yourself?
On the RJO site is only CGQ Integrated Client and CGQ Trader listet, and CGQ Q-Trader seem to be
yet another tool by CQG?

It would be really enough for me to have delta and IV added. I could calculate it with another tool, but to find
the right option to sell, it's easier, if it is listet direct in the option chain.
But 40$ per month is in the acceptable range.

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  #5 (permalink)
Elite Member
rutherford NJ
 
Futures Experience: Intermediate
Platform: Sierra xtrader Qtrader
Broker/Data: Amp and Optimus and CQG
Favorite Futures: NG ZS CL GC
 
Posts: 269 since May 2013
Thanks: 197 given, 90 received

What did u finally decide

Futures Edge on FIO
Also at least manual back testing like in TOS or IB risk navigator would be good

What platform is everyone using?

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  #6 (permalink)
Elite Member
rutherford NJ
 
Futures Experience: Intermediate
Platform: Sierra xtrader Qtrader
Broker/Data: Amp and Optimus and CQG
Favorite Futures: NG ZS CL GC
 
Posts: 269 since May 2013
Thanks: 197 given, 90 received

IB vs qtrader


CafeGrande View Post
For a low cost solution, you might consider finding a broker/FCM that offers CGQ Q-Trader. I believe it costs $40/mo plus 25 cents per contract per side. To my knowledge, you won't get position management, stress test and margin what-if capabilities like those available through IB (primarily via IB Risk Navigator) but those might not be important to you.

IB vs cqg qtrader are neck and neck in what if tools

Spread execution and rolling seems more complicated in qtrader
Would love to discuss with anyone using qtrader for options spreads

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  #7 (permalink)
Trading Apprentice
London England
 
Futures Experience: Advanced
Platform: optionworkshop, Stellar,
Favorite Futures: Bund, Emini, opitons
 
Posts: 2 since Mar 2016
Thanks: 0 given, 0 received

Guys, check out Option Workshop. It runs off of CQG continuum or an IB feed. (15-25$/mo. depending on features)
Right now it's free software - just renew the demo every month. (We have a planned price starting at 50$/mo)
It's got 'What if' scenarios for mapping IV and other scenarios. PM me for more details

optionworkshop.com

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  #8 (permalink)
 Vendor: tradingtechnologies.com 
Chicago, IL
 
Futures Experience: Master
Platform: X_TRADER, TT
Favorite Futures: ES, NQ, ZN, CL, 6E
 
TradingTech's Avatar
 
Posts: 124 since Feb 2016
Thanks: 57 given, 81 received

We have calculated Greeks, including IV, an Options Chain, and a Vol Curve Manager in the TT platform. https://library.tradingtechnologies.com/trade/view-markets-options.html


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If you have any questions about the products or services provided, please send me a Private Message or use the futures.io "Ask Me Anything" thread
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  #9 (permalink)
Elite Member
Munich
 
Futures Experience: Beginner
Platform: TWS
Broker/Data: Interactive Brokers
Favorite Futures: Options, Stocks
 
Posts: 3 since Mar 2014
Thanks: 11 given, 2 received

Hello Patrick,

are you able to calculate the required margin for selling an option within the TT platform?

Best regards,

Dominik

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  #10 (permalink)
 Vendor: tradingtechnologies.com 
Chicago, IL
 
Futures Experience: Master
Platform: X_TRADER, TT
Favorite Futures: ES, NQ, ZN, CL, 6E
 
TradingTech's Avatar
 
Posts: 124 since Feb 2016
Thanks: 57 given, 81 received



creativvv View Post
Hello Patrick,

are you able to calculate the required margin for selling an option within the TT platform?

Best regards,

Dominik

Hello Dominik. No, not at this time.

If you have any questions about the products or services provided, please send me a Private Message or use the futures.io "Ask Me Anything" thread
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